Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,018,664 : : Positions : :3,434,761 1,095,027 591,622 3,031,959 296,477 88,373 81,532 143,594 165,301 72,888 268,425 : : : : Changes from: December 31, 2019 : : 77,079 34,318 1,279 28,319 -13,627 -2,192 757 18,799 10,534 22,816 14,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 21.8 11.8 60.4 5.9 1.8 1.6 2.9 3.3 1.5 5.3 : : : : Number of Traders in Each Category Total Traders: 220 : : 114 88 13 20 22 9 7 12 25 20 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,083,045 : : Positions : : 107,636 166,106 96,523 9,343 523,047 1,804 32,170 177,190 25,352 23,618 149,798 : : : : Changes from: December 31, 2019 : : -1,027 2,513 5,428 -1,031 30,457 -741 5,173 17,140 10,732 7,745 8,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 15.3 8.9 0.9 48.3 0.2 3.0 16.4 2.3 2.2 13.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 26 25 9 7 16 . 5 4 11 4 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 267,134 : : Positions : : 179,387 232,602 41,050 7,238 16,880 0 4,355 0 4,993 1,047 302 : : : : Changes from: December 31, 2019 : : -6,380 -4,119 2,787 665 449 0 -403 0 -461 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 87.1 15.4 2.7 6.3 0.0 1.6 0.0 1.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 135,444 : : Positions : : 125,210 62,410 280 54,329 3,781 0 0 0 183 217 775 : : : : Changes from: December 31, 2019 : : -7,309 -572 -935 -5,459 -877 0 -1,786 0 -1,603 217 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 46.1 0.2 40.1 2.8 0.0 0.0 0.0 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 323,097 : : Positions : : 247,815 101,068 34,836 192,150 16,848 0 3,574 197 5,811 1,682 5,090 : : : : Changes from: December 31, 2019 : : -12,409 -5,013 -976 -8,589 -1,461 0 -2,280 -173 -2,626 0 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 31.3 10.8 59.5 5.2 0.0 1.1 0.1 1.8 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 22 5 8 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 842,660 : : Positions : : 792,128 38,215 9,695 769,476 20,675 203 0 0 8,204 10,537 2,060 : : : : Changes from: December 31, 2019 : : -24,021 -5,531 -26 -17,252 -471 -435 0 0 1,031 -371 -620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 4.5 1.2 91.3 2.5 0.0 0.0 0.0 1.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 15 . 10 9 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 357,994 : : Positions : : 248,965 236,928 58,175 62,410 39,216 0 0 0 2,599 5,786 1,418 : : : : Changes from: December 31, 2019 : : -17,380 -23,077 -4,774 -3,654 -998 0 -298 -3 -833 1,407 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 66.2 16.3 17.4 11.0 0.0 0.0 0.0 0.7 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 27 5 9 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 499,618 : : Positions : : 453,748 330,691 16,109 139,351 20,216 0 406 0 1,022 190 58 : : : : Changes from: December 31, 2019 : : -18,540 -7,525 -52 -12,487 -948 0 -434 0 0 -217 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 66.2 3.2 27.9 4.0 0.0 0.1 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 22 4 9 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 381,939 : : Positions : : 268,239 115,253 94,530 241,045 12,352 0 2,466 0 0 880 0 : : : : Changes from: December 31, 2019 : : -7,092 -2,321 -2,567 -7,201 -218 0 -198 -1 0 -1,876 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 30.2 24.8 63.1 3.2 0.0 0.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 7 6 8 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 101,029 : : Positions : : 75,122 84,442 20,721 8,988 104 126 682 224 0 3,594 62 : : : : Changes from: December 31, 2019 : : -7,417 -10,311 -2,580 0 0 -29 -186 76 0 -395 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 83.6 20.5 8.9 0.1 0.1 0.7 0.2 0.0 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 21,922 : : Positions : : 15,537 20,233 5,068 0 0 0 362 0 0 0 0 : : : : Changes from: December 31, 2019 : : -7,519 -10,522 -3,317 0 0 0 0 0 0 -862 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 92.3 23.1 0.0 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 4 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 237,283 : : Positions : : 225,089 52,382 1,638 168,424 7,367 0 484 58 0 0 0 : : : : Changes from: December 31, 2019 : : -11,187 -3,078 -68 -7,837 -610 0 0 0 0 -793 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 22.1 0.7 71.0 3.1 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 11 . 10 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 177,904 : : Positions : : 147,860 42,044 6,100 115,346 17,903 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -9,568 -5,781 35 -4,142 -560 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 23.6 3.4 64.8 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 263,902 : : Positions : : 249,598 229,713 1,282 22,742 6,456 0 2,736 0 0 0 0 : : : : Changes from: December 31, 2019 : : -12,252 -12,969 -1,684 -725 -438 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 87.0 0.5 8.6 2.4 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 29,650 : : Positions : : 3,489 26,099 20,604 2,480 0 1,147 0 0 2,852 0 0 : : : : Changes from: December 31, 2019 : : -3,875 -9,734 -3,224 -248 0 -868 0 0 -1,705 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 88.0 69.5 8.4 0.0 3.9 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 13 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 561,359 : : Positions : : 416,207 130,061 51,621 366,806 46,999 8,774 122 2,542 19,445 0 3,852 : : : : Changes from: December 31, 2019 : : -19,038 -7,241 -2,828 -15,429 -3,454 0 0 0 -1,560 -1,984 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 23.2 9.2 65.3 8.4 1.6 0.0 0.5 3.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 22 5 10 10 . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 187,096 : : Positions : : 86,394 114,040 55,941 24,310 38,598 298 0 562 0 419 1,020 : : : : Changes from: December 31, 2019 : : -4,612 2,460 4,242 -2,529 -2,308 -408 0 -271 -496 -2,118 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 61.0 29.9 13.0 20.6 0.2 0.0 0.3 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 4 . 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 39,129 : : Positions : : 31,756 26,507 4,978 10,736 403 0 0 0 526 0 544 : : : : Changes from: December 31, 2019 : : -4,540 -4,129 -2,112 -1,736 0 0 0 0 0 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 67.7 12.7 27.4 1.0 0.0 0.0 0.0 1.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 85,743 : : Positions : : 55,258 50,411 17,349 22,178 7,688 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -3,635 -3,042 -2,727 -2,752 -1,456 0 0 0 -992 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 58.8 20.2 25.9 9.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 262,600 : : Positions : : 148,286 258,227 102,381 0 3,825 0 0 0 1,320 0 0 : : : : Changes from: December 31, 2019 : : -19,605 -27,771 -9,843 0 -1,267 -5,010 -2,697 0 -1,085 -4,061 -558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 98.3 39.0 0.0 1.5 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 6 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 241,871 : : Positions : : 132,036 232,012 96,618 0 1,497 5,010 2,697 0 2,436 4,278 558 : : : : Changes from: December 31, 2019 : : -21,713 -32,889 -1,876 0 -2,865 -15,283 -7,254 0 -2,418 -589 -868 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 95.9 39.9 0.0 0.6 2.1 1.1 0.0 1.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 22 10 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 111,367 : : Positions : : 95,546 80,929 13,188 28,284 426 0 0 0 0 868 0 : : : : Changes from: December 31, 2019 : : -20,553 -19,995 -434 -1,364 -744 0 0 0 -620 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 72.7 11.8 25.4 0.4 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 22,411 : : Positions : : 10,460 20,914 10,537 1,342 0 383 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -8,485 -9,049 -775 -434 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 93.3 47.0 6.0 0.0 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 251,331 : : Positions : : 174,869 147,033 63,231 84,510 7,612 0 762 0 370 0 1,070 : : : : Changes from: December 31, 2019 : : -13,903 -14,868 -5,511 -8,486 -93 -296 0 -4 -744 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 58.5 25.2 33.6 3.0 0.0 0.3 0.0 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 23 4 7 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 98,012 : : Positions : : 97,857 97,268 0 0 0 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -11,253 -11,160 -310 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 99.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 95,538 : : Positions : : 76,987 61,665 4,978 17,532 2,106 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -5,554 -3,919 162 -1,462 -407 0 0 0 0 -248 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 64.5 5.2 18.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 207,238 : : Positions : : 198,276 128,343 834 68,535 4,060 0 0 0 0 898 0 : : : : Changes from: December 31, 2019 : : -22,075 -19,573 105 -1,427 -901 0 0 0 0 -535 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 61.9 0.4 33.1 2.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 8 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 183,746 : : Positions : : 127,677 171,778 43,883 1,494 7,327 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -6,328 -6,164 -2,404 -651 -403 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 93.5 23.9 0.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 81,958 : : Positions : : 33,216 76,667 40,605 2,949 275 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -205 -4,192 -3,587 -248 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 93.5 49.5 3.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 178,848 : : Positions : : 127,915 130,447 36,942 33,418 3,401 0 0 0 2,860 0 0 : : : : Changes from: December 31, 2019 : : -8,149 -12,693 -2,308 -471 638 0 0 0 -726 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 72.9 20.7 18.7 1.9 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 151,547 : : Positions : : 102,846 89,355 18,910 24,250 12,201 0 764 214 0 7,524 6,162 : : : : Changes from: December 31, 2019 : : -9,876 -5,358 -347 -3,507 -2,010 0 -122 0 0 -958 -372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 59.0 12.5 16.0 8.1 0.0 0.5 0.1 0.0 5.0 4.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 17 6 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 41,421 : : Positions : : 18,942 39,852 21,044 279 0 367 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -4,128 -8,270 -2,883 -434 0 -485 0 0 -465 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 96.2 50.8 0.7 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 222,463 : : Positions : : 161,706 137,870 37,427 56,408 15,168 0 1,293 14 0 1,799 2,739 : : : : Changes from: December 31, 2019 : : -9,301 -11,332 -673 132 -915 0 -415 -365 0 409 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 62.0 16.8 25.4 6.8 0.0 0.6 0.0 0.0 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 25 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 126,579 : : Positions : : 84,466 89,108 24,654 22,210 11,433 446 0 174 585 310 0 : : : : Changes from: December 31, 2019 : : -10,441 -10,933 -1,971 -885 -54 165 0 -188 -217 124 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 70.4 19.5 17.5 9.0 0.4 0.0 0.1 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 150,864 : : Positions : : 131,669 119,293 6,459 22,464 4,513 0 0 0 600 0 0 : : : : Changes from: December 31, 2019 : : -7,223 -11,685 -1,942 414 -682 0 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 79.1 4.3 14.9 3.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 24,081 : : Positions : : 20,807 18,251 0 2,565 0 0 0 0 0 1,753 387 : : : : Changes from: December 31, 2019 : : -7,099 -7,103 0 -775 0 0 0 0 -372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 75.8 0.0 10.7 0.0 0.0 0.0 0.0 0.0 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 275,368 : : Positions : : 229,285 6,420 26,045 262,568 5,973 0 0 0 0 0 0 : : : : Changes from: December 31, 2019 : : -8,659 -1,808 -457 -8,019 -226 0 0 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 2.3 9.5 95.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 6 . 7 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 100,703 : : Positions : : 53,762 43,879 30,154 44,388 1,038 0 8,774 0 7,622 0 0 : : : : Changes from: December 31, 2019 : : -2,542 -3,386 -997 -2,325 0 0 0 0 -1,457 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 43.6 29.9 44.1 1.0 0.0 8.7 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 200,060 : : Positions : : 159,680 152,207 20,474 27,846 17,363 0 0 0 0 848 360 : : : : Changes from: December 31, 2019 : : -5,330 -3,839 1,458 -445 -4,325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 76.1 10.2 13.9 8.7 0.0 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 7 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,370,227 : : Positions : : 173,853 208,149 277,552 81,373 128,295 147,610 398,026 341,813 95,336 52,172 124,156 : : : : Changes from: December 31, 2019 : : 6,117 6,254 4,281 855 1,832 15,476 24,716 20,887 6,207 1,006 -1,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 15.2 20.3 5.9 9.4 10.8 29.0 24.9 7.0 3.8 9.1 : : : : Number of Traders in Each Category Total Traders: 354 : : 46 36 26 11 29 58 82 79 81 32 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 435,310 : : Positions : : 71,859 100,605 21,308 16,911 174,030 28,272 2,101 55,679 8,751 12,914 67,773 : : : : Changes from: December 31, 2019 : : 2,499 373 -1,521 -599 4,214 1,078 -367 1,933 -443 1,872 3,234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 23.1 4.9 3.9 40.0 6.5 0.5 12.8 2.0 3.0 15.6 : : : : Number of Traders in Each Category Total Traders: 130 : : 38 28 8 14 22 21 10 25 23 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 303,296 : : Positions : : 136,962 67,739 34,741 85,384 37,112 17,257 806 15,016 22,949 58,868 20,509 : : : : Changes from: December 31, 2019 : : 3,216 6,629 6,659 4,092 -2,953 -70 0 93 -4,524 -3,325 2,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 22.3 11.5 28.2 12.2 5.7 0.3 5.0 7.6 19.4 6.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 28 24 6 12 17 . . 5 10 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 86,462 : : Positions : : 18,534 15,536 19,444 11,200 19,243 0 14,322 6,925 8,136 7,180 4,391 : : : : Changes from: December 31, 2019 : : -31 608 1,135 -116 1,353 0 -727 556 81 -676 562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 18.0 22.5 13.0 22.3 0.0 16.6 8.0 9.4 8.3 5.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 10 11 9 5 13 0 7 6 8 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 145,666 : : Positions : : 3,126 6,591 4,950 0 8,965 22,314 22,366 76,465 601 2,015 29,093 : : : : Changes from: December 31, 2019 : : 1,001 574 2,215 0 960 -3,600 1,837 2,420 -100 -2,902 -732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 4.5 3.4 0.0 6.2 15.3 15.4 52.5 0.4 1.4 20.0 : : : : Number of Traders in Each Category Total Traders: 29 : : . 6 . 0 . 6 6 10 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 173,670 : : Positions : : 19,038 25,909 18,243 8,183 107,875 0 3,643 19,558 207 935 1,903 : : : : Changes from: December 31, 2019 : : -52 128 576 607 417 0 -124 1,073 67 195 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 14.9 10.5 4.7 62.1 0.0 2.1 11.3 0.1 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 4 5 9 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 768,480 : : Positions : : 334,349 126,123 121,455 516,403 82,465 2,335 2,900 10,036 179,189 3,672 10,365 : : : : Changes from: December 31, 2019 : : -8,760 2,564 579 -8,548 -2,486 0 0 0 2,196 -215 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 16.4 15.8 67.2 10.7 0.3 0.4 1.3 23.3 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 14 4 14 16 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 121,077 : : Positions : : 22,447 29,873 43,214 43,108 29,205 4,162 2,010 2,685 338 3,279 4,243 : : : : Changes from: December 31, 2019 : : 156 -26 391 -904 155 1,222 660 -378 -1,294 343 1,030 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 24.7 35.7 35.6 24.1 3.4 1.7 2.2 0.3 2.7 3.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 9 6 14 . . . . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,368 : : Positions : : 2,673 3,033 814 97 151 0 0 0 77 154 25 : : : : Changes from: December 31, 2019 : : -443 -308 -36 -51 -46 0 0 0 -61 -271 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 69.4 18.6 2.2 3.5 0.0 0.0 0.0 1.8 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 29,687 : : Positions : : 14,550 23,954 8,977 3,245 2,198 0 149 0 3,299 0 0 : : : : Changes from: December 31, 2019 : : -4,555 -4,426 20 -292 -314 0 71 0 -610 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 80.7 30.2 10.9 7.4 0.0 0.5 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 16,606 : : Positions : : 15,542 11,779 0 2,955 753 0 0 0 60 0 35 : : : : Changes from: December 31, 2019 : : -2,956 -3,075 0 -147 24 0 0 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 70.9 0.0 17.8 4.5 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 0 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 8,078 : : Positions : : 5,616 7,282 1,098 65 114 0 0 0 439 65 5 : : : : Changes from: December 31, 2019 : : -2,123 -1,538 493 -247 -469 0 0 0 105 12 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 90.1 13.6 0.8 1.4 0.0 0.0 0.0 5.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 40,150 : : Positions : : 37,603 25,079 0 12,713 267 0 0 0 1,227 1,938 151 : : : : Changes from: December 31, 2019 : : -1,514 -3,937 -109 -196 -351 0 0 0 -2,507 -174 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 62.5 0.0 31.7 0.7 0.0 0.0 0.0 3.1 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 31 0 7 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 53,755 : : Positions : : 37,278 46,016 9,826 736 3,256 165 1,086 0 1,522 773 1,057 : : : : Changes from: December 31, 2019 : : -2,866 -2,564 616 -153 -872 -59 -1 0 -376 -187 -1,766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 85.6 18.3 1.4 6.1 0.3 2.0 0.0 2.8 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 84 : : 42 46 10 4 11 . . 0 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 4,163 : : Positions : : 2,802 2,700 100 30 135 0 0 0 124 500 56 : : : : Changes from: December 31, 2019 : : -535 -105 17 -3 -34 0 0 0 -27 -499 -228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 64.9 2.4 0.7 3.2 0.0 0.0 0.0 3.0 12.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 55,003 : : Positions : : 49,375 29,624 1,220 24,646 180 0 0 0 3,944 149 50 : : : : Changes from: December 31, 2019 : : -4,357 -4,945 1 -2,407 0 0 0 0 -3,169 42 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 53.9 2.2 44.8 0.3 0.0 0.0 0.0 7.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 28 . 7 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 117,840 : : Positions : : 90,659 98,619 13,401 10,149 3,872 1,125 916 45 5,851 1,501 2,024 : : : : Changes from: December 31, 2019 : : -4,413 -10,481 -2,110 405 171 0 -324 0 -3,772 -116 -736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 83.7 11.4 8.6 3.3 1.0 0.8 0.0 5.0 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 109 : : 55 57 11 5 10 . 5 . 12 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 37,048 : : Positions : : 19,006 20,965 10,329 11,321 3,256 1,260 1,408 0 3,186 0 0 : : : : Changes from: December 31, 2019 : : -3,570 -3,345 -339 -1,009 -73 -168 -94 0 -375 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 56.6 27.9 30.6 8.8 3.4 3.8 0.0 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 25 . 7 6 . 6 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 46,855 : : Positions : : 41,226 28,834 866 16,232 353 1,580 100 0 1,391 431 535 : : : : Changes from: December 31, 2019 : : -4,238 -4,383 -337 -113 -330 5 -50 0 -136 -48 -555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 61.5 1.8 34.6 0.8 3.4 0.2 0.0 3.0 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 45 43 . 7 . 4 . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 17,565 : : Positions : : 13,290 7,550 1,345 7,425 1,614 900 85 0 100 52 109 : : : : Changes from: December 31, 2019 : : -2,488 -1,830 329 -405 -109 0 0 0 100 -58 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 43.0 7.7 42.3 9.2 5.1 0.5 0.0 0.6 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 15,104 : : Positions : : 10,278 11,872 2,319 1,810 562 0 0 0 529 75 538 : : : : Changes from: December 31, 2019 : : -3,129 -3,959 -1,041 -438 19 0 0 0 -249 75 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 78.6 15.4 12.0 3.7 0.0 0.0 0.0 3.5 0.5 3.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 20 5 . 5 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 10, 2020