NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-023391
Disaggregated Commitments of Traders - Futures Only, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 6,089,983: 3,872,675  1,390,695    571,642  3,995,238    241,191    491,126     21,779    106,515    469,831      9,284    306,628:   30,375    18,653
Old  : 6,089,983: 3,872,675  1,390,695    571,642  3,995,238    241,191    491,126     21,779    106,515    469,831      9,284    306,628:   30,375    18,653
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :   119,106:    96,716     93,363     26,274     -8,829    -16,549     21,315     -2,362      3,470    -57,231      3,943     48,125:   -3,014    -2,055
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       22.8        9.4       65.6        4.0        8.1        0.4        1.7        7.7        0.2        5.0:      0.5       0.3
Old  :     100.0:      63.6       22.8        9.4       65.6        4.0        8.1        0.4        1.7        7.7        0.2        5.0:      0.5       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  :       232:       122        111         13         18         24         13          4         14         37         10         38:
Old  :       232:       122        111         13         18         24         13          4         14         37         10         38:
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  :                 25.3       41.4       41.8       59.9       23.0       41.1       37.0       59.0
Old  :                 25.3       41.4       41.8       59.9       23.0       41.1       37.0       59.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   240,435:    35,251     14,760     51,468     59,827     86,732      6,063     22,876     33,034      9,187      4,679     17,786:      914       741
Old  :   240,435:    35,251     14,760     51,468     59,827     86,732      6,063     22,876     33,034      9,187      4,679     17,786:      914       741
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    12,923:     2,226      1,640     -7,547      6,750      6,828      6,063     -6,505      2,467      2,645      1,502        241:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7        6.1       21.4       24.9       36.1        2.5        9.5       13.7        3.8        1.9        7.4:      0.4       0.3
Old  :     100.0:      14.7        6.1       21.4       24.9       36.1        2.5        9.5       13.7        3.8        1.9        7.4:      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  :        41:         9          6         11          4         11          .          .          .          5          5          7:
Old  :        41:         9          6         11          4         11          .          .          .          5          5          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  :                 50.3       63.3       70.8       82.5       25.6       36.0       34.6       39.5
Old  :                 50.3       63.3       70.8       82.5       25.6       36.0       34.6       39.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   277,460:   176,888    244,651     53,108      6,830     16,041          0          0          0      5,547      2,782        150:   25,726     7,006
Old  :   277,460:   176,888    244,651     53,108      6,830     16,041          0          0          0      5,547      2,782        150:   25,726     7,006
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,238:     1,754      2,357        848        -60        -91          0          0          0          0          0          0:     -273        32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       88.2       19.1        2.5        5.8        0.0        0.0        0.0        2.0        1.0        0.1:      9.3       2.5
Old  :     100.0:      63.8       88.2       19.1        2.5        5.8        0.0        0.0        0.0        2.0        1.0        0.1:      9.3       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  :        30:        18         12          5          .          6          0          0          0          .          .          .:
Old  :        30:        18         12          5          .          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  :                 64.6       82.0       76.2       91.8       58.3       78.6       69.6       84.9
Old  :                 64.6       82.0       76.2       91.8       58.3       78.6       69.6       84.9
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   159,072:   140,175     83,633        819     61,735      7,569          0          0          0        279          0          0:   10,230     6,135
Old  :   159,072:   140,175     83,633        819     61,735      7,569          0          0          0        279          0          0:   10,230     6,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     3,656:     4,078      2,742        -91      1,005       -216          0          0          0          0          0          0:     -115       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       52.6        0.5       38.8        4.8        0.0        0.0        0.0        0.2        0.0        0.0:      6.4       3.9
Old  :     100.0:      88.1       52.6        0.5       38.8        4.8        0.0        0.0        0.0        0.2        0.0        0.0:      6.4       3.9
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  :        32:        17         19          .          7          .          0          0          0          .          0          0:
Old  :        32:        17         19          .          7          .          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  :                 66.6       41.9       83.0       65.5       60.2       40.7       74.8       63.7
Old  :                 66.6       41.9       83.0       65.5       60.2       40.7       74.8       63.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   370,134:   252,166    129,875     36,163    184,175     44,721      7,152          0          0      8,084        132      9,221:   12,627     2,010
Old  :   370,134:   252,166    129,875     36,163    184,175     44,721      7,152          0          0      8,084        132      9,221:   12,627     2,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    17,910:    16,764      4,124      1,093     13,622       -820          0          0          0        439       -483      1,526:   -1,092       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       35.1        9.8       49.8       12.1        1.9        0.0        0.0        2.2        0.0        2.5:      3.4       0.5
Old  :     100.0:      68.1       35.1        9.8       49.8       12.1        1.9        0.0        0.0        2.2        0.0        2.5:      3.4       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  :        54:        28         23          4          9          6          .          0          0          6          .          5:
Old  :        54:        28         23          4          9          6          .          0          0          6          .          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  :                 53.1       52.7       70.8       76.6       42.2       40.1       51.8       57.1
Old  :                 53.1       52.7       70.8       76.6       42.2       40.1       51.8       57.1
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   935,131:   879,242     53,394     11,654    836,643     26,239          0        239      3,184        265     11,058      1,851:   12,696     2,523
Old  :   935,131:   879,242     53,394     11,654    836,643     26,239          0        239      3,184        265     11,058      1,851:   12,696     2,523
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,026:    -2,006     -1,751       -275      1,189        830          0       -623      1,202        265        -49         98:    1,912     1,130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0        5.7        1.2       89.5        2.8        0.0        0.0        0.3        0.0        1.2        0.2:      1.4       0.3
Old  :     100.0:      94.0        5.7        1.2       89.5        2.8        0.0        0.0        0.3        0.0        1.2        0.2:      1.4       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:        29         17          .         10          8          0          .          .          .          .          .:
Old  :        47:        29         17          .         10          8          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  :                 37.0       65.1       61.0       89.5       36.1       63.6       59.1       87.4
Old  :                 37.0       65.1       61.0       89.5       36.1       63.6       59.1       87.4
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   376,909:   255,102    271,109     59,653     49,133     44,271          0        544          0      2,816      3,662      1,152:   13,915     7,038
Old  :   376,909:   255,102    271,109     59,653     49,133     44,271          0        544          0      2,816      3,662      1,152:   13,915     7,038
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     6,787:     7,538      4,206       -833      6,135        437          0        -64          0         26        914        194:     -575    -5,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       71.9       15.8       13.0       11.7        0.0        0.1        0.0        0.7        1.0        0.3:      3.7       1.9
Old  :     100.0:      67.7       71.9       15.8       13.0       11.7        0.0        0.1        0.0        0.7        1.0        0.3:      3.7       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  :        54:        27         27          6          8          8          0          .          0          .          .          .:
Old  :        54:        27         27          6          8          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  :                 44.4       44.5       63.4       61.7       41.8       38.6       58.0       51.1
Old  :                 44.4       44.5       63.4       61.7       41.8       38.6       58.0       51.1
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   562,702:   499,248    402,399     25,775    126,327     27,513          0          0          0        226        248        713:    9,227     5,502
Old  :   562,702:   499,248    402,399     25,775    126,327     27,513          0          0          0        226        248        713:    9,227     5,502
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    -1,692:    -6,007       -749      3,328     -1,472        610          0          0          0        226       -242          2:      149       159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       71.5        4.6       22.5        4.9        0.0        0.0        0.0        0.0        0.0        0.1:      1.6       1.0
Old  :     100.0:      88.7       71.5        4.6       22.5        4.9        0.0        0.0        0.0        0.0        0.0        0.1:      1.6       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  :        59:        29         31          .         11          9          0          0          0          .          .          .:
Old  :        59:        29         31          .         11          9          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  :                 55.0       42.2       72.7       63.6       54.3       37.0       69.1       55.6
Old  :                 55.0       42.2       72.7       63.6       54.3       37.0       69.1       55.6
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   445,283:   318,749    111,721     89,666    298,896     20,234      2,034      2,667          0          0        432        216:   14,384    11,117
Old  :   445,283:   318,749    111,721     89,666    298,896     20,234      2,034      2,667          0          0        432        216:   14,384    11,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,487:     2,611        862        498      1,554       -266          0          0          0          0        432        216:     -572      -311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       25.1       20.1       67.1        4.5        0.5        0.6        0.0        0.0        0.1        0.0:      3.2       2.5
Old  :     100.0:      71.6       25.1       20.1       67.1        4.5        0.5        0.6        0.0        0.0        0.1        0.0:      3.2       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  :        46:        25         18          7          7          7          .          .          0          0          .          .:
Old  :        46:        25         18          7          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  :                 42.1       63.2       59.2       79.9       41.5       60.4       57.5       76.0
Old  :                 42.1       63.2       59.2       79.9       41.5       60.4       57.5       76.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   102,504:    81,842     87,399     11,408      7,738      2,904          0          0          0        620      2,626          0:    5,730     1,837
Old  :   102,504:    81,842     87,399     11,408      7,738      2,904          0          0          0        620      2,626          0:    5,730     1,837
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     3,106:     1,228      5,347      1,492          0       -409          0          0          0        -31     -1,070          0:      826      -762
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       85.3       11.1        7.5        2.8        0.0        0.0        0.0        0.6        2.6        0.0:      5.6       1.8
Old  :     100.0:      79.8       85.3       11.1        7.5        2.8        0.0        0.0        0.0        0.6        2.6        0.0:      5.6       1.8
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  :        27:        14         17          .          .          .          0          0          0          .          .          0:
Old  :        27:        14         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  :                 77.1       46.7       87.7       73.5       73.3       44.4       77.8       67.9
Old  :                 77.1       46.7       87.7       73.5       73.3       44.4       77.8       67.9
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    24,113:    22,664     23,006          0        518          0          0          0          0          0        527          0:    1,449        62
Old  :    24,113:    22,664     23,006          0        518          0          0          0          0          0        527          0:    1,449        62
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       960:       960        690          0        270          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       95.4        0.0        2.1        0.0        0.0        0.0        0.0        0.0        2.2        0.0:      6.0       0.3
Old  :     100.0:      94.0       95.4        0.0        2.1        0.0        0.0        0.0        0.0        0.0        2.2        0.0:      6.0       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  :        23:        11         10          0          .          0          0          0          0          0          .          0:
Old  :        23:        11         10          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  :                 76.5       62.9       90.8       91.7       76.5       62.9       86.0       85.6
Old  :                 76.5       62.9       90.8       91.7       76.5       62.9       86.0       85.6
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   316,617:   299,419     48,027      3,442    252,911      4,641          0      2,901          0          0      2,924        372:    8,743     4,841
Old  :   316,617:   299,419     48,027      3,442    252,911      4,641          0      2,901          0          0      2,924        372:    8,743     4,841
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    10,998:     7,167      1,936      1,051      9,208       -204          0          0          0          0       -307        155:    2,829       210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       15.2        1.1       79.9        1.5        0.0        0.9        0.0        0.0        0.9        0.1:      2.8       1.5
Old  :     100.0:      94.6       15.2        1.1       79.9        1.5        0.0        0.9        0.0        0.0        0.9        0.1:      2.8       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  :        45:        24         12          .         12          8          0          .          0          0          .          .:
Old  :        45:        24         12          .         12          8          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  :                 69.3       55.3       82.2       76.6       64.9       54.5       76.8       75.6
Old  :                 69.3       55.3       82.2       76.6       64.9       54.5       76.8       75.6
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   189,528:   161,003     33,345      2,060    132,628     19,097          0          0          0          0          0          0:    7,368     4,458
Old  :   189,528:   161,003     33,345      2,060    132,628     19,097          0          0          0          0          0          0:    7,368     4,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,008:     1,787        879       -238         12        412          0          0          0          0          0          0:       47       705
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.9       17.6        1.1       70.0       10.1        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       2.4
Old  :     100.0:      84.9       17.6        1.1       70.0       10.1        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       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  :        36:        22         11          .         10          5          0          0          0          0          0          0:
Old  :        36:        22         11          .         10          5          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  :                 53.8       56.1       69.4       78.4       53.8       54.2       67.5       71.6
Old  :                 53.8       56.1       69.4       78.4       53.8       54.2       67.5       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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   306,680:   293,102    278,111        217     18,654      7,366          0      1,368          0      1,530          0          0:    4,465     1,181
Old  :   306,680:   293,102    278,111        217     18,654      7,366          0      1,368          0      1,530          0          0:    4,465     1,181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :      -262:       136       -356          0        462       -368          0          0          0          0          0          0:      -30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.6       90.7        0.1        6.1        2.4        0.0        0.4        0.0        0.5        0.0        0.0:      1.5       0.4
Old  :     100.0:      95.6       90.7        0.1        6.1        2.4        0.0        0.4        0.0        0.5        0.0        0.0:      1.5       0.4
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  :        40:        21         18          .          7          4          0          .          0          .          0          0:
Old  :        40:        21         18          .          7          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  :                 56.7       79.3       79.4       90.0       54.4       76.2       77.0       86.0
Old  :                 56.7       79.3       79.4       90.0       54.4       76.2       77.0       86.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,010:    15,158     43,421     22,920          0        186        310          0          0      3,162          0          0:    2,274       403
Old  :    44,010:    15,158     43,421     22,920          0        186        310          0          0      3,162          0          0:    2,274       403
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    -3,006:    -3,192     -3,192       -186          0        186          0       -240          0          0          0          0:      186       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.4       98.7       52.1        0.0        0.4        0.7        0.0        0.0        7.2        0.0        0.0:      5.2       0.9
Old  :     100.0:      34.4       98.7       52.1        0.0        0.4        0.7        0.0        0.0        7.2        0.0        0.0:      5.2       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  :        29:        12         15          4          0          .          .          0          0          .          0          0:
Old  :        29:        12         15          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  :                 63.3       70.9       81.9       92.5       62.9       70.9       78.1       85.8
Old  :                 63.3       70.9       81.9       92.5       62.9       70.9       78.1       85.8
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   598,979:   480,020    159,643     43,143    369,584     49,017      1,138      1,707      1,339      8,023      2,934      6,762:    9,537     7,993
Old  :   598,979:   480,020    159,643     43,143    369,584     49,017      1,138      1,707      1,339      8,023      2,934      6,762:    9,537     7,993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     7,295:    12,147     -4,520        780     10,585        428       -360         68        390     -5,357        530        572:   -1,305      -758
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       26.7        7.2       61.7        8.2        0.2        0.3        0.2        1.3        0.5        1.1:      1.6       1.3
Old  :     100.0:      80.1       26.7        7.2       61.7        8.2        0.2        0.3        0.2        1.3        0.5        1.1:      1.6       1.3
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  :        68:        38         31          4         12         11          .          .          .          .          6          4:
Old  :        68:        38         31          4         12         11          .          .          .          .          6          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  :                 28.3       47.9       47.4       69.9       28.0       47.5       43.9       64.4
Old  :                 28.3       47.9       47.4       69.9       28.0       47.5       43.9       64.4
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   190,622:   105,768     84,581     37,978     59,298     40,581          0          8        728        323          0        207:    5,037     5,219
Old  :   190,622:   105,768     84,581     37,978     59,298     40,581          0          8        728        323          0        207:    5,037     5,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :        48:    -1,729         25        434     -2,802      2,701          0         -8       -728       -328          0        128:     -430       732
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       44.4       19.9       31.1       21.3        0.0        0.0        0.4        0.2        0.0        0.1:      2.6       2.7
Old  :     100.0:      55.5       44.4       19.9       31.1       21.3        0.0        0.0        0.4        0.2        0.0        0.1:      2.6       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:        12         11          4          4          8          0          .          .          .          0          .:
Old  :        23:        12         11          4          4          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  :                 55.8       75.6       83.0       90.0       47.5       57.7       61.9       64.0
Old  :                 55.8       75.6       83.0       90.0       47.5       57.7       61.9       64.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   145,315:   102,842     83,140     20,115     40,792     18,203          0          0          0          0          0          0:    4,155     3,180
Old  :   145,315:   102,842     83,140     20,115     40,792     18,203          0          0          0          0          0          0:    4,155     3,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       426:       780       -438       -576        672        123          0          0          0          0          0          0:       99        69
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       57.2       13.8       28.1       12.5        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       2.2
Old  :     100.0:      70.8       57.2       13.8       28.1       12.5        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       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  :        23:        13          7          .          7          6          0          0          0          0          0          0:
Old  :        23:        13          7          .          7          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  :                 70.3       69.7       85.7       87.1       61.5       66.4       75.7       80.0
Old  :                 70.3       69.7       85.7       87.1       61.5       66.4       75.7       80.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   206,515:   105,390    183,999     86,355     12,057      7,338          0          0          0          0      1,071          0:    7,432     2,050
Old  :   206,515:   105,390    183,999     86,355     12,057      7,338          0          0          0          0      1,071          0:    7,432     2,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    -5,412:    -5,652     -5,832          0      1,032          0          0          0          0          0          0          0:      240      -612
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.0       89.1       41.8        5.8        3.6        0.0        0.0        0.0        0.0        0.5        0.0:      3.6       1.0
Old  :     100.0:      51.0       89.1       41.8        5.8        3.6        0.0        0.0        0.0        0.0        0.5        0.0:      3.6       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  :        30:        12         16          5          4          .          0          0          0          0          .          0:
Old  :        30:        12         16          5          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  :                 54.8       70.2       73.2       88.4       53.8       65.6       68.1       77.7
Old  :                 54.8       70.2       73.2       88.4       53.8       65.6       68.1       77.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   225,253:   124,232    189,263     83,449     17,289      8,344      5,089      3,007          0      2,108      5,504          0:    2,031     1,846
Old  :   225,253:   124,232    189,263     83,449     17,289      8,344      5,089      3,007          0      2,108      5,504          0:    2,031     1,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    -5,352:    -5,652     -6,568          0      1,032          0          0          0          0          0          0          0:      300       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.2       84.0       37.0        7.7        3.7        2.3        1.3        0.0        0.9        2.4        0.0:      0.9       0.8
Old  :     100.0:      55.2       84.0       37.0        7.7        3.7        2.3        1.3        0.0        0.9        2.4        0.0:      0.9       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  :        66:        24         28          8          .          4          .          .          0          4          4          0:
Old  :        66:        24         28          8          .          4          .          .          0          4          4          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  :                 57.1       63.3       72.8       77.3       55.4       59.9       67.0       68.7
Old  :                 57.1       63.3       72.8       77.3       55.4       59.9       67.0       68.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   126,039:   109,982     94,968      8,754     26,253      3,156          0          0          0          0          0          0:    4,147     1,662
Old  :   126,039:   109,982     94,968      8,754     26,253      3,156          0          0          0          0          0          0:    4,147     1,662
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     3,810:     3,990      3,810       -240         30        -30          0          0          0          0          0          0:       90         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       75.3        6.9       20.8        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       1.3
Old  :     100.0:      87.3       75.3        6.9       20.8        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       1.3
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  :        33:        16         18          4          .          .          0          0          0          0          0          0:
Old  :        33:        16         18          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  :                 59.5       54.9       78.7       83.0       45.2       48.7       59.7       65.5
Old  :                 59.5       54.9       78.7       83.0       45.2       48.7       59.7       65.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    37,036:    17,795     30,604     17,364      2,418          0          0      1,934          0        341      1,472          0:    1,536       608
Old  :    37,036:    17,795     30,604     17,364      2,418          0          0      1,934          0        341      1,472          0:    1,536       608
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       -30:       -30        -30          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.0       82.6       46.9        6.5        0.0        0.0        5.2        0.0        0.9        4.0        0.0:      4.1       1.6
Old  :     100.0:      48.0       82.6       46.9        6.5        0.0        0.0        5.2        0.0        0.9        4.0        0.0:      4.1       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  :        28:        10         10          4          .          0          0          .          0          .          .          0:
Old  :        28:        10         10          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  :                 67.3       69.9       87.6       86.8       67.3       69.9       85.8       85.3
Old  :                 67.3       69.9       87.6       86.8       67.3       69.9       85.8       85.3
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   298,082:   171,516    189,606    100,165     81,852     14,362          0      1,449      1,374      2,819          0        482:    7,364     8,957
Old  :   298,082:   171,516    189,606    100,165     81,852     14,362          0      1,449      1,374      2,819          0        482:    7,364     8,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    11,456:     7,864     12,728      2,551       -181      1,214          0       -121          0        647       -112       -506:     -314    -1,566
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       63.6       33.6       27.5        4.8        0.0        0.5        0.5        0.9        0.0        0.2:      2.5       3.0
Old  :     100.0:      57.5       63.6       33.6       27.5        4.8        0.0        0.5        0.5        0.9        0.0        0.2:      2.5       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  :        50:        32         31          5          6          5          0          .          .          .          0          .:
Old  :        50:        32         31          5          6          5          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  :                 53.0       32.9       69.1       54.1       50.9       30.1       65.7       47.7
Old  :                 53.0       32.9       69.1       54.1       50.9       30.1       65.7       47.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   117,805:    92,713     69,424      5,152     33,735      6,706          0          0          0          0          0          0:   13,234     7,940
Old  :   117,805:    92,713     69,424      5,152     33,735      6,706          0          0          0          0          0          0:   13,234     7,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    12,551:     7,140       -246        214     10,585      4,338          0          0          0          0          0          0:      859    -2,126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       58.9        4.4       28.6        5.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.2       6.7
Old  :     100.0:      78.7       58.9        4.4       28.6        5.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.2       6.7
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  :        26:        11         15          .          .          5          0          0          0          0          0          0:
Old  :        26:        11         15          .          .          5          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  :                 67.9       52.6       81.3       78.0       64.6       47.7       72.5       67.0
Old  :                 67.9       52.6       81.3       78.0       64.6       47.7       72.5       67.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   232,073:   219,071    149,101      4,931     73,420      2,761          0          0          0      1,108        618      1,355:    2,847     4,818
Old  :   232,073:   219,071    149,101      4,931     73,420      2,761          0          0          0      1,108        618      1,355:    2,847     4,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     9,664:     8,250      9,563          0       -765         93          0          0          0      1,108        618      1,355:   -1,142    -1,200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.4       64.2        2.1       31.6        1.2        0.0        0.0        0.0        0.5        0.3        0.6:      1.2       2.1
Old  :     100.0:      94.4       64.2        2.1       31.6        1.2        0.0        0.0        0.0        0.5        0.3        0.6:      1.2       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  :        41:        22         21          .          7          .          0          0          0          .          .          .:
Old  :        41:        22         21          .          7          .          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  :                 56.8       40.8       80.5       62.0       56.8       39.8       71.4       57.7
Old  :                 56.8       40.8       80.5       62.0       56.8       39.8       71.4       57.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   191,425:   126,983    182,064     46,586          0      7,252          0        320          0          0          0          0:   10,604     1,789
Old  :   191,425:   126,983    182,064     46,586          0      7,252          0        320          0          0          0          0:   10,604     1,789
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,125:     1,025      1,730        885          0        152          0          0          0          0          0          0:       63       243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       95.1       24.3        0.0        3.8        0.0        0.2        0.0        0.0        0.0        0.0:      5.5       0.9
Old  :     100.0:      66.3       95.1       24.3        0.0        3.8        0.0        0.2        0.0        0.0        0.0        0.0:      5.5       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  :        27:        16         15          4          0          .          0          .          0          0          0          0:
Old  :        27:        16         15          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  :                 54.7       68.2       76.3       88.7       50.7       66.3       63.1       76.2
Old  :                 54.7       68.2       76.3       88.7       50.7       66.3       63.1       76.2
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    81,745:    43,521     75,354     31,974          0        533          0          0          0        466          0        150:    5,101     5,708
Old  :    81,745:    43,521     75,354     31,974          0        533          0          0          0        466          0        150:    5,101     5,708
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :        -6:       196       -229       -337          0        106          0          0          0         31          0          0:       -2       117
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       92.2       39.1        0.0        0.7        0.0        0.0        0.0        0.6        0.0        0.2:      6.2       7.0
Old  :     100.0:      53.2       92.2       39.1        0.0        0.7        0.0        0.0        0.0        0.6        0.0        0.2:      6.2       7.0
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         10          6          0          .          0          0          0          .          0          .:
Old  :        23:        13         10          6          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  :                 41.7       61.5       65.1       86.5       35.5       54.8       56.8       68.9
Old  :                 41.7       61.5       65.1       86.5       35.5       54.8       56.8       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    57,451:    50,524     51,671      4,587      4,769          0          0          0          0        403          0          0:    1,937     1,011
Old  :    57,451:    50,524     51,671      4,587      4,769          0          0          0          0        403          0          0:    1,937     1,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,440:     1,320      1,320        120          0          0          0          0          0          0          0          0:        0       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       89.9        8.0        8.3        0.0        0.0        0.0        0.0        0.7        0.0        0.0:      3.4       1.8
Old  :     100.0:      87.9       89.9        8.0        8.3        0.0        0.0        0.0        0.0        0.7        0.0        0.0:      3.4       1.8
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:        12          8          .          .          0          0          0          0          .          0          0:
Old  :        22:        12          8          .          .          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  :                 65.6       91.2       84.6       97.6       63.0       91.2       81.0       94.4
Old  :                 65.6       91.2       84.6       97.6       63.0       91.2       81.0       94.4
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   208,144:   145,732    156,573     44,212     34,007      8,004          0          0          0      2,263          0        150:    7,783     9,410
Old  :   208,144:   145,732    156,573     44,212     34,007      8,004          0          0          0      2,263          0        150:    7,783     9,410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     4,990:     1,199       -387      2,241      2,190      1,284          0          0          0         -2          0         -2:      270     1,905
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       75.2       21.2       16.3        3.8        0.0        0.0        0.0        1.1        0.0        0.1:      3.7       4.5
Old  :     100.0:      70.0       75.2       21.2       16.3        3.8        0.0        0.0        0.0        1.1        0.0        0.1:      3.7       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  :        29:        12         16          .          4          .          0          0          0          .          0          .:
Old  :        29:        12         16          .          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  :                 73.9       63.0       92.2       79.0       68.4       62.7       86.5       76.8
Old  :                 73.9       63.0       92.2       79.0       68.4       62.7       86.5       76.8
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   180,718:   127,255    128,041     23,484     25,591     13,398          0          0          0      5,664      2,494        853:   10,064    10,341
Old  :   180,718:   127,255    128,041     23,484     25,591     13,398          0          0          0      5,664      2,494        853:   10,064    10,341
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     5,962:       758      5,330      2,531        941        466          0          0          0          0     -1,109        277:    1,930        57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       70.9       13.0       14.2        7.4        0.0        0.0        0.0        3.1        1.4        0.5:      5.6       5.7
Old  :     100.0:      70.4       70.9       13.0       14.2        7.4        0.0        0.0        0.0        3.1        1.4        0.5:      5.6       5.7
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  :        43:        21         18          5          7          8          0          0          0          .          .          .:
Old  :        43:        21         18          5          7          8          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  :                 49.0       48.5       61.6       64.9       45.0       45.7       56.4       60.1
Old  :                 49.0       48.5       61.6       64.9       45.0       45.7       56.4       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                          Code-0233BY
Disaggregated Commitments of Traders - Futures Only, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    50,283:    39,489     48,568      6,882          0        398          0          0          0          0          0          0:    3,514     1,317
Old  :    50,283:    39,489     48,568      6,882          0        398          0          0          0          0          0          0:    3,514     1,317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       366:       366        366          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       96.6       13.7        0.0        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      7.0       2.6
Old  :     100.0:      78.5       96.6       13.7        0.0        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      7.0       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  :        21:        13         13          .          0          .          0          0          0          0          0          0:
Old  :        21:        13         13          .          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  :                 52.2       88.2       78.7       93.7       50.0       86.5       74.6       90.0
Old  :                 52.2       88.2       78.7       93.7       50.0       86.5       74.6       90.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    69,332:    46,301     63,214     19,487          0      2,928          0          0          0          0          0          0:      616     3,190
Old  :    69,332:    46,301     63,214     19,487          0      2,928          0          0          0          0          0          0:      616     3,190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       91.2       28.1        0.0        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       4.6
Old  :     100.0:      66.8       91.2       28.1        0.0        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       4.6
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  :        20:         9         13          .          0          .          0          0          0          0          0          0:
Old  :        20:         9         13          .          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  :                 88.8       68.0       96.4       84.5       81.8       68.0       88.5       81.4
Old  :                 88.8       68.0       96.4       84.5       81.8       68.0       88.5       81.4
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   263,298:   201,067    154,136     28,016     80,187     19,728      1,092          0          0      2,591      1,524      1,390:    9,414     6,333
Old  :   263,298:   201,067    154,136     28,016     80,187     19,728      1,092          0          0      2,591      1,524      1,390:    9,414     6,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     5,183:     5,859      4,827        -90        562        810       -915          0          0          0     -1,139       -302:     -179       425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       58.5       10.6       30.5        7.5        0.4        0.0        0.0        1.0        0.6        0.5:      3.6       2.4
Old  :     100.0:      76.4       58.5       10.6       30.5        7.5        0.4        0.0        0.0        1.0        0.6        0.5:      3.6       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  :        45:        24         23          .          9          7          .          0          0          .          .          .:
Old  :        45:        24         23          .          9          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  :                 50.0       45.7       73.5       62.8       49.1       42.4       68.7       58.0
Old  :                 50.0       45.7       73.5       62.8       49.1       42.4       68.7       58.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   135,990:    89,522     88,335     13,928     16,998     25,231          0      1,092          2          0          0          0:    7,307     4,332
Old  :   135,990:    89,522     88,335     13,928     16,998     25,231          0      1,092          2          0          0          0:    7,307     4,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     3,068:     2,749        670       -767       -555      3,336          0       -915          0          0          0          0:   -2,250       532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       65.0       10.2       12.5       18.6        0.0        0.8        0.0        0.0        0.0        0.0:      5.4       3.2
Old  :     100.0:      65.8       65.0       10.2       12.5       18.6        0.0        0.8        0.0        0.0        0.0        0.0:      5.4       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  :        31:        15         16          4          5          5          0          .          .          0          0          0:
Old  :        31:        15         16          4          5          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  :                 49.0       57.3       74.2       73.8       42.9       42.7       53.5       56.3
Old  :                 49.0       57.3       74.2       73.8       42.9       42.7       53.5       56.3
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   167,294:   150,137    138,158      3,329     21,557      3,374          0          0          0        586      1,712          0:    9,868     2,493
Old  :   167,294:   150,137    138,158      3,329     21,557      3,374          0          0          0        586      1,712          0:    9,868     2,493
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,972:     2,033        252        -61          0          0          0          0          0          0      1,712          0:        0         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       82.6        2.0       12.9        2.0        0.0        0.0        0.0        0.4        1.0        0.0:      5.9       1.5
Old  :     100.0:      89.7       82.6        2.0       12.9        2.0        0.0        0.0        0.0        0.4        1.0        0.0:      5.9       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  :        33:        12         18          .          4          .          0          0          0          .          .          0:
Old  :        33:        12         18          .          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  :                 77.7       55.6       87.0       76.0       65.6       50.4       73.1       67.8
Old  :                 77.7       55.6       87.0       76.0       65.6       50.4       73.1       67.8
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    41,475:    36,525     24,436          0     13,522      1,028          0          0          0          0          0          0:    3,922     2,489
Old  :    41,475:    36,525     24,436          0     13,522      1,028          0          0          0          0          0          0:    3,922     2,489
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :        90:        90         90          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       58.9        0.0       32.6        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       6.0
Old  :     100.0:      88.1       58.9        0.0       32.6        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       6.0
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:        10         11          0          5          .          0          0          0          0          0          0:
Old  :        23:        10         11          0          5          .          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  :                 66.4       40.8       87.8       69.4       66.1       40.8       82.3       66.9
Old  :                 66.4       40.8       87.8       69.4       66.1       40.8       82.3       66.9
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   274,853:   220,010     34,441     24,258    226,512     12,921          0          0          0          0          0          0:   17,664       979
Old  :   274,853:   220,010     34,441     24,258    226,512     12,921          0          0          0          0          0          0:   17,664       979
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    23,683:    25,793      8,802        373     16,483     -1,621          0          0          0          0          0          0:     -862        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       12.5        8.8       82.4        4.7        0.0        0.0        0.0        0.0        0.0        0.0:      6.4       0.4
Old  :     100.0:      80.0       12.5        8.8       82.4        4.7        0.0        0.0        0.0        0.0        0.0        0.0:      6.4       0.4
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  :        34:        23          8          .          6          .          0          0          0          0          0          0:
Old  :        34:        23          8          .          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  :                 55.5       62.1       69.3       91.7       53.8       62.0       66.9       88.2
Old  :                 55.5       62.1       69.3       91.7       53.8       62.0       66.9       88.2
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   101,636:    76,707     47,914      9,559     45,413      3,481          0      1,498          0      3,335          0          0:    8,554     3,330
Old  :   101,636:    76,707     47,914      9,559     45,413      3,481          0      1,498          0      3,335          0          0:    8,554     3,330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,087:     1,827        579          0      1,248        688          0          0          0       -428          0          0:        0      -428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       47.1        9.4       44.7        3.4        0.0        1.5        0.0        3.3        0.0        0.0:      8.4       3.3
Old  :     100.0:      75.5       47.1        9.4       44.7        3.4        0.0        1.5        0.0        3.3        0.0        0.0:      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  :        23:        12          9          .          4          .          0          .          0          .          0          0:
Old  :        23:        12          9          .          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  :                 54.7       69.3       71.1       88.1       53.2       69.3       68.9       85.1
Old  :                 54.7       69.3       71.1       88.1       53.2       69.3       68.9       85.1
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   179,618:   153,474    128,059      3,617     29,736     15,463          0          0          0          0          0          0:    7,064     6,360
Old  :   179,618:   153,474    128,059      3,617     29,736     15,463          0          0          0          0          0          0:    7,064     6,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :      -833:    -2,408     -2,966       -553        368        814          0          0          0          0          0          0:    1,314       951
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       71.3        2.0       16.6        8.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       3.5
Old  :     100.0:      85.4       71.3        2.0       16.6        8.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       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  :        26:        13         16          .          5          .          0          0          0          0          0          0:
Old  :        26:        13         16          .          5          .          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  :                 69.1       45.1       88.6       71.8       62.7       44.1       75.4       65.0
Old  :                 69.1       45.1       88.6       71.8       62.7       44.1       75.4       65.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,252,799:   233,123    238,323    206,416    180,366    116,856    196,093    201,054    276,804     65,464    109,774     91,017:   67,026    38,605
Old  : 1,252,799:   233,123    238,323    206,416    180,366    116,856    196,093    201,054    276,804     65,464    109,774     91,017:   67,026    38,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    42,026:    -8,990    -14,559     -1,538     -5,498      2,074    -19,722     36,838     42,703     24,352    -19,910      1,458:    1,689    -1,080
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       19.0       16.5       14.4        9.3       15.7       16.0       22.1        5.2        8.8        7.3:      5.4       3.1
Old  :     100.0:      18.6       19.0       16.5       14.4        9.3       15.7       16.0       22.1        5.2        8.8        7.3:      5.4       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  :       293:        44         40         21         15         28         53         69         75         40         33         53:
Old  :       293:        44         40         21         15         28         53         69         75         40         33         53:
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  :                 16.2       19.2       26.7       33.2        9.9       13.0       17.8       21.2
Old  :                 16.2       19.2       26.7       33.2        9.9       13.0       17.8       21.2
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   274,863:   105,239     74,559     51,229     96,163     31,888      5,116          0     12,109     24,584     25,281     27,167:   17,531     7,696
Old  :   274,863:   105,239     74,559     51,229     96,163     31,888      5,116          0     12,109     24,584     25,281     27,167:   17,531     7,696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :    -1,169:    -3,821     -2,438     -1,164      6,445     -1,228        304          0        291        581     -4,238      2,367:    1,501    -2,368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.3       27.1       18.6       35.0       11.6        1.9        0.0        4.4        8.9        9.2        9.9:      6.4       2.8
Old  :     100.0:      38.3       27.1       18.6       35.0       11.6        1.9        0.0        4.4        8.9        9.2        9.9:      6.4       2.8
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  :        78:        29         28          6         12         18          5          0          5          9          9         15:
Old  :        78:        29         28          6         12         18          5          0          5          9          9         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  :                 33.5       42.8       47.8       57.0       30.4       36.7       41.0       44.9
Old  :                 33.5       42.8       47.8       57.0       30.4       36.7       41.0       44.9
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   124,073:    21,897     23,937     35,818      5,758     25,675        295     12,434     14,849      7,128     21,370      7,850:   10,561    12,200
Old  :   124,073:    21,897     23,937     35,818      5,758     25,675        295     12,434     14,849      7,128     21,370      7,850:   10,561    12,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     7,886:     4,953        112        -45        241        903          0      1,001        584      1,039      5,007       -237:      689       275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6       19.3       28.9        4.6       20.7        0.2       10.0       12.0        5.7       17.2        6.3:      8.5       9.8
Old  :     100.0:      17.6       19.3       28.9        4.6       20.7        0.2       10.0       12.0        5.7       17.2        6.3:      8.5       9.8
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  :        49:        11          9         11          .         13          .          5          6          9          8         13:
Old  :        49:        11          9         11          .         13          .          5          6          9          8         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  :                 30.4       26.5       47.1       43.3       20.0       15.0       31.4       25.2
Old  :                 30.4       26.5       47.1       43.3       20.0       15.0       31.4       25.2
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   729,495:   363,699    107,691    111,976    474,624     99,477      3,169          0      5,418    104,236     13,763     15,618:   25,902    12,904
Old  :   729,495:   363,699    107,691    111,976    474,624     99,477      3,169          0      5,418    104,236     13,763     15,618:   25,902    12,904
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     5,268:      -675       -816     -3,528      3,982      2,285          0          0          0      6,661      1,956        435:       90    -2,574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       14.8       15.3       65.1       13.6        0.4        0.0        0.7       14.3        1.9        2.1:      3.6       1.8
Old  :     100.0:      49.9       14.8       15.3       65.1       13.6        0.4        0.0        0.7       14.3        1.9        2.1:      3.6       1.8
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  :        49:        18         15          6         13         18          .          0          .          4          .          4:
Old  :        49:        18         15          6         13         18          .          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  :                 53.2       49.3       71.1       70.2       50.4       45.9       64.3       64.1
Old  :                 53.2       49.3       71.1       70.2       50.4       45.9       64.3       64.1
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   162,261:    25,818     30,952     60,616     51,053     42,150      1,390      5,039      7,938     11,118      9,253      8,605:    4,626     7,271
Old  :   162,261:    25,818     30,952     60,616     51,053     42,150      1,390      5,039      7,938     11,118      9,253      8,605:    4,626     7,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     3,516:       530       -322     -2,388     -1,471      4,739        110          0        -77        807        570       -455:      250       532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       19.1       37.4       31.5       26.0        0.9        3.1        4.9        6.9        5.7        5.3:      2.9       4.5
Old  :     100.0:      15.9       19.1       37.4       31.5       26.0        0.9        3.1        4.9        6.9        5.7        5.3:      2.9       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  :        42:         8          8         11          6         16          .          .          4          7          5         10:
Old  :        42:         8          8         11          6         16          .          .          4          7          5         10:
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       48.0       51.6       63.5       24.2       34.5       37.1       44.5
Old  :                 31.1       48.0       51.6       63.5       24.2       34.5       37.1       44.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     3,976:     2,576      2,486        253        191        344          0          0          0        125        154         93:      585       708
Old  :     3,976:     2,576      2,486        253        191        344          0          0          0        125        154         93:      585       708
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       156:       124        101         28         29         -4          0          0          0          2        102        -24:       30       -48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       62.5        6.4        4.8        8.7        0.0        0.0        0.0        3.1        3.9        2.3:     14.7      17.8
Old  :     100.0:      64.8       62.5        6.4        4.8        8.7        0.0        0.0        0.0        3.1        3.9        2.3:     14.7      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  :        30:        21         22          .          .          .          0          0          0          .          .          .:
Old  :        30:        21         22          .          .          .          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  :                 33.6       30.4       54.5       49.5       24.8       26.3       38.4       36.3
Old  :                 33.6       30.4       54.5       49.5       24.8       26.3       38.4       36.3
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    32,438:    19,478     27,381      7,755      2,342      2,581         46          0          0      2,191          0          0:      387       134
Old  :    32,438:    19,478     27,381      7,755      2,342      2,581         46          0          0      2,191          0          0:      387       134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,276:     1,138      1,252       -178       -220        270         46          0          0          0          0          0:        0       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       84.4       23.9        7.2        8.0        0.1        0.0        0.0        6.8        0.0        0.0:      1.2       0.4
Old  :     100.0:      60.0       84.4       23.9        7.2        8.0        0.1        0.0        0.0        6.8        0.0        0.0:      1.2       0.4
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  :        41:        24         32          5          .          6          .          0          0          .          0          0:
Old  :        41:        24         32          5          .          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  :                 40.2       50.4       62.9       67.8       31.1       34.9       44.2       46.7
Old  :                 40.2       50.4       62.9       67.8       31.1       34.9       44.2       46.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,539:    25,087     22,123        140      2,573        844          0          0          0         15         63        301:      152       635
Old  :    26,539:    25,087     22,123        140      2,573        844          0          0          0         15         63        301:      152       635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       554:       419        419          0         10        125          0          0          0          0        -10         10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.5       83.4        0.5        9.7        3.2        0.0        0.0        0.0        0.1        0.2        1.1:      0.6       2.4
Old  :     100.0:      94.5       83.4        0.5        9.7        3.2        0.0        0.0        0.0        0.1        0.2        1.1:      0.6       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  :        36:        24         25          .          4          4          0          0          0          .          .          .:
Old  :        36:        24         25          .          4          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  :                 62.8       56.9       77.6       76.4       41.7       33.6       47.0       42.0
Old  :                 62.8       56.9       77.6       76.4       41.7       33.6       47.0       42.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,519:     5,895      7,763      1,440         30        264          0          0          0        149         95        188:      583       179
Old  :     8,519:     5,895      7,763      1,440         30        264          0          0          0        149         95        188:      583       179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       381:       488        470        160          0       -116          0          0          0        -10         95         60:     -201      -128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       91.1       16.9        0.4        3.1        0.0        0.0        0.0        1.7        1.1        2.2:      6.8       2.1
Old  :     100.0:      69.2       91.1       16.9        0.4        3.1        0.0        0.0        0.0        1.7        1.1        2.2:      6.8       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  :        42:        25         25          5          .          5          0          0          0          .          .          .:
Old  :        42:        25         25          5          .          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  :                 33.1       48.1       48.9       68.0       23.1       41.6       35.2       52.9
Old  :                 33.1       48.1       48.9       68.0       23.1       41.6       35.2       52.9
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    36,763:    34,530     25,263        186      9,915        322          0          0          0        902        663        145:      678       455
Old  :    36,763:    34,530     25,263        186      9,915        322          0          0          0        902        663        145:      678       455
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       624:       257        236        137        138       -130          0          0          0        -70        -50         50:      380       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       68.7        0.5       27.0        0.9        0.0        0.0        0.0        2.5        1.8        0.4:      1.8       1.2
Old  :     100.0:      93.9       68.7        0.5       27.0        0.9        0.0        0.0        0.0        2.5        1.8        0.4:      1.8       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  :        60:        30         37          .          6          .          0          0          0          .          .          .:
Old  :        60:        30         37          .          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  :                 64.8       42.5       74.7       54.6       63.7       41.2       72.0       53.3
Old  :                 64.8       42.5       74.7       54.6       63.7       41.2       72.0       53.3
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    50,783:    32,431     43,214      9,963        704      2,739        105        605          0      2,192        136      2,427:      926       958
Old  :    50,783:    32,431     43,214      9,963        704      2,739        105        605          0      2,192        136      2,427:      926       958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       682:       396        974        548        120       -584          0        -95          0        -81        -41        148:      255       160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       85.1       19.6        1.4        5.4        0.2        1.2        0.0        4.3        0.3        4.8:      1.8       1.9
Old  :     100.0:      63.9       85.1       19.6        1.4        5.4        0.2        1.2        0.0        4.3        0.3        4.8:      1.8       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  :        87:        54         52         10          .          9          .          .          0          7          5         10:
Old  :        87:        54         52         10          .          9          .          .          0          7          5         10:
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  :                 24.3       50.9       36.9       61.1       20.6       46.7       29.9       52.7
Old  :                 24.3       50.9       36.9       61.1       20.6       46.7       29.9       52.7
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     1,901:       894      1,357        181          0        145          0          0          0         87          0         51:      543       348
Old  :     1,901:       894      1,357        181          0        145          0          0          0         87          0         51:      543       348
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :       160:       141         43         -8          0         76          0          0          0          0          0         10:      -59        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.0       71.4        9.5        0.0        7.6        0.0        0.0        0.0        4.6        0.0        2.7:     28.6      18.3
Old  :     100.0:      47.0       71.4        9.5        0.0        7.6        0.0        0.0        0.0        4.6        0.0        2.7:     28.6      18.3
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  :        23:        14         15          .          0          .          0          0          0          .          0          .:
Old  :        23:        14         15          .          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  :                 33.8       41.8       52.3       58.9       26.0       38.6       37.9       53.2
Old  :                 33.8       41.8       52.3       58.9       26.0       38.6       37.9       53.2
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     3,841:     2,762      2,691         52          0        154          0          0          0         23         31        163:      687       802
Old  :     3,841:     2,762      2,691         52          0        154          0          0          0         23         31        163:      687       802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :        75:        63        -21         37         -5        -18          0          0          0          0        -10         -2:       -5       131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       70.1        1.4        0.0        4.0        0.0        0.0        0.0        0.6        0.8        4.2:     17.9      20.9
Old  :     100.0:      71.9       70.1        1.4        0.0        4.0        0.0        0.0        0.0        0.6        0.8        4.2:     17.9      20.9
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  :        26:        20         21          .          0          .          0          0          0          .          .          .:
Old  :        26:        20         21          .          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  :                 40.9       34.5       56.3       51.3       31.9       28.0       39.7       36.5
Old  :                 40.9       34.5       56.3       51.3       31.9       28.0       39.7       36.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    57,039:    54,602     30,149        512     25,449      1,003          0          0          0        699         30        108:      115       300
Old  :    57,039:    54,602     30,149        512     25,449      1,003          0          0          0        699         30        108:      115       300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,355:       983      1,455        232       -253        140          0          0          0        -13          0         13:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       52.9        0.9       44.6        1.8        0.0        0.0        0.0        1.2        0.1        0.2:      0.2       0.5
Old  :     100.0:      95.7       52.9        0.9       44.6        1.8        0.0        0.0        0.0        1.2        0.1        0.2:      0.2       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  :        60:        42         37          .          6          .          0          0          0          .          .          .:
Old  :        60:        42         37          .          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  :                 59.6       49.8       74.5       73.0       53.0       47.7       62.4       62.8
Old  :                 59.6       49.8       74.5       73.0       53.0       47.7       62.4       62.8
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   132,461:   108,826    108,826     12,501     10,271      3,783        795      2,674        360      2,634      2,930      2,650:      912       967
Old  :   132,461:   108,826    108,826     12,501     10,271      3,783        795      2,674        360      2,634      2,930      2,650:      912       967
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,434:     2,747      1,788       -601        429       -135         11        -55        234        -12         -9        176:       14         6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       82.2        9.4        7.8        2.9        0.6        2.0        0.3        2.0        2.2        2.0:      0.7       0.7
Old  :     100.0:      82.2       82.2        9.4        7.8        2.9        0.6        2.0        0.3        2.0        2.2        2.0:      0.7       0.7
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  :       115:        71         64         10          6          8          .          4          .          4          9         10:
Old  :       115:        71         64         10          6          8          .          4          .          4          9         10:
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  :                 22.9       35.7       38.3       49.1       16.7       28.5       27.9       36.5
Old  :                 22.9       35.7       38.3       49.1       16.7       28.5       27.9       36.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    40,112:    22,968     24,849      9,192     11,144      3,281      2,544         75          0      1,864        315          0:      263       448
Old  :    40,112:    22,968     24,849      9,192     11,144      3,281      2,544         75          0      1,864        315          0:      263       448
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     2,269:     2,625      1,370       -120      1,165       -246          0        -85          0          0         90          0:       10       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       61.9       22.9       27.8        8.2        6.3        0.2        0.0        4.6        0.8        0.0:      0.7       1.1
Old  :     100.0:      57.3       61.9       22.9       27.8        8.2        6.3        0.2        0.0        4.6        0.8        0.0:      0.7       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  :        43:        22         22          .          6          4          .          .          0          .          .          0:
Old  :        43:        22         22          .          6          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  :                 49.0       53.6       68.7       81.7       41.4       47.1       59.3       65.5
Old  :                 49.0       53.6       68.7       81.7       41.4       47.1       59.3       65.5
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    55,577:    46,850     37,803        961     13,533      1,191      3,055        600          0      1,405        524      1,224:      891       702
Old  :    55,577:    46,850     37,803        961     13,533      1,191      3,055        600          0      1,405        524      1,224:      891       702
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,779:     1,972      2,157         20        112        -38        255       -105          0        -12         15       -425:        7        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       68.0        1.7       24.4        2.1        5.5        1.1        0.0        2.5        0.9        2.2:      1.6       1.3
Old  :     100.0:      84.3       68.0        1.7       24.4        2.1        5.5        1.1        0.0        2.5        0.9        2.2:      1.6       1.3
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  :        85:        47         47          4          6          .          .          .          0          8          .          7:
Old  :        85:        47         47          4          6          .          .          .          0          8          .          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  :                 36.9       36.1       52.6       51.7       25.7       23.6       35.8       35.0
Old  :                 36.9       36.1       52.6       51.7       25.7       23.6       35.8       35.0
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    38,612:    33,384     27,656      1,491      7,857      1,961        900         50          0        391        175        365:      120       548
Old  :    38,612:    33,384     27,656      1,491      7,857      1,961        900         50          0        391        175        365:      120       548
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,844:     1,666      1,966        110       -115        -30          0          0          0        150        110        -52:        0       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       71.6        3.9       20.3        5.1        2.3        0.1        0.0        1.0        0.5        0.9:      0.3       1.4
Old  :     100.0:      86.5       71.6        3.9       20.3        5.1        2.3        0.1        0.0        1.0        0.5        0.9:      0.3       1.4
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  :        54:        31         35          .          5          6          .          .          0          4          .          .:
Old  :        54:        31         35          .          5          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  :                 64.6       42.8       74.8       58.3       44.3       24.1       50.4       35.1
Old  :                 64.6       42.8       74.8       58.3       44.3       24.1       50.4       35.1
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, May 12, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    21,861:    17,002     17,772      2,502      1,711        906          0          0          0          0        509        496:      955       467
Old  :    21,861:    17,002     17,772      2,502      1,711        906          0          0          0          0        509        496:      955       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2020                                                                      :
     :     1,066:       884      1,029        189       -311         49          0          0          0         -3         63         16:      -69       220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       81.3       11.4        7.8        4.1        0.0        0.0        0.0        0.0        2.3        2.3:      4.4       2.1
Old  :     100.0:      77.8       81.3       11.4        7.8        4.1        0.0        0.0        0.0        0.0        2.3        2.3:      4.4       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  :        40:        24         24          6          4          7          0          0          0          0          .          .:
Old  :        40:        24         24          6          4          7          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  :                 44.8       58.1       65.1       74.9       43.3       48.4       55.0       61.0
Old  :                 44.8       58.1       65.1       74.9       43.3       48.4       55.0       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 15, 2020