Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,104,198 : : Positions : :3,521,785 1,101,354 593,173 3,115,562 329,752 75,415 84,223 126,743 187,379 81,222 241,696 : : : : Changes from: December 10, 2019 : : 31,554 41,347 45,879 30,027 22,329 -33,500 6,727 8,372 12,242 -19,856 10,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 21.6 11.6 61.0 6.5 1.5 1.7 2.5 3.7 1.6 4.7 : : : : Number of Traders in Each Category Total Traders: 227 : : 118 94 14 18 23 5 10 11 32 17 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 208,670 : : Positions : : 41,609 8,329 9,518 23,697 95,776 5,304 47,183 15,230 29,815 5,999 11,140 : : : : Changes from: December 10, 2019 : : 1,523 -137 1,254 2,069 583 1,402 -439 596 -1,001 1,685 1,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 4.0 4.6 11.4 45.9 2.5 22.6 7.3 14.3 2.9 5.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 7 9 6 12 . . . 10 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 262,612 : : Positions : : 183,909 228,415 32,596 6,242 17,343 0 4,758 0 3,637 588 364 : : : : Changes from: December 10, 2019 : : 6,165 4,203 -1,129 1,002 114 0 0 0 1,442 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 87.0 12.4 2.4 6.6 0.0 1.8 0.0 1.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 143,677 : : Positions : : 131,482 61,660 145 60,598 3,925 0 1,920 279 1,623 0 713 : : : : Changes from: December 10, 2019 : : 979 831 145 -772 432 0 -770 -186 527 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 42.9 0.1 42.2 2.7 0.0 1.3 0.2 1.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 330,479 : : Positions : : 253,056 106,184 34,793 187,783 19,006 0 6,898 313 3,644 68 6,191 : : : : Changes from: December 10, 2019 : : 25 5,736 1,246 -5,592 1,667 0 698 -1,242 -71 68 1,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 32.1 10.5 56.8 5.8 0.0 2.1 0.1 1.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 21 5 8 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 853,515 : : Positions : : 803,313 49,475 9,451 768,056 21,157 484 0 0 7,335 10,935 2,492 : : : : Changes from: December 10, 2019 : : 5,803 124 187 7,010 -128 148 0 -377 802 313 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 5.8 1.1 90.0 2.5 0.1 0.0 0.0 0.9 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 16 . 10 8 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 380,801 : : Positions : : 267,565 257,524 62,515 69,497 39,321 0 0 0 2,995 4,350 1,449 : : : : Changes from: December 10, 2019 : : 1,921 3,417 238 -1,199 -97 0 -638 0 35 -89 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 67.6 16.4 18.3 10.3 0.0 0.0 0.0 0.8 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 27 5 9 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 510,833 : : Positions : : 464,161 328,927 16,745 153,732 19,788 0 840 0 780 128 120 : : : : Changes from: December 10, 2019 : : 11,249 4,236 -1,038 5,518 -100 0 0 0 -370 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 64.4 3.3 30.1 3.9 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 22 . 10 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 379,001 : : Positions : : 259,793 120,189 99,444 235,433 11,950 0 3,216 2 0 0 0 : : : : Changes from: December 10, 2019 : : 5,771 -3,352 755 11,080 265 0 -1,290 -913 0 -670 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 31.7 26.2 62.1 3.2 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 19 7 6 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 109,867 : : Positions : : 81,598 91,814 22,633 8,988 104 0 1,003 0 0 3,987 434 : : : : Changes from: December 10, 2019 : : 1,030 1,007 -62 0 61 0 279 0 0 178 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 83.6 20.6 8.2 0.1 0.0 0.9 0.0 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 31,425 : : Positions : : 22,498 29,205 7,517 496 0 0 0 0 0 1,110 0 : : : : Changes from: December 10, 2019 : : 1,240 3,410 2,449 496 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 92.9 23.9 1.6 0.0 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 16 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 248,875 : : Positions : : 233,705 55,651 1,921 175,607 8,205 0 843 272 0 0 0 : : : : Changes from: December 10, 2019 : : 5,208 -1,725 214 8,916 -1,721 0 -723 -156 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 22.4 0.8 70.6 3.3 0.0 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 11 . 10 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 179,747 : : Positions : : 146,577 45,676 7,251 112,545 17,990 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 787 1,529 -159 -1,820 562 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 25.4 4.0 62.6 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 277,469 : : Positions : : 260,727 241,652 2,966 23,467 6,894 0 2,736 0 0 0 0 : : : : Changes from: December 10, 2019 : : 3,308 3,370 0 -214 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 87.1 1.1 8.5 2.5 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 33,556 : : Positions : : 5,938 31,090 20,976 682 0 868 0 0 3,317 217 0 : : : : Changes from: December 10, 2019 : : 744 1,612 124 434 0 0 0 0 1,364 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 92.7 62.5 2.0 0.0 2.6 0.0 0.0 9.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 14 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 574,360 : : Positions : : 423,248 126,082 55,919 380,403 48,329 0 2,175 2,785 28,986 248 4,040 : : : : Changes from: December 10, 2019 : : 940 4,012 3,317 -1,258 -4,048 0 -399 185 793 248 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 22.0 9.7 66.2 8.4 0.0 0.4 0.5 5.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 22 5 10 10 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 196,374 : : Positions : : 96,240 114,231 47,896 26,751 44,525 1,135 0 895 0 825 1,079 : : : : Changes from: December 10, 2019 : : -1,758 1,557 1,669 -332 -1,306 1,135 -369 -2,899 0 209 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 58.2 24.4 13.6 22.7 0.6 0.0 0.5 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 4 . 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 40,462 : : Positions : : 33,184 25,262 4,488 12,472 403 0 0 0 900 279 660 : : : : Changes from: December 10, 2019 : : 1,240 2,365 306 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 62.4 11.1 30.8 1.0 0.0 0.0 0.0 2.2 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 85,357 : : Positions : : 53,959 48,971 19,047 20,941 7,604 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 764 4,976 3,883 1,279 -1,900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 57.4 22.3 24.5 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 283,563 : : Positions : : 166,900 277,390 103,152 0 5,061 0 744 0 3,056 0 0 : : : : Changes from: December 10, 2019 : : 14,179 17,087 1,389 0 -496 0 0 0 1,054 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 97.8 36.4 0.0 1.8 0.0 0.3 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 7 0 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 269,451 : : Positions : : 151,086 254,619 90,040 589 3,494 15,283 7,998 0 6,249 1,333 0 : : : : Changes from: December 10, 2019 : : 14,675 16,529 676 0 0 0 0 0 1,054 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 94.5 33.4 0.2 1.3 5.7 3.0 0.0 2.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 27 32 9 . . . . 0 7 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 128,603 : : Positions : : 110,209 96,305 14,335 29,803 1,108 0 0 0 620 248 0 : : : : Changes from: December 10, 2019 : : 7,564 8,463 558 -155 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 74.9 11.1 23.2 0.9 0.0 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 31,119 : : Positions : : 18,046 29,498 11,374 1,218 0 755 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 3,930 5,005 802 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 94.8 36.6 3.9 0.0 2.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 267,743 : : Positions : : 184,621 147,966 68,008 97,075 7,705 465 477 371 934 0 1,498 : : : : Changes from: December 10, 2019 : : 7,773 6,383 593 585 428 -884 0 -1 -40 0 -735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 55.3 25.4 36.3 2.9 0.2 0.2 0.1 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 25 4 7 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 104,150 : : Positions : : 103,096 102,949 310 0 0 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 2,201 2,015 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 98.8 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 100,904 : : Positions : : 80,985 65,194 4,579 19,360 2,813 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : -94 2,650 -123 -1,991 29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 64.6 4.5 19.2 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 223,193 : : Positions : : 213,905 145,671 667 66,089 5,042 0 0 0 0 1,394 0 : : : : Changes from: December 10, 2019 : : 5,901 4,711 60 856 -31 0 0 0 -910 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 65.3 0.3 29.6 2.3 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . 8 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 44,407 : : Positions : : 39,459 32,172 505 7,813 1,839 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 72.4 1.1 17.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 186,042 : : Positions : : 129,283 172,460 45,149 1,727 7,699 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 1,618 1,981 -118 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 92.7 24.3 0.9 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 83,256 : : Positions : : 34,678 77,427 39,077 3,197 1,172 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 112 704 723 368 -99 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 93.0 46.9 3.8 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 187,159 : : Positions : : 135,865 138,052 36,365 33,889 3,622 0 0 0 3,323 0 343 : : : : Changes from: December 10, 2019 : : -334 -917 513 -65 -184 0 0 0 122 -80 -596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 73.8 19.4 18.1 1.9 0.0 0.0 0.0 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 161,307 : : Positions : : 113,324 92,321 20,227 31,053 11,495 0 1,614 214 0 6,808 5,773 : : : : Changes from: December 10, 2019 : : 3,509 4,730 490 -1,654 -169 0 190 -950 0 1,376 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 57.2 12.5 19.3 7.1 0.0 1.0 0.1 0.0 4.2 3.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 17 5 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 46,852 : : Positions : : 19,723 45,457 23,462 434 0 755 0 0 775 0 248 : : : : Changes from: December 10, 2019 : : 974 1,457 775 0 0 445 0 0 310 -248 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 97.0 50.1 0.9 0.0 1.6 0.0 0.0 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 17 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 233,046 : : Positions : : 166,231 150,109 38,122 56,872 15,459 0 42 350 767 608 4,329 : : : : Changes from: December 10, 2019 : : 738 244 -2,105 -845 517 0 -158 151 122 31 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 64.4 16.4 24.4 6.6 0.0 0.0 0.2 0.3 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 . 7 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 135,463 : : Positions : : 91,684 97,302 26,743 23,095 10,805 297 0 231 641 0 0 : : : : Changes from: December 10, 2019 : : 1,536 2,083 639 151 -423 35 0 51 124 -245 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 71.8 19.7 17.0 8.0 0.2 0.0 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 5 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CV Open Interest is 23,939 : : Positions : : 11,277 23,017 11,277 0 0 0 0 0 713 0 0 : : : : Changes from: December 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 96.1 47.1 0.0 0.0 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 164,084 : : Positions : : 141,156 132,989 8,618 22,050 5,195 0 0 0 910 0 0 : : : : Changes from: December 10, 2019 : : 458 1,582 214 0 -63 0 0 0 0 -910 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 81.0 5.3 13.4 3.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 31,506 : : Positions : : 27,743 24,467 0 3,123 0 0 0 0 341 1,753 387 : : : : Changes from: December 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 77.7 0.0 9.9 0.0 0.0 0.0 0.0 1.1 5.6 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 289,777 : : Positions : : 241,872 7,918 26,930 275,191 6,199 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : -857 -460 2,823 2,524 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 2.7 9.3 95.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 6 . 7 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 106,104 : : Positions : : 56,025 46,862 30,723 46,713 1,466 0 0 0 9,017 8,774 0 : : : : Changes from: December 10, 2019 : : 245 2 -1,070 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 44.2 29.0 44.0 1.4 0.0 0.0 0.0 8.5 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 205,132 : : Positions : : 158,448 152,595 21,915 28,563 21,696 0 0 0 0 0 0 : : : : Changes from: December 10, 2019 : : 314 1,431 238 -213 182 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 74.4 10.7 13.9 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 7 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,311,660 : : Positions : : 175,789 196,212 270,061 87,727 141,078 120,933 360,421 327,296 89,420 50,656 110,718 : : : : Changes from: December 10, 2019 : : -3,688 1,006 -22,574 -5,114 -3,173 5,292 243 35,410 -1,197 -14,350 1,737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 15.0 20.6 6.7 10.8 9.2 27.5 25.0 6.8 3.9 8.4 : : : : Number of Traders in Each Category Total Traders: 324 : : 46 37 26 11 27 54 71 81 61 29 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 313,894 : : Positions : : 148,684 66,606 28,732 86,898 41,801 12,102 1,006 14,701 32,403 71,332 16,984 : : : : Changes from: December 10, 2019 : : 12,668 4,469 2,880 5,324 1,144 1,383 0 -1,319 -2,813 635 1,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 21.2 9.2 27.7 13.3 3.9 0.3 4.7 10.3 22.7 5.4 : : : : Number of Traders in Each Category Total Traders: 85 : : 32 27 6 12 16 . . 5 14 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 95,991 : : Positions : : 20,968 19,372 19,086 10,314 22,331 1,677 13,348 8,138 10,069 11,398 4,949 : : : : Changes from: December 10, 2019 : : 5 2,763 -117 -3,215 3,081 1,677 -281 1,360 1,465 4,523 -758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 20.2 19.9 10.7 23.3 1.7 13.9 8.5 10.5 11.9 5.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 13 9 6 14 . 6 5 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 800,102 : : Positions : : 353,591 111,868 110,939 546,947 97,217 2,726 2,426 4,670 184,598 2,312 17,366 : : : : Changes from: December 10, 2019 : : 34,550 1,825 -2,558 14,701 -380 0 0 0 -13,993 907 -1,028 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 14.0 13.9 68.4 12.2 0.3 0.3 0.6 23.1 0.3 2.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 13 4 14 16 . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 130,215 : : Positions : : 23,250 34,135 49,074 44,233 28,582 3,139 5,162 3,070 2,451 3,791 5,282 : : : : Changes from: December 10, 2019 : : 156 214 -5,356 78 -11 572 1,118 -60 445 -909 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 26.2 37.7 34.0 21.9 2.4 4.0 2.4 1.9 2.9 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 10 9 7 14 . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066411 Open Interest is 2,147 : : Positions : : 1,108 1,149 124 141 204 0 0 0 245 0 136 : : : : Changes from: December 10, 2019 : : 16 60 17 -7 -7 0 0 0 9 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 53.5 5.8 6.6 9.5 0.0 0.0 0.0 11.4 0.0 6.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,959 : : Positions : : 3,085 3,165 789 150 205 0 0 0 138 452 131 : : : : Changes from: December 10, 2019 : : 89 120 60 -12 -20 0 0 0 -2 -7 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 63.8 15.9 3.0 4.1 0.0 0.0 0.0 2.8 9.1 2.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 34,476 : : Positions : : 18,938 28,415 9,252 3,573 2,237 0 151 0 3,909 0 0 : : : : Changes from: December 10, 2019 : : 1,737 1,004 -236 -46 23 0 -13 0 -556 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 82.4 26.8 10.4 6.5 0.0 0.4 0.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 32 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 14,864 : : Positions : : 14,026 10,473 0 3,066 647 0 0 0 100 0 0 : : : : Changes from: December 10, 2019 : : 455 505 0 -5 10 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 70.5 0.0 20.6 4.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 9,802 : : Positions : : 7,458 8,405 655 247 592 0 0 0 179 73 147 : : : : Changes from: December 10, 2019 : : 220 150 0 45 20 0 0 0 -15 -10 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.7 6.7 2.5 6.0 0.0 0.0 0.0 1.8 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 42,041 : : Positions : : 36,865 27,903 209 12,033 618 0 0 0 3,503 1,042 112 : : : : Changes from: December 10, 2019 : : 1,381 1,721 36 427 -111 0 0 0 850 299 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 66.4 0.5 28.6 1.5 0.0 0.0 0.0 8.3 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 32 . 8 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 56,617 : : Positions : : 38,997 46,278 8,513 780 4,170 219 430 0 1,502 1,800 2,684 : : : : Changes from: December 10, 2019 : : 1,032 -176 -192 158 -222 10 30 -1 -385 254 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 81.7 15.0 1.4 7.4 0.4 0.8 0.0 2.7 3.2 4.7 : : : : Number of Traders in Each Category Total Traders: 97 : : 50 53 10 5 12 . . 0 5 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV 1000 Metric Tonnes : CFTC Code #06641H Open Interest is 1,965 : : Positions : : 848 1,171 137 0 106 0 0 0 229 27 100 : : : : Changes from: December 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 59.6 7.0 0.0 5.4 0.0 0.0 0.0 11.7 1.4 5.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . 0 . 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,812 : : Positions : : 686 1,285 6 0 73 0 0 0 586 27 184 : : : : Changes from: December 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 70.9 0.3 0.0 4.0 0.0 0.0 0.0 32.3 1.5 10.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 0 . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 4,843 : : Positions : : 3,166 2,729 83 25 165 0 0 0 153 905 353 : : : : Changes from: December 10, 2019 : : 145 -14 -16 25 -42 0 0 0 -27 119 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 56.3 1.7 0.5 3.4 0.0 0.0 0.0 3.2 18.7 7.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . 0 0 0 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 59,139 : : Positions : : 51,878 31,949 858 26,383 204 0 0 0 6,024 82 147 : : : : Changes from: December 10, 2019 : : 1,396 1,803 222 355 -52 0 0 0 270 -460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 54.0 1.5 44.6 0.3 0.0 0.0 0.0 10.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 30 . 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 126,554 : : Positions : : 93,305 106,655 15,190 9,985 4,282 1,125 824 45 9,235 1,830 2,536 : : : : Changes from: December 10, 2019 : : -1,570 -821 -361 983 392 480 10 0 1,138 -489 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 84.3 12.0 7.9 3.4 0.9 0.7 0.0 7.3 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 119 : : 60 56 11 6 12 . 5 . 18 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 40,315 : : Positions : : 21,475 24,464 10,899 11,346 2,876 1,428 1,482 0 3,561 0 60 : : : : Changes from: December 10, 2019 : : 1,144 793 90 926 -36 900 169 0 -305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 60.7 27.0 28.1 7.1 3.5 3.7 0.0 8.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 30 . 8 6 . 7 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 52,169 : : Positions : : 45,264 33,135 1,154 16,112 680 1,575 275 0 1,387 364 1,205 : : : : Changes from: December 10, 2019 : : 713 2,541 58 237 -138 115 0 0 -284 -1,762 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 63.5 2.2 30.9 1.3 3.0 0.5 0.0 2.7 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 50 42 5 6 5 4 . 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 18,972 : : Positions : : 15,166 8,635 1,031 7,850 1,712 900 85 0 0 142 0 : : : : Changes from: December 10, 2019 : : 293 69 -4 190 -93 0 0 0 0 30 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 45.5 5.4 41.4 9.0 4.7 0.4 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 24 4 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 19,468 : : Positions : : 13,438 15,864 3,253 2,218 600 0 0 0 877 0 551 : : : : Changes from: December 10, 2019 : : 276 467 15 -116 62 0 0 0 75 0 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 81.5 16.7 11.4 3.1 0.0 0.0 0.0 4.5 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 23 7 4 7 0 0 0 6 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 20, 2019