NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-023391
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,115,701: 3,523,307  1,105,424    595,230  3,103,864    333,452     77,014     76,426    127,482    144,226     56,708    286,009:   28,981    26,336
Old  : 5,115,701: 3,523,307  1,105,424    595,230  3,103,864    333,452     77,014     76,426    127,482    144,226     56,708    286,009:   28,981    26,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    11,503:     1,522      4,070      2,057    -11,698      3,700      1,599     -7,797        739    -43,153    -24,514     44,313:      726     2,690
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       21.6       11.6       60.7        6.5        1.5        1.5        2.5        2.8        1.1        5.6:      0.6       0.5
Old  :     100.0:      68.9       21.6       11.6       60.7        6.5        1.5        1.5        2.5        2.8        1.1        5.6:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:       118         94         14         18         23          8          6         10         27         28         42:
Old  :       233:       118         94         14         18         23          8          6         10         27         28         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       41.3       44.0       57.3       26.2       40.2       39.1       55.4
Old  :                 27.6       41.3       44.0       57.3       26.2       40.2       39.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   235,006:    44,642     16,845      9,072     34,729     96,177      6,344     46,359     16,798     51,675     12,762     10,020:      278     1,316
Old  :   235,006:    44,642     16,845      9,072     34,729     96,177      6,344     46,359     16,798     51,675     12,762     10,020:      278     1,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    26,336:     3,033      8,516       -446     11,032        401      1,040       -824      1,568     21,860      6,763     -1,120:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0        7.2        3.9       14.8       40.9        2.7       19.7        7.1       22.0        5.4        4.3:      0.1       0.6
Old  :     100.0:      19.0        7.2        3.9       14.8       40.9        2.7       19.7        7.1       22.0        5.4        4.3:      0.1       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        10          8          9          6         12          4          .          4         15          .          8:
Old  :        53:        10          8          9          6         12          4          .          4         15          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       66.1       60.0       81.0       20.8       35.3       28.3       42.8
Old  :                 39.5       66.1       60.0       81.0       20.8       35.3       28.3       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   270,943:   185,584    236,717     38,415      6,573     16,431          0      4,758          0      5,454      1,018        331:   24,728     5,115
Old  :   270,943:   185,584    236,717     38,415      6,573     16,431          0      4,758          0      5,454      1,018        331:   24,728     5,115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     8,331:     1,675      8,302      5,819        331       -912          0          0          0      1,817        430        -33:      -35       213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       87.4       14.2        2.4        6.1        0.0        1.8        0.0        2.0        0.4        0.1:      9.1       1.9
Old  :     100.0:      68.5       87.4       14.2        2.4        6.1        0.0        1.8        0.0        2.0        0.4        0.1:      9.1       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         16          5          .          6          0          .          0          .          .          .:
Old  :        34:        20         16          5          .          6          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       76.4       74.3       87.8       51.8       72.3       66.6       79.6
Old  :                 59.1       76.4       74.3       87.8       51.8       72.3       66.6       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   143,649:   131,636     62,188      1,302     59,817      4,542          0      1,786          0      1,417          0        713:    4,039    14,603
Old  :   143,649:   131,636     62,188      1,302     59,817      4,542          0      1,786          0      1,417          0        713:    4,039    14,603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       -28:       154        528      1,157       -781        617          0       -134       -279       -206          0          0:   -1,471        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.6       43.3        0.9       41.6        3.2        0.0        1.2        0.0        1.0        0.0        0.5:      2.8      10.2
Old  :     100.0:      91.6       43.3        0.9       41.6        3.2        0.0        1.2        0.0        1.0        0.0        0.5:      2.8      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         14          .          5          .          0          .          0          .          0          .:
Old  :        31:        17         14          .          5          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       46.6       82.5       69.3       67.3       44.0       80.1       66.6
Old  :                 68.4       46.6       82.5       69.3       67.3       44.0       80.1       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   340,389:   259,615    111,451     35,663    193,266     20,153          0      6,034        379      6,352      1,682      4,675:   13,552     2,749
Old  :   340,389:   259,615    111,451     35,663    193,266     20,153          0      6,034        379      6,352      1,682      4,675:   13,552     2,749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     9,910:     6,559      5,267        870      5,483      1,147          0       -864         66      2,708      1,614     -1,516:       76    -1,287
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       32.7       10.5       56.8        5.9        0.0        1.8        0.1        1.9        0.5        1.4:      4.0       0.8
Old  :     100.0:      76.3       32.7       10.5       56.8        5.9        0.0        1.8        0.1        1.9        0.5        1.4:      4.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        23         22          5          8          6          0          .          .          4          .          .:
Old  :        48:        23         22          5          8          6          0          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       46.0       75.7       70.4       55.7       39.9       64.4       60.7
Old  :                 60.8       46.0       75.7       70.4       55.7       39.9       64.4       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   862,171:   811,237     47,263      9,565    778,228     21,481        777          0         93      7,270     10,908      2,649:    9,099     1,549
Old  :   862,171:   811,237     47,263      9,565    778,228     21,481        777          0         93      7,270     10,908      2,649:    9,099     1,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     8,656:     7,924     -2,212        114     10,172        324        293          0         93        -65        -27        157:     -184       149
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1        5.5        1.1       90.3        2.5        0.1        0.0        0.0        0.8        1.3        0.3:      1.1       0.2
Old  :     100.0:      94.1        5.5        1.1       90.3        2.5        0.1        0.0        0.0        0.8        1.3        0.3:      1.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        30         17          .         10          8          .          0          .          4          .          4:
Old  :        50:        30         17          .         10          8          .          0          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       64.4       60.6       88.9       33.9       62.8       59.0       86.7
Old  :                 34.2       64.4       60.6       88.9       33.9       62.8       59.0       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   380,776:   265,602    260,036     62,887     65,660     40,307          0        388          0      4,020      4,319      1,480:    6,480     8,586
Old  :   380,776:   265,602    260,036     62,887     65,660     40,307          0        388          0      4,020      4,319      1,480:    6,480     8,586
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       -25:    -1,963      2,512        372     -3,837        986          0        388          0      1,025        -31         31:     -476       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       68.3       16.5       17.2       10.6        0.0        0.1        0.0        1.1        1.1        0.4:      1.7       2.3
Old  :     100.0:      69.8       68.3       16.5       17.2       10.6        0.0        0.1        0.0        1.1        1.1        0.4:      1.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        30         29          5          9          8          0          .          0          5          .          .:
Old  :        63:        30         29          5          9          8          0          .          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       42.8       61.5       62.1       40.5       36.2       58.1       50.8
Old  :                 42.1       42.8       61.5       62.1       40.5       36.2       58.1       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   514,440:   468,493    331,042     16,101    154,968     19,725          0        840          0      1,022        128        120:    8,979     7,617
Old  :   514,440:   468,493    331,042     16,101    154,968     19,725          0        840          0      1,022        128        120:    8,979     7,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     3,607:     4,332      2,115       -644      1,236        -63          0          0          0        242          0          0:     -260       319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       64.3        3.1       30.1        3.8        0.0        0.2        0.0        0.2        0.0        0.0:      1.7       1.5
Old  :     100.0:      91.1       64.3        3.1       30.1        3.8        0.0        0.2        0.0        0.2        0.0        0.0:      1.7       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        32         22          .         10         10          0          .          0          .          .          .:
Old  :        54:        32         22          .         10         10          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       45.5       75.0       72.9       58.2       43.8       73.5       67.1
Old  :                 58.2       45.5       75.0       72.9       58.2       43.8       73.5       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   389,676:   270,302    115,793     97,477    246,800     12,557          0      2,696         31          0      1,945         31:    9,278     9,823
Old  :   389,676:   270,302    115,793     97,477    246,800     12,557          0      2,696         31          0      1,945         31:    9,278     9,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    10,675:    10,509     -4,396     -1,967     11,367        607          0       -520         29          0      1,945         31:    1,466     1,612
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       29.7       25.0       63.3        3.2        0.0        0.7        0.0        0.0        0.5        0.0:      2.4       2.5
Old  :     100.0:      69.4       29.7       25.0       63.3        3.2        0.0        0.7        0.0        0.0        0.5        0.0:      2.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        27         20          7          6          8          0          .          .          0          .          .:
Old  :        49:        27         20          7          6          8          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       64.6       64.7       80.5       45.7       60.1       63.3       72.5
Old  :                 46.3       64.6       64.7       80.5       45.7       60.1       63.3       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   110,577:    81,665     92,842     23,239      8,988        104          0        899          0          0      3,989        403:    5,166     3,352
Old  :   110,577:    81,665     92,842     23,239      8,988        104          0        899          0          0      3,989        403:    5,166     3,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       710:        67      1,028        606          0          0          0       -104          0          0          2        -31:       68      -185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       84.0       21.0        8.1        0.1        0.0        0.8        0.0        0.0        3.6        0.4:      4.7       3.0
Old  :     100.0:      73.9       84.0       21.0        8.1        0.1        0.0        0.8        0.0        0.0        3.6        0.4:      4.7       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         18          .          .          .          0          .          0          0          .          .:
Old  :        29:        15         18          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       48.7       89.6       70.6       73.3       46.3       82.1       65.4
Old  :                 74.2       48.7       89.6       70.6       73.3       46.3       82.1       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    32,758:    22,374     30,817      8,633          0          0          0          0          0        217        893          0:    1,534     1,048
Old  :    32,758:    22,374     30,817      8,633          0          0          0          0          0        217        893          0:    1,534     1,048
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,333:      -124      1,612      1,116       -496          0          0          0          0        217       -217          0:      124       434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       94.1       26.4        0.0        0.0        0.0        0.0        0.0        0.7        2.7        0.0:      4.7       3.2
Old  :     100.0:      68.3       94.1       26.4        0.0        0.0        0.0        0.0        0.0        0.7        2.7        0.0:      4.7       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        11         17          4          0          0          0          0          0          .          .          0:
Old  :        32:        11         17          4          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       59.7       80.0       80.3       60.7       59.7       80.0       79.6
Old  :                 60.7       59.7       80.0       80.3       60.7       59.7       80.0       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   250,306:   236,378     55,408      1,797    176,912      7,858          0        515         58          0        696         27:    4,188     8,832
Old  :   250,306:   236,378     55,408      1,797    176,912      7,858          0        515         58          0        696         27:    4,188     8,832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,431:     2,673       -243       -124      1,305       -347          0       -328       -214          0        696         27:     -584       535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.4       22.1        0.7       70.7        3.1        0.0        0.2        0.0        0.0        0.3        0.0:      1.7       3.5
Old  :     100.0:      94.4       22.1        0.7       70.7        3.1        0.0        0.2        0.0        0.0        0.3        0.0:      1.7       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         11          .         10          .          0          .          .          0          .          .:
Old  :        38:        22         11          .         10          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       47.3       77.3       75.3       64.0       45.8       76.5       71.9
Old  :                 64.0       47.3       77.3       75.3       64.0       45.8       76.5       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   186,600:   154,324     45,660      7,399    120,069     17,815          0          0          0          0          0          0:    7,062     3,056
Old  :   186,600:   154,324     45,660      7,399    120,069     17,815          0          0          0          0          0          0:    7,062     3,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     6,853:     7,747        -16        148      7,524       -175          0          0          0          0          0          0:     -867      -480
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       24.5        4.0       64.3        9.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.8       1.6
Old  :     100.0:      82.7       24.5        4.0       64.3        9.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.8       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         11          .          9          7          0          0          0          0          0          0:
Old  :        31:        17         11          .          9          7          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       51.2       71.4       81.2       55.4       47.6       69.5       71.6
Old  :                 55.4       51.2       71.4       81.2       55.4       47.6       69.5       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   278,188:   261,531    242,363      2,966     23,467      6,894          0      2,736          0          0          0          0:    6,797     2,728
Old  :   278,188:   261,531    242,363      2,966     23,467      6,894          0      2,736          0          0          0          0:    6,797     2,728
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       719:       804        711          0          0          0          0          0          0          0          0          0:      -85         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       87.1        1.1        8.4        2.5        0.0        1.0        0.0        0.0        0.0        0.0:      2.4       1.0
Old  :     100.0:      94.0       87.1        1.1        8.4        2.5        0.0        1.0        0.0        0.0        0.0        0.0:      2.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        21         17          .          4          .          0          .          0          0          0          0:
Old  :        34:        21         17          .          4          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       64.7       82.7       79.8       52.1       62.3       76.1       76.0
Old  :                 54.0       64.7       82.7       79.8       52.1       62.3       76.1       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    38,237:     7,085     35,027     23,394      1,364          0      2,046          0          0      3,441        217          0:    2,271     1,629
Old  :    38,237:     7,085     35,027     23,394      1,364          0      2,046          0          0      3,441        217          0:    2,271     1,629
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     4,681:     1,147      3,937      2,418        682          0      1,178          0          0        124          0          0:     -186        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       91.6       61.2        3.6        0.0        5.4        0.0        0.0        9.0        0.6        0.0:      5.9       4.3
Old  :     100.0:      18.5       91.6       61.2        3.6        0.0        5.4        0.0        0.0        9.0        0.6        0.0:      5.9       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        11         15          .          .          0          .          0          0          .          .          0:
Old  :        30:        11         15          .          .          0          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       71.0       84.9       84.0       68.6       70.9       84.9       83.8
Old  :                 68.6       71.0       84.9       84.0       68.6       70.9       84.9       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   580,229:   428,669    134,879     53,290    377,301     50,237          0          2      2,542     30,116      1,550      4,010:   11,365     9,708
Old  :   580,229:   428,669    134,879     53,290    377,301     50,237          0          2      2,542     30,116      1,550      4,010:   11,365     9,708
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     5,869:     5,421      8,797     -2,629     -3,102      1,908          0     -2,173       -243      1,130      1,302        -30:      312      -590
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       23.2        9.2       65.0        8.7        0.0        0.0        0.4        5.2        0.3        0.7:      2.0       1.7
Old  :     100.0:      73.9       23.2        9.2       65.0        8.7        0.0        0.0        0.4        5.2        0.3        0.7:      2.0       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        37         25          5         10         10          0          .          .          5          .          .:
Old  :        66:        37         25          5         10         10          0          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       56.5       44.6       76.7       25.5       56.1       42.1       74.3
Old  :                 27.1       56.5       44.6       76.7       25.5       56.1       42.1       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   191,241:    91,394    112,018     52,340     26,838     40,446        704          0        895        341      2,623      1,175:    3,946     7,246
Old  :   191,241:    91,394    112,018     52,340     26,838     40,446        704          0        895        341      2,623      1,175:    3,946     7,246
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    -5,133:    -4,846     -2,213      4,444         87     -4,079       -431          0          0        341      1,798         96:     -658      -822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.8       58.6       27.4       14.0       21.1        0.4        0.0        0.5        0.2        1.4        0.6:      2.1       3.8
Old  :     100.0:      47.8       58.6       27.4       14.0       21.1        0.4        0.0        0.5        0.2        1.4        0.6:      2.1       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         12          4          .          7          .          0          .          .          .          .:
Old  :        28:        16         12          4          .          7          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       61.5       77.4       80.9       46.2       48.2       55.6       57.8
Old  :                 63.5       61.5       77.4       80.9       46.2       48.2       55.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    45,777:    36,176     30,636      7,268     12,472        403          0          0          0        410        372        660:      860     1,234
Old  :    45,777:    36,176     30,636      7,268     12,472        403          0          0          0        410        372        660:      860     1,234
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     5,315:     2,992      5,374      2,780          0          0          0          0          0       -490         93          0:       33      -152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       66.9       15.9       27.2        0.9        0.0        0.0        0.0        0.9        0.8        1.4:      1.9       2.7
Old  :     100.0:      79.0       66.9       15.9       27.2        0.9        0.0        0.0        0.0        0.9        0.8        1.4:      1.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14          8          4          .          .          0          0          0          .          .          .:
Old  :        23:        14          8          4          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       74.2       78.6       94.4       60.3       71.5       73.0       84.3
Old  :                 60.8       74.2       78.6       94.4       60.3       71.5       73.0       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    91,417:    57,428     52,728     21,545     24,279      8,947          0          0          0        215          0         31:    3,251     5,432
Old  :    91,417:    57,428     52,728     21,545     24,279      8,947          0          0          0        215          0         31:    3,251     5,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     6,060:     3,469      3,757      2,498      3,338      1,343          0          0          0        215          0         31:   -1,496    -2,409
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.8       57.7       23.6       26.6        9.8        0.0        0.0        0.0        0.2        0.0        0.0:      3.6       5.9
Old  :     100.0:      62.8       57.7       23.6       26.6        9.8        0.0        0.0        0.0        0.2        0.0        0.0:      3.6       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         10          6          .          6          0          0          0          .          0          .:
Old  :        24:         9         10          6          .          6          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       75.7       78.7       87.7       47.0       75.7       70.8       80.2
Old  :                 53.3       75.7       78.7       87.7       47.0       75.7       70.8       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AG
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   292,274:   169,231    281,389    106,680          0      4,999      1,240      2,697          0      4,606      2,666          0:    5,518       523
Old  :   292,274:   169,231    281,389    106,680          0      4,999      1,240      2,697          0      4,606      2,666          0:    5,518       523
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     8,711:     2,331      3,999      3,528          0        -62      1,240      1,953          0      1,550      2,666          0:      124       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       96.3       36.5        0.0        1.7        0.4        0.9        0.0        1.6        0.9        0.0:      1.9       0.2
Old  :     100.0:      57.9       96.3       36.5        0.0        1.7        0.4        0.9        0.0        1.6        0.9        0.0:      1.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        20         19          7          0          4          .          .          0          5          .          0:
Old  :        44:        20         19          7          0          4          .          .          0          5          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       80.2       73.4       90.9       47.8       78.2       66.4       83.4
Old  :                 53.1       80.2       73.4       90.9       47.8       78.2       66.4       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AH
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   279,898:   155,058    260,602     93,382        589      3,494     16,908      9,951          0      7,055      3,255        744:    3,257     1,263
Old  :   279,898:   155,058    260,602     93,382        589      3,494     16,908      9,951          0      7,055      3,255        744:    3,257     1,263
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    10,447:     3,972      5,983      3,342          0          0      1,625      1,953          0        806      1,922        744:      -42      -155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       93.1       33.4        0.2        1.2        6.0        3.6        0.0        2.5        1.2        0.3:      1.2       0.5
Old  :     100.0:      55.4       93.1       33.4        0.2        1.2        6.0        3.6        0.0        2.5        1.2        0.3:      1.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        29         33          9          .          .          4          .          0          7          .          .:
Old  :        75:        29         33          9          .          .          4          .          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       73.0       68.0       83.5       48.4       70.1       64.8       79.7
Old  :                 51.2       73.0       68.0       83.5       48.4       70.1       64.8       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   130,897:   112,689     97,793     13,622     30,020      1,108          0          0          0        620        744          0:    2,858     1,232
Old  :   130,897:   112,689     97,793     13,622     30,020      1,108          0          0          0        620        744          0:    2,858     1,232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,294:     2,480      1,488       -713        217          0          0          0          0          0        496          0:      527        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       74.7       10.4       22.9        0.8        0.0        0.0        0.0        0.5        0.6        0.0:      2.2       0.9
Old  :     100.0:      86.1       74.7       10.4       22.9        0.8        0.0        0.0        0.0        0.5        0.6        0.0:      2.2       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         14          .          .          .          0          0          0          .          .          0:
Old  :        33:        18         14          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       63.3       86.2       91.3       64.5       55.1       77.8       80.4
Old  :                 67.1       63.3       86.2       91.3       64.5       55.1       77.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                                                                 Code-0233AN
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MMBTU                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    31,863:    19,224     30,304     11,250      1,218          0        383          0          0          0          0          0:    1,006       341
Old  :    31,863:    19,224     30,304     11,250      1,218          0        383          0          0          0          0          0:    1,006       341
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       744:     1,178        806       -124          0          0       -372          0          0          0          0          0:       62       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       95.1       35.3        3.8        0.0        1.2        0.0        0.0        0.0        0.0        0.0:      3.2       1.1
Old  :     100.0:      60.3       95.1       35.3        3.8        0.0        1.2        0.0        0.0        0.0        0.0        0.0:      3.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         14          .          .          0          .          0          0          0          0          0:
Old  :        30:        17         14          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       70.1       65.0       86.3       42.1       68.5       59.2       81.3
Old  :                 44.3       70.1       65.0       86.3       42.1       68.5       59.2       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   270,691:   187,881    155,586     68,373     96,610      7,705        296        762          4      1,478          0      1,575:    3,379     8,449
Old  :   270,691:   187,881    155,586     68,373     96,610      7,705        296        762          4      1,478          0      1,575:    3,379     8,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,948:     3,260      7,620        365       -465          0       -169        285       -367        544          0         77:     -762    -4,202
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       57.5       25.3       35.7        2.8        0.1        0.3        0.0        0.5        0.0        0.6:      1.2       3.1
Old  :     100.0:      69.4       57.5       25.3       35.7        2.8        0.1        0.3        0.0        0.5        0.0        0.6:      1.2       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        30         26          4          7          5          .          .          .          .          0          .:
Old  :        49:        30         26          4          7          5          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       40.1       70.8       60.0       49.9       35.9       61.9       50.6
Old  :                 51.5       40.1       70.8       60.0       49.9       35.9       61.9       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                                                              Code-0233AT
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   109,327:   108,707    107,963        310          0          0          0          0          0          0          0          0:      310     1,364
Old  :   109,327:   108,707    107,963        310          0          0          0          0          0          0          0          0:      310     1,364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     5,177:     5,611      5,014          0          0          0          0          0          0          0          0          0:     -434       163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      99.4       98.8        0.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       1.2
Old  :     100.0:      99.4       98.8        0.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         19          .          0          0          0          0          0          0          0          0:
Old  :        26:        12         19          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.8       84.2       98.7       93.9       86.5       74.1       87.5       82.2
Old  :                 94.8       84.2       98.7       93.9       86.5       74.1       87.5       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   101,851:    82,270     65,772      4,667     18,907      2,689          0          0          0          0        248         62:   12,163    14,173
Old  :   101,851:    82,270     65,772      4,667     18,907      2,689          0          0          0          0        248         62:   12,163    14,173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       947:     1,285        578         88       -453       -124          0          0          0          0        248         62:     -364       636
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       64.6        4.6       18.6        2.6        0.0        0.0        0.0        0.0        0.2        0.1:     11.9      13.9
Old  :     100.0:      80.8       64.6        4.6       18.6        2.6        0.0        0.0        0.0        0.0        0.2        0.1:     11.9      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         13          .          .          .          0          0          0          0          .          .:
Old  :        24:        12         13          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       56.7       76.2       75.5       55.5       50.9       67.3       64.8
Old  :                 62.1       56.7       76.2       75.5       55.5       50.9       67.3       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                      Code-0233B1
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   227,475:   217,635    145,587        729     69,416      4,961          0          0          0          0      1,098        203:    3,947     6,210
Old  :   227,475:   217,635    145,587        729     69,416      4,961          0          0          0          0      1,098        203:    3,947     6,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     4,282:     3,730        -84         62      3,327        -81          0          0          0          0       -296        203:      368     1,213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       64.0        0.3       30.5        2.2        0.0        0.0        0.0        0.0        0.5        0.1:      1.7       2.7
Old  :     100.0:      95.7       64.0        0.3       30.5        2.2        0.0        0.0        0.0        0.0        0.5        0.1:      1.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         19          .          8          4          0          0          0          0          .          .:
Old  :        40:        20         19          .          8          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       42.2       83.6       61.7       62.0       38.3       75.6       55.2
Old  :                 64.4       42.2       83.6       61.7       62.0       38.3       75.6       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                                                         Code-0233BA
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    45,331:    40,660     32,879        505      8,092      1,560          0          0          0          0          0          0:    2,606     2,800
Old  :    45,331:    40,660     32,879        505      8,092      1,560          0          0          0          0          0          0:    2,606     2,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       924:     1,201        707          0        279       -279          0          0          0          0          0          0:        2       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       72.5        1.1       17.9        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       6.2
Old  :     100.0:      89.7       72.5        1.1       17.9        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8         12          .          .          .          0          0          0          0          0          0:
Old  :        20:         8         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       55.8       91.6       78.2       64.7       52.8       72.1       68.0
Old  :                 75.9       55.8       91.6       78.2       64.7       52.8       72.1       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   191,295:   132,642    177,280     46,740      2,145      7,730          0          0          0          0          0          0:    4,183     4,140
Old  :   191,295:   132,642    177,280     46,740      2,145      7,730          0          0          0          0          0          0:    4,183     4,140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     5,253:     3,359      4,820      1,591        418         31          0          0          0          0          0          0:      272       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       92.7       24.4        1.1        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.2       2.2
Old  :     100.0:      69.3       92.7       24.4        1.1        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.2       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         17          6          .          .          0          0          0          0          0          0:
Old  :        33:        18         17          6          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       67.2       77.5       86.0       52.6       65.8       70.2       79.0
Old  :                 56.3       67.2       77.5       86.0       52.6       65.8       70.2       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,019:    33,221     79,190     42,266      3,197      1,172          0          0          0          0          0          0:    8,360     1,460
Old  :    85,019:    33,221     79,190     42,266      3,197      1,172          0          0          0          0          0          0:    8,360     1,460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,763:    -1,457      1,763      3,189          0          0          0          0          0          0          0          0:       31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       93.1       49.7        3.8        1.4        0.0        0.0        0.0        0.0        0.0        0.0:      9.8       1.7
Old  :     100.0:      39.1       93.1       49.7        3.8        1.4        0.0        0.0        0.0        0.0        0.0        0.0:      9.8       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         11          9          .          .          0          0          0          0          0          0:
Old  :        24:        10         11          9          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       63.5       69.0       88.1       40.8       60.7       63.2       74.4
Old  :                 43.9       63.5       69.0       88.1       40.8       60.7       63.2       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   189,271:   137,732    140,771     37,157     33,889      3,040          0          0          0      3,526          0        109:    7,707    11,462
Old  :   189,271:   137,732    140,771     37,157     33,889      3,040          0          0          0      3,526          0        109:    7,707    11,462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,112:     1,867      2,719        792          0       -582          0          0          0        203          0       -234:       66       209
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       74.4       19.6       17.9        1.6        0.0        0.0        0.0        1.9        0.0        0.1:      4.1       6.1
Old  :     100.0:      72.8       74.4       19.6       17.9        1.6        0.0        0.0        0.0        1.9        0.0        0.1:      4.1       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         13          .          4          .          0          0          0          .          0          .:
Old  :        25:        15         13          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       69.0       90.0       83.7       66.2       68.0       86.1       82.5
Old  :                 68.3       69.0       90.0       83.7       66.2       68.0       86.1       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   162,277:   111,377     93,554     19,287     28,308     13,843          0        886        214          0      7,434      6,377:   11,179    11,661
Old  :   162,277:   111,377     93,554     19,287     28,308     13,843          0        886        214          0      7,434      6,377:   11,179    11,661
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       970:    -1,947      1,233       -940     -2,745      2,348          0       -728          0          0        626        604:      905      -368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       57.7       11.9       17.4        8.5        0.0        0.5        0.1        0.0        4.6        3.9:      6.9       7.2
Old  :     100.0:      68.6       57.7       11.9       17.4        8.5        0.0        0.5        0.1        0.0        4.6        3.9:      6.9       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        18         17          5          6          7          0          .          .          0          .          .:
Old  :        39:        18         17          5          6          7          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       35.5       55.5       59.2       30.4       33.5       44.7       46.9
Old  :                 36.9       35.5       55.5       59.2       30.4       33.5       44.7       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    48,215:    21,210     46,696     23,927        496          0        755          0          0        465        310          0:    1,858       713
Old  :    48,215:    21,210     46,696     23,927        496          0        755          0          0        465        310          0:    1,858       713
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,363:     1,487      1,239        465         62          0          0          0          0       -310        310       -248:      -31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.0       96.8       49.6        1.0        0.0        1.6        0.0        0.0        1.0        0.6        0.0:      3.9       1.5
Old  :     100.0:      44.0       96.8       49.6        1.0        0.0        1.6        0.0        0.0        1.0        0.6        0.0:      3.9       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         9         17          .          .          0          .          0          0          .          .          0:
Old  :        27:         9         17          .          .          0          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.1       58.5       91.3       85.6       74.3       48.2       80.2       75.3
Old  :                 80.1       58.5       91.3       85.6       74.3       48.2       80.2       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   232,842:   169,686    149,139     38,100     55,787     16,178          0      1,801        416          0      1,111      2,780:    5,682     5,630
Old  :   232,842:   169,686    149,139     38,100     55,787     16,178          0      1,801        416          0      1,111      2,780:    5,682     5,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :      -204:     3,455       -970        -22     -1,085        719          0      1,759         66       -767        503     -1,549:   -2,106       353
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       64.1       16.4       24.0        6.9        0.0        0.8        0.2        0.0        0.5        1.2:      2.4       2.4
Old  :     100.0:      72.9       64.1       16.4       24.0        6.9        0.0        0.8        0.2        0.0        0.5        1.2:      2.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        28         27          .          7          7          0          .          .          0          .          .:
Old  :        50:        28         27          .          7          7          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       40.0       71.9       62.3       50.7       36.1       70.1       56.4
Old  :                 52.0       40.0       71.9       62.3       50.7       36.1       70.1       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   138,641:    94,677     99,708     26,378     23,095     11,313        631          0        176        527          0          0:    4,939     4,349
Old  :   138,641:    94,677     99,708     26,378     23,095     11,313        631          0        176        527          0          0:    4,939     4,349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     3,178:     2,993      2,406       -365          0        508        334          0        -55       -114          0          0:     -123       319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       71.9       19.0       16.7        8.2        0.5        0.0        0.1        0.4        0.0        0.0:      3.6       3.1
Old  :     100.0:      68.3       71.9       19.0       16.7        8.2        0.5        0.0        0.1        0.4        0.0        0.0:      3.6       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         18          5          4          6          .          0          .          .          0          0:
Old  :        33:        18         18          5          4          6          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       57.0       71.9       80.7       39.6       49.6       54.9       66.5
Old  :                 53.3       57.0       71.9       80.7       39.6       49.6       54.9       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CV
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    25,070:    12,083     23,995     11,149          0        217          0          0          0        713          0          0:      908       858
Old  :    25,070:    12,083     23,995     11,149          0        217          0          0          0        713          0          0:      908       858
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,131:       806        978       -128          0        217          0          0          0          0          0          0:      236       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.2       95.7       44.5        0.0        0.9        0.0        0.0        0.0        2.8        0.0        0.0:      3.6       3.4
Old  :     100.0:      48.2       95.7       44.5        0.0        0.9        0.0        0.0        0.0        2.8        0.0        0.0:      3.6       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         10          .          0          .          0          0          0          .          0          0:
Old  :        23:        10         10          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       79.0       86.4       93.9       70.3       79.0       84.2       93.9
Old  :                 72.5       79.0       86.4       93.9       70.3       79.0       84.2       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   160,593:   137,820    130,147      8,401     22,050      5,195          0          0          0        910          0          0:    8,267     3,201
Old  :   160,593:   137,820    130,147      8,401     22,050      5,195          0          0          0        910          0          0:    8,267     3,201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    -3,491:    -3,336     -2,842       -217          0          0          0          0          0          0          0          0:       62      -649
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       81.0        5.2       13.7        3.2        0.0        0.0        0.0        0.6        0.0        0.0:      5.1       2.0
Old  :     100.0:      85.8       81.0        5.2       13.7        3.2        0.0        0.0        0.0        0.6        0.0        0.0:      5.1       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         14          .          .          4          0          0          0          .          0          0:
Old  :        28:        12         14          .          .          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       63.9       83.5       85.2       53.7       52.7       62.5       64.3
Old  :                 73.6       63.9       83.5       85.2       53.7       52.7       62.5       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    31,878:    28,146     24,870          0      3,340          0          0          0          0        341      1,753        387:    3,004     1,528
Old  :    31,878:    28,146     24,870          0      3,340          0          0          0          0        341      1,753        387:    3,004     1,528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       372:       403        403          0        217          0          0          0          0          0          0          0:      -31      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       78.0        0.0       10.5        0.0        0.0        0.0        0.0        1.1        5.5        1.2:      9.4       4.8
Old  :     100.0:      88.3       78.0        0.0       10.5        0.0        0.0        0.0        0.0        1.1        5.5        1.2:      9.4       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         14          0          .          0          0          0          0          .          .          .:
Old  :        23:        11         14          0          .          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       61.2       84.8       79.4       69.9       58.1       77.6       73.7
Old  :                 71.5       61.2       84.8       79.4       69.9       58.1       77.6       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   286,162:   238,164      7,856     26,930    271,421      6,199          0          0          0          0        217          0:   14,869       469
Old  :   286,162:   238,164      7,856     26,930    271,421      6,199          0          0          0          0        217          0:   14,869       469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    -3,615:    -3,708        -62          0     -3,770          0          0          0          0          0        217          0:       93         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2        2.7        9.4       94.8        2.2        0.0        0.0        0.0        0.0        0.1        0.0:      5.2       0.2
Old  :     100.0:      83.2        2.7        9.4       94.8        2.2        0.0        0.0        0.0        0.0        0.1        0.0:      5.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        23          6          .          7          4          0          0          0          0          .          0:
Old  :        36:        23          6          .          7          4          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       73.0       67.0       96.8       46.1       73.0       65.1       96.2
Old  :                 46.5       73.0       67.0       96.8       46.1       73.0       65.1       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   106,104:    55,994     46,862     31,151     46,713      1,038          0          0          0      9,017      8,774          0:    8,904     2,717
Old  :   106,104:    55,994     46,862     31,151     46,713      1,038          0          0          0      9,017      8,774          0:    8,904     2,717
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :         0:       -31          0        428          0       -428          0          0          0          0          0          0:       31       428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       44.2       29.4       44.0        1.0        0.0        0.0        0.0        8.5        8.3        0.0:      8.4       2.6
Old  :     100.0:      52.8       44.2       29.4       44.0        1.0        0.0        0.0        0.0        8.5        8.3        0.0:      8.4       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          9          .          .          .          0          0          0          .          .          0:
Old  :        23:        11          9          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       72.3       83.4       90.3       64.5       71.7       82.4       88.6
Old  :                 64.5       72.3       83.4       90.3       64.5       71.7       82.4       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                                                                        Code-0233EB
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   207,848:   164,315    155,257     18,860     28,349     21,603          0          0          0          0        697        360:    2,710     1,582
Old  :   207,848:   164,315    155,257     18,860     28,349     21,603          0          0          0          0        697        360:    2,710     1,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,716:     5,867      2,662     -3,055       -214        -93          0          0          0          0        697        360:     -363      -696
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       74.7        9.1       13.6       10.4        0.0        0.0        0.0        0.0        0.3        0.2:      1.3       0.8
Old  :     100.0:      79.1       74.7        9.1       13.6       10.4        0.0        0.0        0.0        0.0        0.3        0.2:      1.3       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         14          .          7          5          0          0          0          0          .          .:
Old  :        32:        17         14          .          7          5          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       53.8       85.8       76.9       57.2       49.5       68.7       64.9
Old  :                 65.7       53.8       85.8       76.9       57.2       49.5       68.7       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,274,626:   173,233    192,337    264,779     89,718    123,381    126,145    372,647    302,890     95,497     47,913    110,863:   77,838    34,877
Old  : 1,274,626:   173,233    192,337    264,779     89,718    123,381    126,145    372,647    302,890     95,497     47,913    110,863:   77,838    34,877
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :   -37,034:    -2,556     -3,875     -5,282      1,991    -17,697      5,212     12,226    -24,406      6,077     -2,743        145:    1,473    -2,675
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       15.1       20.8        7.0        9.7        9.9       29.2       23.8        7.5        3.8        8.7:      6.1       2.7
Old  :     100.0:      13.6       15.1       20.8        7.0        9.7        9.9       29.2       23.8        7.5        3.8        8.7:      6.1       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       322:        43         33         25         12         27         58         70         74         66         26         52:
Old  :       322:        43         33         25         12         27         58         70         74         66         26         52:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       20.8       26.9       34.7       12.0       15.8       18.1       23.3
Old  :                 15.1       20.8       26.9       34.7       12.0       15.8       18.1       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   319,548:   150,645     69,972     32,377     85,579     42,074     10,479      1,006     18,329     31,032     72,201     18,873:   15,739    11,514
Old  :   319,548:   150,645     69,972     32,377     85,579     42,074     10,479      1,006     18,329     31,032     72,201     18,873:   15,739    11,514
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     5,654:     1,961      3,366      3,645     -1,319        273     -1,623          0      3,628     -1,371        869      1,889:   -2,748    -3,052
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.1       21.9       10.1       26.8       13.2        3.3        0.3        5.7        9.7       22.6        5.9:      4.9       3.6
Old  :     100.0:      47.1       21.9       10.1       26.8       13.2        3.3        0.3        5.7        9.7       22.6        5.9:      4.9       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        36         28          6         12         16          4          .          6         15         13         17:
Old  :        94:        36         28          6         12         16          4          .          6         15         13         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       46.6       44.2       60.4       25.6       44.5       38.1       49.9
Old  :                 27.9       46.6       44.2       60.4       25.6       44.5       38.1       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   111,472:    21,569     16,797     18,662     11,736     22,798      7,691     20,287     12,460     14,213     14,431      6,001:    8,078     6,962
Old  :   111,472:    21,569     16,797     18,662     11,736     22,798      7,691     20,287     12,460     14,213     14,431      6,001:    8,078     6,962
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    15,481:       601     -2,575       -424      1,422        467      6,014      6,939      4,322      4,144      3,033      1,052:     -695       821
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       15.1       16.7       10.5       20.5        6.9       18.2       11.2       12.8       12.9        5.4:      7.2       6.2
Old  :     100.0:      19.3       15.1       16.7       10.5       20.5        6.9       18.2       11.2       12.8       12.9        5.4:      7.2       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        12         13          9          6         14          .          7          6          8         10         15:
Old  :        56:        12         13          9          6         14          .          7          6          8         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       32.9       41.0       53.2       18.0       23.0       30.5       35.4
Old  :                 24.2       32.9       41.0       53.2       18.0       23.0       30.5       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   810,868:   354,079    129,289    122,996    550,921     85,084      2,726      2,426      4,670    193,863      3,165     17,121:   30,329    18,192
Old  :   810,868:   354,079    129,289    122,996    550,921     85,084      2,726      2,426      4,670    193,863      3,165     17,121:   30,329    18,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :    10,766:       488     17,421     12,057      3,974    -12,133          0          0          0      9,265        853       -245:    1,334       896
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.7       15.9       15.2       67.9       10.5        0.3        0.3        0.6       23.9        0.4        2.1:      3.7       2.2
Old  :     100.0:      43.7       15.9       15.2       67.9       10.5        0.3        0.3        0.6       23.9        0.4        2.1:      3.7       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        18         13          4         14         16          .          .          .          4          .          6:
Old  :        51:        18         13          4         14         16          .          .          .          4          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       48.6       75.9       72.3       64.2       46.1       72.4       66.8
Old  :                 65.1       48.6       75.9       72.3       64.2       46.1       72.4       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   130,307:    23,250     34,135     48,588     44,007     29,068      3,139      4,752      3,362      2,433      3,993      5,100:   15,367     5,890
Old  :   130,307:    23,250     34,135     48,588     44,007     29,068      3,139      4,752      3,362      2,433      3,993      5,100:   15,367     5,890
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :        92:         0          0       -486       -226        486          0       -410        292        -18        202       -182:        0       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.8       26.2       37.3       33.8       22.3        2.4        3.6        2.6        1.9        3.1        3.9:     11.8       4.5
Old  :     100.0:      17.8       26.2       37.3       33.8       22.3        2.4        3.6        2.6        1.9        3.1        3.9:     11.8       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        10         10          9          7         14          .          .          .          .          6          7:
Old  :        40:        10         10          9          7         14          .          .          .          .          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       47.0       59.2       60.7       30.3       41.2       42.9       49.3
Old  :                 42.6       47.0       59.2       60.7       30.3       41.2       42.9       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV                                                                                           Code-066411
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 metric tonnes                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     2,208:     1,089      1,155        143        161        198          0          0          0        255          0        162:      361       532
Old  :     2,208:     1,089      1,155        143        161        198          0          0          0        255          0        162:      361       532
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :        61:       -19          6         19         20         -6          0          0          0         10          0         26:       31        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       52.3        6.5        7.3        9.0        0.0        0.0        0.0       11.5        0.0        7.3:     16.3      24.1
Old  :     100.0:      49.3       52.3        6.5        7.3        9.0        0.0        0.0        0.0       11.5        0.0        7.3:     16.3      24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         14          .          .          .          0          0          0          .          0          .:
Old  :        20:        12         14          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       30.8       61.5       49.0       29.1       20.4       39.3       29.4
Old  :                 35.6       30.8       61.5       49.0       29.1       20.4       39.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                                                                  Code-066413
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000  metric tonnes                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     5,091:     3,071      3,356        852        145        202          0          0          0        138        446        148:      680       794
Old  :     5,091:     3,071      3,356        852        145        202          0          0          0        138        446        148:      680       794
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       132:       -14        191         63         -5         -3          0          0          0          0         -6         17:       69       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       65.9       16.7        2.8        4.0        0.0        0.0        0.0        2.7        8.8        2.9:     13.4      15.6
Old  :     100.0:      60.3       65.9       16.7        2.8        4.0        0.0        0.0        0.0        2.7        8.8        2.9:     13.4      15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        21         21          .          .          .          0          0          0          .          5          5:
Old  :        34:        21         21          .          .          .          0          0          0          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       29.0       58.4       43.0       33.6       23.5       42.5       32.3
Old  :                 36.5       29.0       58.4       43.0       33.6       23.5       42.5       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                                                             Code-066416
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    34,595:    19,047     28,354      8,953      3,512      2,544          0         78          0      3,909          0          0:      142       107
Old  :    34,595:    19,047     28,354      8,953      3,512      2,544          0         78          0      3,909          0          0:      142       107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       119:       109        -61       -299        -61        307          0        -73          0          0          0          0:        2         7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       82.0       25.9       10.2        7.4        0.0        0.2        0.0       11.3        0.0        0.0:      0.4       0.3
Old  :     100.0:      55.1       82.0       25.9       10.2        7.4        0.0        0.2        0.0       11.3        0.0        0.0:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        30         32          6          .          5          0          .          0          .          0          0:
Old  :        47:        30         32          6          .          5          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       50.2       67.8       68.5       41.0       40.2       53.0       53.1
Old  :                 43.7       50.2       67.8       68.5       41.0       40.2       53.0       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641A
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    17,707:    16,854     13,240          0      3,067        657          0          0          0        115          0         25:       56       718
Old  :    17,707:    16,854     13,240          0      3,067        657          0          0          0        115          0         25:       56       718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,843:     2,828      2,767          0          1         10          0          0          0         15          0         25:      -35        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.2       74.8        0.0       17.3        3.7        0.0        0.0        0.0        0.6        0.0        0.1:      0.3       4.1
Old  :     100.0:      95.2       74.8        0.0       17.3        3.7        0.0        0.0        0.0        0.6        0.0        0.1:      0.3       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         22          0          5          4          0          0          0          .          0          .:
Old  :        33:        18         22          0          5          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       56.4       89.6       74.2       37.2       24.4       41.9       34.4
Old  :                 77.4       56.4       89.6       74.2       37.2       24.4       41.9       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV                                                                                          Code-06641D
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    10,148:     7,764      8,715        595        312        583          0          0          0        204         53        147:      855       338
Old  :    10,148:     7,764      8,715        595        312        583          0          0          0        204         53        147:      855       338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       346:       306        310        -60         65         -9          0          0          0         25        -20          0:       84         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       85.9        5.9        3.1        5.7        0.0        0.0        0.0        2.0        0.5        1.4:      8.4       3.3
Old  :     100.0:      76.5       85.9        5.9        3.1        5.7        0.0        0.0        0.0        2.0        0.5        1.4:      8.4       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         28          .          .          5          0          0          0          .          .          .:
Old  :        45:        26         28          .          .          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       48.8       54.0       69.5       21.3       27.6       31.9       37.2
Old  :                 34.7       48.8       54.0       69.5       21.3       27.6       31.9       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641F
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    44,509:    39,261     28,829        209     12,873        618          0          0          0      3,649      1,982        187:      585        20
Old  :    44,509:    39,261     28,829        209     12,873        618          0          0          0      3,649      1,982        187:      585        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,468:     2,396        926          0        840          0          0          0          0        146        940         75:     -149      -313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.2       64.8        0.5       28.9        1.4        0.0        0.0        0.0        8.2        4.5        0.4:      1.3       0.0
Old  :     100.0:      88.2       64.8        0.5       28.9        1.4        0.0        0.0        0.0        8.2        4.5        0.4:      1.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        27         32          .          8          .          0          0          0          7          .          .:
Old  :        64:        27         32          .          8          .          0          0          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       45.0       78.9       61.8       65.3       44.6       78.7       60.0
Old  :                 65.3       45.0       78.9       61.8       65.3       44.6       78.7       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641G
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    57,030:    38,687     47,068      9,039        889      4,076        219        730          0      1,898      1,054      2,709:      402       504
Old  :    57,030:    38,687     47,068      9,039        889      4,076        219        730          0      1,898      1,054      2,709:      402       504
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       413:      -310        790        526        109        -94          0        300          0        396       -746         25:     -130        29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       82.5       15.8        1.6        7.1        0.4        1.3        0.0        3.3        1.8        4.8:      0.7       0.9
Old  :     100.0:      67.8       82.5       15.8        1.6        7.1        0.4        1.3        0.0        3.3        1.8        4.8:      0.7       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        96:        50         53         10          5         12          .          .          0          6         12         13:
Old  :        96:        50         53         10          5         12          .          .          0          6         12         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       51.7       44.8       60.3       27.8       46.8       39.3       51.7
Old  :                 31.1       51.7       44.8       60.3       27.8       46.8       39.3       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                                                                                               Code-06641H
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 Metric  Tonnes                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     2,112:     1,135      1,341         73         24        102         32          0          0        187          0        116:      467       529
Old  :     2,112:     1,135      1,341         73         24        102         32          0          0        187          0        116:      467       529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       147:       287        170        -64         24         -4         32          0          0        -42        -27         16:      -78       -32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       63.5        3.5        1.1        4.8        1.5        0.0        0.0        8.9        0.0        5.5:     22.1      25.0
Old  :     100.0:      53.7       63.5        3.5        1.1        4.8        1.5        0.0        0.0        8.9        0.0        5.5:     22.1      25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         15          .          .          .          .          0          0          4          0          4:
Old  :        23:        13         15          .          .          .          .          0          0          4          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       45.5       55.7       58.2       34.6       41.7       46.7       46.9
Old  :                 39.4       45.5       55.7       58.2       34.6       41.7       46.7       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665A
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,022:       804      1,453          0          0          0          0          0          0        596         26        184:      438       359
Old  :     2,022:       804      1,453          0          0          0          0          0          0        596         26        184:      438       359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       210:       118        168         -6          0        -73          0          0          0         10         -1          0:      161       116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.8       71.9        0.0        0.0        0.0        0.0        0.0        0.0       29.5        1.3        9.1:     21.7      17.8
Old  :     100.0:      39.8       71.9        0.0        0.0        0.0        0.0        0.0        0.0       29.5        1.3        9.1:     21.7      17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         13          0          0          0          0          0          0          4          .          5:
Old  :        22:        14         13          0          0          0          0          0          0          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       45.9       58.0       64.8       37.7       39.7       52.1       51.7
Old  :                 38.5       45.9       58.0       64.8       37.7       39.7       52.1       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     4,857:     3,301      2,803         83         33        169          0          0          0        154        975        277:      873       600
Old  :     4,857:     3,301      2,803         83         33        169          0          0          0        154        975        277:      873       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :        14:       135         74          0          8          4          0          0          0          1         70        -76:      -50       -66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       57.7        1.7        0.7        3.5        0.0        0.0        0.0        3.2       20.1        5.7:     18.0      12.4
Old  :     100.0:      68.0       57.7        1.7        0.7        3.5        0.0        0.0        0.0        3.2       20.1        5.7:     18.0      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         23          .          .          .          0          0          0          .          6          9:
Old  :        36:        22         23          .          .          .          0          0          0          .          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       36.0       51.4       52.2       24.3       26.0       35.2       34.9
Old  :                 35.4       36.0       51.4       52.2       24.3       26.0       35.2       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665G
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    61,732:    53,255     34,136      1,219     26,823        180          0          0          0      6,938        107        112:       28       374
Old  :    61,732:    53,255     34,136      1,219     26,823        180          0          0          0      6,938        107        112:       28       374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     2,593:     1,377      2,187        361        440        -24          0          0          0        914         25        -35:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       55.3        2.0       43.5        0.3        0.0        0.0        0.0       11.2        0.2        0.2:      0.0       0.6
Old  :     100.0:      86.3       55.3        2.0       43.5        0.3        0.0        0.0        0.0       11.2        0.2        0.2:      0.0       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        37         32          .          8          .          0          0          0          6          .          .:
Old  :        64:        37         32          .          8          .          0          0          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       54.3       71.0       76.8       54.3       50.1       64.6       66.7
Old  :                 58.4       54.3       71.0       76.8       54.3       50.1       64.6       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   130,285:    96,681    110,565     15,337      9,810      3,899      1,125        980         45      9,729      1,867      2,717:      752       402
Old  :   130,285:    96,681    110,565     15,337      9,810      3,899      1,125        980         45      9,729      1,867      2,717:      752       402
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     3,731:     3,376      3,910        147       -175       -383          0        156          0        494         37        181:      -84         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       84.9       11.8        7.5        3.0        0.9        0.8        0.0        7.5        1.4        2.1:      0.6       0.3
Old  :     100.0:      74.2       84.9       11.8        7.5        3.0        0.9        0.8        0.0        7.5        1.4        2.1:      0.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        62         58         12          6         14          .          6          .         18          .         14:
Old  :       122:        62         58         12          6         14          .          6          .         18          .         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       36.1       39.6       50.3       23.2       32.5       31.5       41.5
Old  :                 27.1       36.1       39.6       50.3       23.2       32.5       31.5       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    41,514:    22,466     24,185     10,698     12,420      3,285      1,428      1,477          0      3,561          0         60:       16        87
Old  :    41,514:    22,466     24,185     10,698     12,420      3,285      1,428      1,477          0      3,561          0         60:       16        87
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :     1,199:       991       -279       -201      1,074        409          0         -5          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       58.3       25.8       29.9        7.9        3.4        3.6        0.0        8.6        0.0        0.1:      0.0       0.2
Old  :     100.0:      54.1       58.3       25.8       29.9        7.9        3.4        3.6        0.0        8.6        0.0        0.1:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        25         30          .          8          6          .          7          0          .          0          .:
Old  :        57:        25         30          .          8          6          .          7          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       52.1       70.1       70.9       49.3       46.2       62.0       62.0
Old  :                 53.1       52.1       70.1       70.9       49.3       46.2       62.0       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    52,579:    45,492     33,457      1,488     16,343        652      1,590        150          0      1,441        444      1,078:      838       455
Old  :    52,579:    45,492     33,457      1,488     16,343        652      1,590        150          0      1,441        444      1,078:      838       455
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       410:       228        322        334        231        -28         15       -125          0         54         80       -127:      -66        57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       63.6        2.8       31.1        1.2        3.0        0.3        0.0        2.7        0.8        2.1:      1.6       0.9
Old  :     100.0:      86.5       63.6        2.8       31.1        1.2        3.0        0.3        0.0        2.7        0.8        2.1:      1.6       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        87:        50         41          5          6          4          4          .          0          7          4          5:
Old  :        87:        50         41          5          6          4          4          .          0          7          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       28.3       56.2       46.1       33.5       27.0       47.1       42.4
Old  :                 38.3       28.3       56.2       46.1       33.5       27.0       47.1       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    19,500:    15,706      9,228      1,016      7,860      1,718        900         85          0          0        160         39:      121       410
Old  :    19,500:    15,706      9,228      1,016      7,860      1,718        900         85          0          0        160         39:      121       410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :       528:       540        593        -15         10          6          0          0          0          0         18         39:      -42      -138
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       47.3        5.2       40.3        8.8        4.6        0.4        0.0        0.0        0.8        0.2:      0.6       2.1
Old  :     100.0:      80.5       47.3        5.2       40.3        8.8        4.6        0.4        0.0        0.0        0.8        0.2:      0.6       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        31         25          4          4          4          .          .          0          0          .          .:
Old  :        49:        31         25          4          4          4          .          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       45.5       71.2       66.4       46.2       45.0       60.1       58.7
Old  :                 49.5       45.5       71.2       66.4       46.2       45.0       60.1       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, December 24, 2019                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    19,488:    13,402     15,858      3,335      2,233        578          0          0          0        810          0        614:      749       205
Old  :    19,488:    13,402     15,858      3,335      2,233        578          0          0          0        810          0        614:      749       205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2019                                                                :
     :        20:       -36         -6         82         15        -22          0          0          0        -67          0         63:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       81.4       17.1       11.5        3.0        0.0        0.0        0.0        4.2        0.0        3.2:      3.8       1.1
Old  :     100.0:      68.8       81.4       17.1       11.5        3.0        0.0        0.0        0.0        4.2        0.0        3.2:      3.8       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        23         23          7          4          7          0          0          0          7          0          4:
Old  :        51:        23         23          7          4          7          0          0          0          7          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       54.4       55.0       74.6       35.1       52.5       51.9       71.8
Old  :                 37.2       54.4       55.0       74.6       35.1       52.5       51.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2019