NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-023391
Disaggregated Commitments of Traders - Futures Only, June 30, 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  : 5,932,810: 3,688,288  1,346,242    596,103  3,778,645    272,528    536,699     27,976    116,271    329,412      9,435    364,034:   29,475    17,679
Old  : 5,932,810: 3,688,288  1,346,242    596,103  3,778,645    272,528    536,699     27,976    116,271    329,412      9,435    364,034:   29,475    17,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :  -253,466:  -178,600    -19,153     -2,880   -149,620    -15,983     -8,981    -14,425     -2,922    -16,592    -21,526    -27,991:      483    -1,846
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       22.7       10.0       63.7        4.6        9.0        0.5        2.0        5.6        0.2        6.1:      0.5       0.3
Old  :     100.0:      62.2       22.7       10.0       63.7        4.6        9.0        0.5        2.0        5.6        0.2        6.1:      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  :       233:       123        112         13         18         23         13          5         15         36          9         36:
Old  :       233:       123        112         13         18         23         13          5         15         36          9         36:
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  :                 25.8       39.9       42.1       58.6       24.0       39.7       37.0       57.4
Old  :                 25.8       39.9       42.1       58.6       24.0       39.7       37.0       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :   230,220:    37,645     11,989     41,574     37,597     97,927      7,560     23,079     34,478      3,393     17,800      6,823:      820       527
Old  :   230,220:    37,645     11,989     41,574     37,597     97,927      7,560     23,079     34,478      3,393     17,800      6,823:      820       527
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :   -26,994:      -685     -1,281     -4,173     -2,292     -3,281     -2,424      4,907     -4,309     -6,816    -15,293     -5,876:      570       431
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4        5.2       18.1       16.3       42.5        3.3       10.0       15.0        1.5        7.7        3.0:      0.4       0.2
Old  :     100.0:      16.4        5.2       18.1       16.3       42.5        3.3       10.0       15.0        1.5        7.7        3.0:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        11          7         10          4         11          .          .          .          .          8          6:
Old  :        43:        11          7         10          4         11          .          .          .          .          8          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       63.1       74.9       81.9       24.8       26.9       31.1       33.2
Old  :                 51.7       63.1       74.9       81.9       24.8       26.9       31.1       33.2
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, June 30, 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  :   276,342:   182,091    242,589     41,416      6,566     18,825          0          0          0      5,979      2,392         62:   27,969     5,908
Old  :   276,342:   182,091    242,589     41,416      6,566     18,825          0          0          0      5,979      2,392         62:   27,969     5,908
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       273:     1,360        -67     -1,788         31        336          0          0          0        155          0         62:      148       -89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       87.8       15.0        2.4        6.8        0.0        0.0        0.0        2.2        0.9        0.0:     10.1       2.1
Old  :     100.0:      65.9       87.8       15.0        2.4        6.8        0.0        0.0        0.0        2.2        0.9        0.0:     10.1       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  :        32:        17         14          5          .          6          0          0          0          .          .          .:
Old  :        32:        17         14          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  :                 66.7       81.8       76.7       91.4       59.9       76.7       69.6       84.1
Old  :                 66.7       81.8       76.7       91.4       59.9       76.7       69.6       84.1
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, June 30, 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  :   160,836:   142,586     84,367          0     63,599      6,244        224          0          0        940         88      1,233:    9,609     5,305
Old  :   160,836:   142,586     84,367          0     63,599      6,244        224          0          0        940         88      1,233:    9,609     5,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,565:     1,510        146          0      1,339       -208        224          0          0        154         88         45:     -160       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       52.5        0.0       39.5        3.9        0.1        0.0        0.0        0.6        0.1        0.8:      6.0       3.3
Old  :     100.0:      88.7       52.5        0.0       39.5        3.9        0.1        0.0        0.0        0.6        0.1        0.8:      6.0       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  :        35:        17         18          0          8          .          .          0          0          .          .          .:
Old  :        35:        17         18          0          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  :                 71.8       43.8       84.4       67.5       66.9       43.2       77.4       66.2
Old  :                 71.8       43.8       84.4       67.5       66.9       43.2       77.4       66.2
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, June 30, 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  :   361,624:   258,834    127,948     35,871    186,405     37,652      6,736          0          0      6,757        372      6,292:    9,482     2,955
Old  :   361,624:   258,834    127,948     35,871    186,405     37,652      6,736          0          0      6,757        372      6,292:    9,482     2,955
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,040:     1,729       -850        351      1,868        -87        288          0          0       -937          0     -1,202:      898     1,311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       35.4        9.9       51.5       10.4        1.9        0.0        0.0        1.9        0.1        1.7:      2.6       0.8
Old  :     100.0:      71.6       35.4        9.9       51.5       10.4        1.9        0.0        0.0        1.9        0.1        1.7:      2.6       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  :        58:        30         27          4          9          6          .          0          0          5          .          .:
Old  :        58:        30         27          4          9          6          .          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       46.8       70.8       73.2       37.4       35.9       46.1       52.2
Old  :                 54.2       46.8       70.8       73.2       37.4       35.9       46.1       52.2
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, June 30, 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  : 1,163,473: 1,111,759     52,473     13,557  1,071,205     21,321        420        436      2,819      1,777     11,256      1,521:   10,299     2,442
Old  : 1,163,473: 1,111,759     52,473     13,557  1,071,205     21,321        420        436      2,819      1,777     11,256      1,521:   10,299     2,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     6,226:     6,320      3,511        844      2,684       -359       -299        436         92        526        666       -217:     -681      -587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.6        4.5        1.2       92.1        1.8        0.0        0.0        0.2        0.2        1.0        0.1:      0.9       0.2
Old  :     100.0:      95.6        4.5        1.2       92.1        1.8        0.0        0.0        0.2        0.2        1.0        0.1:      0.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        30         16          .         10          8          .          .          .          .          .          .:
Old  :        51:        30         16          .         10          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       60.6       68.5       90.3       47.2       60.3       67.1       88.5
Old  :                 48.0       60.6       68.5       90.3       47.2       60.3       67.1       88.5
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, June 30, 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  :   413,330:   298,886    272,471     65,483     95,902     38,536          0        224          0      2,542         29        996:    6,887     5,172
Old  :   413,330:   298,886    272,471     65,483     95,902     38,536          0        224          0      2,542         29        996:    6,887     5,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,142:     2,339      2,046        544     -1,113        123          0          0          0       -401         29       -610:      147     1,667
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       65.9       15.8       23.2        9.3        0.0        0.1        0.0        0.6        0.0        0.2:      1.7       1.3
Old  :     100.0:      72.3       65.9       15.8       23.2        9.3        0.0        0.1        0.0        0.6        0.0        0.2:      1.7       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  :        60:        35         30          6          8          8          0          .          0          .          .          .:
Old  :        60:        35         30          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  :                 48.9       51.4       66.5       67.8       48.9       46.8       63.5       58.0
Old  :                 48.9       51.4       66.5       67.8       48.9       46.8       63.5       58.0
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, June 30, 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  :   587,393:   514,655    404,713     30,821    148,169     28,133        300          0          0        177        303        465:   12,842     5,610
Old  :   587,393:   514,655    404,713     30,821    148,169     28,133        300          0          0        177        303        465:   12,842     5,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    13,207:    11,475     10,438        766      1,977        733        -80          0          0        125         55         93:       95       -89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       68.9        5.2       25.2        4.8        0.1        0.0        0.0        0.0        0.1        0.1:      2.2       1.0
Old  :     100.0:      87.6       68.9        5.2       25.2        4.8        0.1        0.0        0.0        0.0        0.1        0.1:      2.2       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  :        63:        29         36          .         10          6          .          0          0          .          .          .:
Old  :        63:        29         36          .         10          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       40.8       72.1       63.2       54.7       36.6       69.0       56.6
Old  :                 55.4       40.8       72.1       63.2       54.7       36.6       69.0       56.6
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, June 30, 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  :   478,193:   351,730    126,487     90,991    318,051     21,520      2,034      2,337          0          0        185         62:   11,856     9,551
Old  :   478,193:   351,730    126,487     90,991    318,051     21,520      2,034      2,337          0          0        185         62:   11,856     9,551
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    15,849:    20,638     15,192       -307      1,656     -1,315          0          0          0          0        185         62:   -3,229        69
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       26.5       19.0       66.5        4.5        0.4        0.5        0.0        0.0        0.0        0.0:      2.5       2.0
Old  :     100.0:      73.6       26.5       19.0       66.5        4.5        0.4        0.5        0.0        0.0        0.0        0.0:      2.5       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        28         22          5         10          9          .          .          0          0          .          .:
Old  :        51:        28         22          5         10          9          .          .          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  :                 40.6       60.1       59.9       78.1       37.9       57.3       55.2       70.5
Old  :                 40.6       60.1       59.9       78.1       37.9       57.3       55.2       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :   106,115:    87,288     87,997      9,613      7,018      3,525          0          0          0        248      5,392          0:    5,441     2,183
Old  :   106,115:    87,288     87,997      9,613      7,018      3,525          0          0          0        248      5,392          0:    5,441     2,183
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       933:     1,157      1,465       -244          0        181          0          0          0        248        461        -74:     -335    -1,100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       82.9        9.1        6.6        3.3        0.0        0.0        0.0        0.2        5.1        0.0:      5.1       2.1
Old  :     100.0:      82.3       82.9        9.1        6.6        3.3        0.0        0.0        0.0        0.2        5.1        0.0:      5.1       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  :        29:        16         18          .          .          .          0          0          0          .          .          0:
Old  :        29:        16         18          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       44.3       88.5       69.0       71.8       40.5       77.7       62.5
Old  :                 75.1       44.3       88.5       69.0       71.8       40.5       77.7       62.5
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, June 30, 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  :    28,091:    26,427     24,844        959      2,008         92          0          0          0          0        511          0:      613       636
Old  :    28,091:    26,427     24,844        959      2,008         92          0          0          0          0        511          0:      613       636
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       713:       651        868        -31          0          0          0          0          0          0         31          0:       93      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       88.4        3.4        7.1        0.3        0.0        0.0        0.0        0.0        1.8        0.0:      2.2       2.3
Old  :     100.0:      94.1       88.4        3.4        7.1        0.3        0.0        0.0        0.0        0.0        1.8        0.0:      2.2       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         12          .          .          .          0          0          0          0          .          0:
Old  :        26:        12         12          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       60.7       88.3       85.1       66.5       60.7       82.4       81.6
Old  :                 72.4       60.7       88.3       85.1       66.5       60.7       82.4       81.6
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, June 30, 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  :   330,884:   312,161     47,941      2,292    265,811      4,600          0      2,421          0        159      3,861        275:   11,397     5,975
Old  :   330,884:   312,161     47,941      2,292    265,811      4,600          0      2,421          0        159      3,861        275:   11,397     5,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    -3,138:    -5,019        343         -9     -3,609        -91          0          0          0        159        581        120:    1,702      -482
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.3       14.5        0.7       80.3        1.4        0.0        0.7        0.0        0.0        1.2        0.1:      3.4       1.8
Old  :     100.0:      94.3       14.5        0.7       80.3        1.4        0.0        0.7        0.0        0.0        1.2        0.1:      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  :        44:        24         18          .         11          5          0          .          0          .          .          .:
Old  :        44:        24         18          .         11          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  :                 68.9       59.8       81.1       78.1       66.8       59.2       76.0       77.0
Old  :                 68.9       59.8       81.1       78.1       66.8       59.2       76.0       77.0
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, June 30, 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  :   188,959:   162,621     29,264      2,638    137,759     16,520          0          0          0          0          0          0:    7,180     5,416
Old  :   188,959:   162,621     29,264      2,638    137,759     16,520          0          0          0          0          0          0:    7,180     5,416
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,562:     2,497       -297        190      2,034       -120          0          0          0          0          0          0:   -1,005       -55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       15.5        1.4       72.9        8.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.8       2.9
Old  :     100.0:      86.1       15.5        1.4       72.9        8.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.8       2.9
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  :        35:        21         12          .         11          5          0          0          0          0          0          0:
Old  :        35:        21         12          .         11          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  :                 54.6       56.7       69.8       79.1       53.9       54.0       68.3       73.5
Old  :                 54.6       56.7       69.8       79.1       53.9       54.0       68.3       73.5
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, June 30, 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  :   295,616:   281,797    268,180      1,754     19,748      5,822          0          0          0      1,230          0          0:    5,013     1,866
Old  :   295,616:   281,797    268,180      1,754     19,748      5,822          0          0          0      1,230          0          0:    5,013     1,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       311:       249        900        124       -599       -328          0          0          0          0          0          0:      266       338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.3       90.7        0.6        6.7        2.0        0.0        0.0        0.0        0.4        0.0        0.0:      1.7       0.6
Old  :     100.0:      95.3       90.7        0.6        6.7        2.0        0.0        0.0        0.0        0.4        0.0        0.0:      1.7       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         18          .          6          .          0          0          0          .          0          0:
Old  :        38:        20         18          .          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  :                 58.8       79.9       80.0       91.1       56.5       76.8       77.6       86.6
Old  :                 58.8       79.9       80.0       91.1       56.5       76.8       77.6       86.6
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, June 30, 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  :    48,680:    17,797     46,165     18,859      1,395          0        810        310          0      9,102        480          0:    2,112       330
Old  :    48,680:    17,797     46,165     18,859      1,395          0        810        310          0      9,102        480          0:    2,112       330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     3,034:     1,085      2,475        368        775          0        119          0          0      1,209          0          0:      253      -216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       94.8       38.7        2.9        0.0        1.7        0.6        0.0       18.7        1.0        0.0:      4.3       0.7
Old  :     100.0:      36.6       94.8       38.7        2.9        0.0        1.7        0.6        0.0       18.7        1.0        0.0:      4.3       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  :        41:        18         18          .          .          0          .          .          0          4          .          0:
Old  :        41:        18         18          .          .          0          .          .          0          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  :                 54.1       56.7       72.8       79.4       54.1       56.7       70.2       75.1
Old  :                 54.1       56.7       72.8       79.4       54.1       56.7       70.2       75.1
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, June 30, 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  :   606,253:   499,763    150,350     35,935    393,183     42,202      3,817        837        431     10,542      4,289      6,436:    7,127     8,525
Old  :   606,253:   499,763    150,350     35,935    393,183     42,202      3,817        837        431     10,542      4,289      6,436:    7,127     8,525
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     9,543:     7,152      2,584      1,388      5,487       -554        -74         61        -92      1,251        741        469:        3       847
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       24.8        5.9       64.9        7.0        0.6        0.1        0.1        1.7        0.7        1.1:      1.2       1.4
Old  :     100.0:      82.4       24.8        5.9       64.9        7.0        0.6        0.1        0.1        1.7        0.7        1.1:      1.2       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  :        77:        43         28          4         12         11          .          .          .          6          5          5:
Old  :        77:        43         28          4         12         11          .          .          .          6          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       48.1       47.0       69.7       26.5       47.7       44.0       65.8
Old  :                 26.7       48.1       47.0       69.7       26.5       47.7       44.0       65.8
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, June 30, 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  :   206,115:   116,054     94,276     43,136     63,587     43,703          0          0          0        279          0          0:    2,943     4,549
Old  :   206,115:   116,054     94,276     43,136     63,587     43,703          0          0          0        279          0          0:    2,943     4,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,068:       684        414        -60        503        241          0          0          0        279          0          0:      -76       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       45.7       20.9       30.9       21.2        0.0        0.0        0.0        0.1        0.0        0.0:      1.4       2.2
Old  :     100.0:      56.3       45.7       20.9       30.9       21.2        0.0        0.0        0.0        0.1        0.0        0.0:      1.4       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  :        25:        15         13          4          4          8          0          0          0          .          0          0:
Old  :        25:        15         13          4          4          8          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  :                 57.6       77.7       83.8       91.1       45.7       60.0       62.2       64.7
Old  :                 57.6       77.7       83.8       91.1       45.7       60.0       62.2       64.7
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, June 30, 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  :   148,638:   104,800     80,592     19,720     42,697     20,391          0          0          0          0          0          0:    3,727     4,958
Old  :   148,638:   104,800     80,592     19,720     42,697     20,391          0          0          0          0          0          0:    3,727     4,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,151:      -786         32       -516       -667      1,926          0          0          0          0          0          0:    1,527       860
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       54.2       13.3       28.7       13.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.5       3.3
Old  :     100.0:      70.5       54.2       13.3       28.7       13.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.5       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  :        25:        15          9          .          7          6          0          0          0          0          0          0:
Old  :        25:        15          9          .          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  :                 71.7       69.3       86.8       85.1       60.0       63.5       73.8       75.8
Old  :                 71.7       69.3       86.8       85.1       60.0       63.5       73.8       75.8
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, June 30, 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  :   237,122:   108,182    206,043     90,720     19,693      8,667     12,648          0          0     12,748      1,333        644:    3,513       742
Old  :   237,122:   108,182    206,043     90,720     19,693      8,667     12,648          0          0     12,748      1,333        644:    3,513       742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    29,824:    10,740     26,916      4,321      1,466      1,215     12,648          0          0      4,564      1,030         55:   -3,719      -858
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       86.9       38.3        8.3        3.7        5.3        0.0        0.0        5.4        0.6        0.3:      1.5       0.3
Old  :     100.0:      45.6       86.9       38.3        8.3        3.7        5.3        0.0        0.0        5.4        0.6        0.3:      1.5       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  :        74:        23         35          9          4          4          4          0          0          6          .          .:
Old  :        74:        23         35          9          4          4          4          0          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       57.2       61.4       75.0       44.7       52.5       58.6       67.2
Old  :                 45.7       57.2       61.4       75.0       44.7       52.5       58.6       67.2
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, June 30, 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  :   261,923:   105,079    230,882     94,834     20,765      5,965     24,988          0          0     29,384      2,020        644:    1,029     1,647
Old  :   261,923:   105,079    230,882     94,834     20,765      5,965     24,988          0          0     29,384      2,020        644:    1,029     1,647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    31,963:    11,370     28,686      2,370      1,739        601     12,886          0          0      5,171        992          0:     -435       -55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.1       88.1       36.2        7.9        2.3        9.5        0.0        0.0       11.2        0.8        0.2:      0.4       0.6
Old  :     100.0:      40.1       88.1       36.2        7.9        2.3        9.5        0.0        0.0       11.2        0.8        0.2:      0.4       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        80:        28         37          9          4          .          6          0          0          7          .          .:
Old  :        80:        28         37          9          4          .          6          0          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       53.6       62.9       65.7       43.1       51.9       60.0       62.7
Old  :                 45.3       53.6       62.9       65.7       43.1       51.9       60.0       62.7
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, June 30, 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  :   139,632:   123,260    101,659     10,554     33,237      3,060          0          0          0          0          0          0:    2,758     1,676
Old  :   139,632:   123,260    101,659     10,554     33,237      3,060          0          0          0          0          0          0:    2,758     1,676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :    10,964:     9,843      7,897      1,427      3,466       -217          0          0          0          0       -248          0:      -89        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       72.8        7.6       23.8        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       1.2
Old  :     100.0:      88.3       72.8        7.6       23.8        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       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  :        41:        18         23          .          5          .          0          0          0          0          0          0:
Old  :        41:        18         23          .          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  :                 56.0       54.9       76.9       78.6       44.8       53.6       65.4       69.9
Old  :                 56.0       54.9       76.9       78.6       44.8       53.6       65.4       69.9
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, June 30, 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  :    40,920:    15,927     37,564     23,545      1,915          0          0          0          0        620      1,224          0:      828       217
Old  :    40,920:    15,927     37,564     23,545      1,915          0          0          0          0        620      1,224          0:      828       217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,201:     1,829      2,010        372        527          0          0          0          0          0          0          0:        0      -336
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.9       91.8       57.5        4.7        0.0        0.0        0.0        0.0        1.5        3.0        0.0:      2.0       0.5
Old  :     100.0:      38.9       91.8       57.5        4.7        0.0        0.0        0.0        0.0        1.5        3.0        0.0:      2.0       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  :        31:        11         16          4          .          0          0          0          0          .          .          0:
Old  :        31:        11         16          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  :                 66.3       73.2       85.2       87.8       66.0       73.2       84.9       87.3
Old  :                 66.3       73.2       85.2       87.8       66.0       73.2       84.9       87.3
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, June 30, 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  :   294,298:   192,083    190,406     78,285     76,611     16,402      1,932        620        110      1,290        814        843:    3,353     8,492
Old  :   294,298:   192,083    190,406     78,285     76,611     16,402      1,932        620        110      1,290        814        843:    3,353     8,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :      -966:    -1,497     -2,196       -157         94        304          0          0          0       -245        542       -181:      810       471
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       64.7       26.6       26.0        5.6        0.7        0.2        0.0        0.4        0.3        0.3:      1.1       2.9
Old  :     100.0:      65.3       64.7       26.6       26.0        5.6        0.7        0.2        0.0        0.4        0.3        0.3:      1.1       2.9
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  :        53:        32         31          5          6          5          .          .          .          .          .          .:
Old  :        53:        32         31          5          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  :                 47.9       30.6       68.2       52.1       43.4       28.6       63.3       45.9
Old  :                 47.9       30.6       68.2       52.1       43.4       28.6       63.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                                                              Code-0233AT
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :   116,471:   115,745    113,837        420      1,200          0          0          0          0          0          0          0:      306     1,434
Old  :   116,471:   115,745    113,837        420      1,200          0          0          0          0          0          0          0:      306     1,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     3,374:     3,467      3,157          0          0          0          0          0          0          0          0          0:      -93       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      99.4       97.7        0.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       1.2
Old  :     100.0:      99.4       97.7        0.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         16          .          .          0          0          0          0          0          0          0:
Old  :        25:        14         16          .          .          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  :                 89.8       83.6       96.5       93.4       89.8       81.6       93.9       90.3
Old  :                 89.8       83.6       96.5       93.4       89.8       81.6       93.9       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :    13,722:     6,420     12,708      5,210          0          0          0          0          0          0        279          0:    2,092       735
Old  :    13,722:     6,420     12,708      5,210          0          0          0          0          0          0        279          0:    2,092       735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       92.6       38.0        0.0        0.0        0.0        0.0        0.0        0.0        2.0        0.0:     15.2       5.4
Old  :     100.0:      46.8       92.6       38.0        0.0        0.0        0.0        0.0        0.0        0.0        2.0        0.0:     15.2       5.4
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  :        20:        10         13          .          0          0          0          0          0          0          .          0:
Old  :        20:        10         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  :                 67.2       50.2       80.1       79.2       65.2       49.1       71.8       73.9
Old  :                 67.2       50.2       80.1       79.2       65.2       49.1       71.8       73.9
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, June 30, 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  :   115,035:    89,480     63,873      4,788     33,435      6,860          0          0          0      1,554        112        255:   12,098    10,500
Old  :   115,035:    89,480     63,873      4,788     33,435      6,860          0          0          0      1,554        112        255:   12,098    10,500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       231:        93        107          0          0          0          0          0          0          0          0          0:      138       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       55.5        4.2       29.1        6.0        0.0        0.0        0.0        1.4        0.1        0.2:     10.5       9.1
Old  :     100.0:      77.8       55.5        4.2       29.1        6.0        0.0        0.0        0.0        1.4        0.1        0.2:     10.5       9.1
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  :        28:        13         16          .          .          5          0          0          0          .          .          .:
Old  :        28:        13         16          .          .          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  :                 67.1       51.8       80.3       75.3       62.1       46.5       69.5       63.5
Old  :                 67.1       51.8       80.3       75.3       62.1       46.5       69.5       63.5
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, June 30, 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  :   251,408:   239,208    171,924      3,995     65,947      2,893          0          0          0          0      1,469      1,408:    3,904     7,767
Old  :   251,408:   239,208    171,924      3,995     65,947      2,893          0          0          0          0      1,469      1,408:    3,904     7,767
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     3,718:     4,383      2,393         31       -186          0          0          0          0          0      1,211        -93:     -603       393
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.1       68.4        1.6       26.2        1.2        0.0        0.0        0.0        0.0        0.6        0.6:      1.6       3.1
Old  :     100.0:      95.1       68.4        1.6       26.2        1.2        0.0        0.0        0.0        0.0        0.6        0.6:      1.6       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        27         25          .          6          .          0          0          0          0          4          .:
Old  :        45:        27         25          .          6          .          0          0          0          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  :                 53.9       41.2       79.3       62.6       48.4       35.5       62.6       49.8
Old  :                 53.9       41.2       79.3       62.6       48.4       35.5       62.6       49.8
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, June 30, 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  :   193,902:   140,828    183,566     33,134          0      7,254          0        288          0          0        372          0:   12,686     2,422
Old  :   193,902:   140,828    183,566     33,134          0      7,254          0        288          0          0        372          0:   12,686     2,422
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :      -206:     1,794       -703        273          0       -151          0        288          0          0        372          0:   -2,122       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       94.7       17.1        0.0        3.7        0.0        0.1        0.0        0.0        0.2        0.0:      6.5       1.2
Old  :     100.0:      72.6       94.7       17.1        0.0        3.7        0.0        0.1        0.0        0.0        0.2        0.0:      6.5       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  :        29:        17         16          4          0          .          0          .          0          0          .          0:
Old  :        29:        17         16          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  :                 53.0       71.2       74.4       88.9       49.8       68.9       65.9       80.2
Old  :                 53.0       71.2       74.4       88.9       49.8       68.9       65.9       80.2
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, June 30, 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  :    99,940:    65,454     69,722     22,579     15,281      7,430          0          0          0        616        403          0:    3,861     7,104
Old  :    99,940:    65,454     69,722     22,579     15,281      7,430          0          0          0        616        403          0:    3,861     7,104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       654:       285        248        338       -302          0          0          0          0          0        403          0:       31       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       69.8       22.6       15.3        7.4        0.0        0.0        0.0        0.6        0.4        0.0:      3.9       7.1
Old  :     100.0:      65.5       69.8       22.6       15.3        7.4        0.0        0.0        0.0        0.6        0.4        0.0:      3.9       7.1
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  :        24:        12         10          5          .          5          0          0          0          .          .          0:
Old  :        24:        12         10          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  :                 52.8       63.5       73.4       84.7       46.2       55.1       64.0       68.1
Old  :                 52.8       63.5       73.4       84.7       46.2       55.1       64.0       68.1
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, June 30, 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  :    59,638:    51,532     51,517      6,486      6,237          0          0          0          0          0          0          0:    1,620     1,884
Old  :    59,638:    51,532     51,517      6,486      6,237          0          0          0          0          0          0          0:    1,620     1,884
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       434:       465        -62       -124        155          0          0          0          0          0          0          0:       93       341
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       86.4       10.9       10.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       3.2
Old  :     100.0:      86.4       86.4       10.9       10.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         11          .          .          0          0          0          0          0          0          0:
Old  :        26:        17         11          .          .          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  :                 58.0       87.2       76.7       95.3       54.4       85.7       73.1       91.5
Old  :                 58.0       87.2       76.7       95.3       54.4       85.7       73.1       91.5
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, June 30, 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  :   215,750:   164,696    161,963     29,810     34,600     10,377          0          0          0      2,515          0          0:    8,352     8,810
Old  :   215,750:   164,696    161,963     29,810     34,600     10,377          0          0          0      2,515          0          0:    8,352     8,810
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :      -866:      -791         59      1,434       -214       -856          0          0          0         60          0          0:     -713       145
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       75.1       13.8       16.0        4.8        0.0        0.0        0.0        1.2        0.0        0.0:      3.9       4.1
Old  :     100.0:      76.3       75.1       13.8       16.0        4.8        0.0        0.0        0.0        1.2        0.0        0.0:      3.9       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         13          .          4          .          0          0          0          .          0          0:
Old  :        27:        11         13          .          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  :                 75.3       63.6       93.3       80.1       70.6       63.3       85.3       76.5
Old  :                 75.3       63.6       93.3       80.1       70.6       63.3       85.3       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :   178,358:   128,881    114,260     21,486     37,969     14,167          0          0          0      6,868      2,624        116:    6,840     9,222
Old  :   178,358:   128,881    114,260     21,486     37,969     14,167          0          0          0      6,868      2,624        116:    6,840     9,222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       598:       152         59        172        549        175          0          0          0         31        -94        -30:       98       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       64.1       12.0       21.3        7.9        0.0        0.0        0.0        3.9        1.5        0.1:      3.8       5.2
Old  :     100.0:      72.3       64.1       12.0       21.3        7.9        0.0        0.0        0.0        3.9        1.5        0.1:      3.8       5.2
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  :        49:        23         20          5          8          7          0          0          0          .          4          .:
Old  :        49:        23         20          5          8          7          0          0          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  :                 48.4       47.4       62.4       65.5       42.3       44.5       56.3       62.6
Old  :                 48.4       47.4       62.4       65.5       42.3       44.5       56.3       62.6
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, June 30, 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  :    72,707:    47,079     68,091     18,945          0      3,052          0          0          0      1,795          0          0:    1,836     1,564
Old  :    72,707:    47,079     68,091     18,945          0      3,052          0          0          0      1,795          0          0:    1,836     1,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     5,898:     6,208      6,231       -589          0        124          0          0          0        431          0          0:     -276      -457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       93.7       26.1        0.0        4.2        0.0        0.0        0.0        2.5        0.0        0.0:      2.5       2.2
Old  :     100.0:      64.8       93.7       26.1        0.0        4.2        0.0        0.0        0.0        2.5        0.0        0.0:      2.5       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  :        29:        12         18          .          0          .          0          0          0          .          0          0:
Old  :        29:        12         18          .          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  :                 81.4       63.2       91.0       77.7       74.9       63.2       83.2       76.1
Old  :                 81.4       63.2       91.0       77.7       74.9       63.2       83.2       76.1
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, June 30, 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  :   259,410:   196,096    144,771     25,386     84,308     21,848      1,093          0          0      4,890        776      1,475:    8,622     6,232
Old  :   259,410:   196,096    144,771     25,386     84,308     21,848      1,093          0          0      4,890        776      1,475:    8,622     6,232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       849:       384       -110       -302       -283        342          0          0          0       -151        776        154:      422       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       55.8        9.8       32.5        8.4        0.4        0.0        0.0        1.9        0.3        0.6:      3.3       2.4
Old  :     100.0:      75.6       55.8        9.8       32.5        8.4        0.4        0.0        0.0        1.9        0.3        0.6:      3.3       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  :        48:        26         25          .          9          7          .          0          0          .          .          .:
Old  :        48:        26         25          .          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  :                 47.0       46.3       70.1       61.8       45.7       43.7       65.1       56.3
Old  :                 47.0       46.3       70.1       61.8       45.7       43.7       65.1       56.3
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, June 30, 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  :   144,143:    94,652     92,760     18,697     18,526     26,992          0        988        105          0      2,542          0:    3,697     2,230
Old  :   144,143:    94,652     92,760     18,697     18,526     26,992          0        988        105          0      2,542          0:    3,697     2,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,322:      -121        630      1,621       -178      1,104          0          0          0          0          0          0:   -1,282      -234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       64.4       13.0       12.9       18.7        0.0        0.7        0.1        0.0        1.8        0.0:      2.6       1.5
Old  :     100.0:      65.7       64.4       13.0       12.9       18.7        0.0        0.7        0.1        0.0        1.8        0.0:      2.6       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  :        40:        19         20          5          7          7          0          .          .          0          .          0:
Old  :        40:        19         20          5          7          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  :                 48.0       55.1       69.4       72.4       43.0       42.3       53.6       54.7
Old  :                 48.0       55.1       69.4       72.4       43.0       42.3       53.6       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CV
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :    33,592:    18,159     26,985      6,566          0      6,576          0          0          0      1,130          0         31:    1,130         0
Old  :    33,592:    18,159     26,985      6,566          0      6,576          0          0          0      1,130          0         31:    1,130         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,674:     1,674      1,767          0          0          0          0          0          0        -31          0         31:        0      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       80.3       19.5        0.0       19.6        0.0        0.0        0.0        3.4        0.0        0.1:      3.4       0.0
Old  :     100.0:      54.1       80.3       19.5        0.0       19.6        0.0        0.0        0.0        3.4        0.0        0.1:      3.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         6         12          .          0          .          0          0          0          .          0          .:
Old  :        21:         6         12          .          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  :                 82.0       72.5       93.6       94.6       62.4       59.8       73.9       76.2
Old  :                 82.0       72.5       93.6       94.6       62.4       59.8       73.9       76.2
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, June 30, 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  :   162,540:   143,868    134,217      3,426     20,547      3,477      1,116          0          0      2,381      1,712          0:    8,272     2,587
Old  :   162,540:   143,868    134,217      3,426     20,547      3,477      1,116          0          0      2,381      1,712          0:    8,272     2,587
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,092:     2,041      1,964        -31          0          0        496          0          0        403          0          0:     -817       128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       82.6        2.1       12.6        2.1        0.7        0.0        0.0        1.5        1.1        0.0:      5.1       1.6
Old  :     100.0:      88.5       82.6        2.1       12.6        2.1        0.7        0.0        0.0        1.5        1.1        0.0:      5.1       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  :        37:        15         18          .          4          .          .          0          0          .          .          0:
Old  :        37:        15         18          .          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  :                 72.2       56.3       82.7       75.2       56.0       48.9       65.6       62.8
Old  :                 72.2       56.3       82.7       75.2       56.0       48.9       65.6       62.8
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, June 30, 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  :    45,181:    39,234     30,665        527      9,271      3,136          0          0          0          0          0          0:    2,284     2,109
Old  :    45,181:    39,234     30,665        527      9,271      3,136          0          0          0          0          0          0:    2,284     2,109
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       186:       248        213       -187         30        -30          0          0          0          0          0          0:      155       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       67.9        1.2       20.5        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      5.1       4.7
Old  :     100.0:      86.8       67.9        1.2       20.5        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      5.1       4.7
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  :        32:        16         15          .          5          .          0          0          0          0          0          0:
Old  :        32:        16         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  :                 61.4       50.5       80.2       71.9       59.4       50.5       74.0       69.1
Old  :                 61.4       50.5       80.2       71.9       59.4       50.5       74.0       69.1
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, June 30, 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  :   282,792:   235,781     46,935     23,096    221,787     12,215          0          0          0        186      1,085        186:   11,328       584
Old  :   282,792:   235,781     46,935     23,096    221,787     12,215          0          0          0        186      1,085        186:   11,328       584
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,907:     3,153        839       -421      1,334         21          0          0          0          0        775          0:      154       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       16.6        8.2       78.4        4.3        0.0        0.0        0.0        0.1        0.4        0.1:      4.0       0.2
Old  :     100.0:      83.4       16.6        8.2       78.4        4.3        0.0        0.0        0.0        0.1        0.4        0.1:      4.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        29         16          .          6          4          0          0          0          .          .          .:
Old  :        44:        29         16          .          6          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  :                 53.0       59.9       67.4       90.2       50.4       58.0       64.6       87.7
Old  :                 53.0       59.9       67.4       90.2       50.4       58.0       64.6       87.7
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, June 30, 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  :   107,762:    77,860     50,828     13,251     50,526      3,876          0      1,498          0      4,769          0          0:    8,006     1,034
Old  :   107,762:    77,860     50,828     13,251     50,526      3,876          0      1,498          0      4,769          0          0:    8,006     1,034
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       487:       516          0          0        667       -180          0          0          0          0          0          0:      151         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       47.2       12.3       46.9        3.6        0.0        1.4        0.0        4.4        0.0        0.0:      7.4       1.0
Old  :     100.0:      72.3       47.2       12.3       46.9        3.6        0.0        1.4        0.0        4.4        0.0        0.0:      7.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13          9          .          5          .          0          .          0          .          0          0:
Old  :        27:        13          9          .          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  :                 51.0       67.2       68.0       86.0       48.7       67.2       64.6       81.7
Old  :                 51.0       67.2       68.0       86.0       48.7       67.2       64.6       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DW
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :    20,964:    14,775     20,874      4,129          0          0          0          0          0      1,444          0          0:      616        90
Old  :    20,964:    14,775     20,874      4,129          0          0          0          0          0      1,444          0          0:      616        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,519:       837      1,889          0          0          0          0          0          0        558          0          0:      124      -370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       99.6       19.7        0.0        0.0        0.0        0.0        0.0        6.9        0.0        0.0:      2.9       0.4
Old  :     100.0:      70.5       99.6       19.7        0.0        0.0        0.0        0.0        0.0        6.9        0.0        0.0:      2.9       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  :        24:        12         14          .          0          0          0          0          0          .          0          0:
Old  :        24:        12         14          .          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  :                 60.9       61.1       84.5       88.8       60.9       58.6       83.6       85.3
Old  :                 60.9       61.1       84.5       88.8       60.9       58.6       83.6       85.3
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, June 30, 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  :   192,754:   166,185    141,604      3,320     29,105     13,927          0          0          0      1,385        157        246:    7,691     7,715
Old  :   192,754:   166,185    141,604      3,320     29,105     13,927          0          0          0      1,385        157        246:    7,691     7,715
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     4,434:     4,267      4,558       -184         31        -30          0          0          0        153        157        246:      -18      -528
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       73.5        1.7       15.1        7.2        0.0        0.0        0.0        0.7        0.1        0.1:      4.0       4.0
Old  :     100.0:      86.2       73.5        1.7       15.1        7.2        0.0        0.0        0.0        0.7        0.1        0.1:      4.0       4.0
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  :        35:        14         23          .          5          .          0          0          0          .          .          .:
Old  :        35:        14         23          .          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  :                 67.9       43.8       87.0       66.9       64.9       40.8       72.7       59.0
Old  :                 67.9       43.8       87.0       66.9       64.9       40.8       72.7       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                                                                                                        Code-0233ED
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :    24,935:    21,391     23,095      1,575        868          0          0          0          0        279          0          0:    1,690       972
Old  :    24,935:    21,391     23,095      1,575        868          0          0          0          0        279          0          0:    1,690       972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       558:       -62        438          0          0          0          0          0          0        279          0          0:      341       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       92.6        6.3        3.5        0.0        0.0        0.0        0.0        1.1        0.0        0.0:      6.8       3.9
Old  :     100.0:      85.8       92.6        6.3        3.5        0.0        0.0        0.0        0.0        1.1        0.0        0.0:      6.8       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  :        23:         9         13          .          .          0          0          0          0          .          0          0:
Old  :        23:         9         13          .          .          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  :                 71.6       51.7       89.0       81.6       71.6       49.3       88.0       78.4
Old  :                 71.6       51.7       89.0       81.6       71.6       49.3       88.0       78.4
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, June 30, 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  : 1,316,452:   236,556    232,875    215,762    176,973    105,161    257,396    263,775    256,424     57,404    114,398    122,916:   64,833    43,930
Old  : 1,316,452:   236,556    232,875    215,762    176,973    105,161    257,396    263,775    256,424     57,404    114,398    122,916:   64,833    43,930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     4,914:    -9,245     -9,020      5,073      1,579       -811      6,561    -18,154      3,106      3,218     28,604        -95:   -2,893      -295
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.0       17.7       16.4       13.4        8.0       19.6       20.0       19.5        4.4        8.7        9.3:      4.9       3.3
Old  :     100.0:      18.0       17.7       16.4       13.4        8.0       19.6       20.0       19.5        4.4        8.7        9.3:      4.9       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  :       310:        43         39         19         17         30         62         69         72         38         38         55:
Old  :       310:        43         39         19         17         30         62         69         72         38         38         55:
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  :                 17.6       18.9       29.2       33.9       12.1       12.1       20.0       19.1
Old  :                 17.6       18.9       29.2       33.9       12.1       12.1       20.0       19.1
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, June 30, 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  :   290,880:   102,246     97,438     63,718     95,508     27,967      7,435        656     15,442     30,284     19,382     26,771:   17,017     7,716
Old  :   290,880:   102,246     97,438     63,718     95,508     27,967      7,435        656     15,442     30,284     19,382     26,771:   17,017     7,716
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :   -28,396:   -11,602    -10,439    -10,663     -7,561       -824      1,724     -4,305     -1,378     -4,865     -1,080     -2,764:    1,976       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       33.5       21.9       32.8        9.6        2.6        0.2        5.3       10.4        6.7        9.2:      5.9       2.7
Old  :     100.0:      35.2       33.5       21.9       32.8        9.6        2.6        0.2        5.3       10.4        6.7        9.2:      5.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        78:        27         25          7         13         18          5          .          4         12          8         14:
Old  :        78:        27         25          7         13         18          5          .          4         12          8         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       45.2       47.1       59.8       30.0       37.7       41.2       48.3
Old  :                 31.8       45.2       47.1       59.8       30.0       37.7       41.2       48.3
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, June 30, 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  :   121,829:    19,314     22,999     41,290        713     29,998        491     20,848     12,958      2,936     18,356      5,494:    9,348    10,463
Old  :   121,829:    19,314     22,999     41,290        713     29,998        491     20,848     12,958      2,936     18,356      5,494:    9,348    10,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :   -25,285:    -8,423        579     -1,426     -5,000     -4,049        491     -4,420     -4,773     -2,270     -2,202     -4,613:     -222      -807
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       18.9       33.9        0.6       24.6        0.4       17.1       10.6        2.4       15.1        4.5:      7.7       8.6
Old  :     100.0:      15.9       18.9       33.9        0.6       24.6        0.4       17.1       10.6        2.4       15.1        4.5:      7.7       8.6
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  :        50:        12         12         14          .         14          .          6          6          5         10         11:
Old  :        50:        12         12         14          .         14          .          6          6          5         10         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       30.2       57.9       47.4       25.6       18.2       34.8       26.8
Old  :                 35.8       30.2       57.9       47.4       25.6       18.2       34.8       26.8
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, June 30, 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  :   739,893:   339,832    103,403    137,821    480,250    104,240     11,433          0     12,134     94,934     14,570     13,808:   25,691    11,488
Old  :   739,893:   339,832    103,403    137,821    480,250    104,240     11,433          0     12,134     94,934     14,570     13,808:   25,691    11,488
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :   -19,801:   -16,934     -3,684       -651    -22,001      5,413          0          0          0    -10,873        917        151:    3,093      -597
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.9       14.0       18.6       64.9       14.1        1.5        0.0        1.6       12.8        2.0        1.9:      3.5       1.6
Old  :     100.0:      45.9       14.0       18.6       64.9       14.1        1.5        0.0        1.6       12.8        2.0        1.9:      3.5       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  :        50:        18         15          6         13         18          .          0          .          5          .          4:
Old  :        50:        18         15          6         13         18          .          0          .          5          .          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  :                 50.9       53.1       69.4       70.8       48.0       49.7       62.5       64.4
Old  :                 50.9       53.1       69.4       70.8       48.0       49.7       62.5       64.4
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, June 30, 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  :   186,766:    27,096     29,962     79,178     65,786     52,494      2,912      3,763      7,038      8,879     16,757      4,891:    4,278     6,075
Old  :   186,766:    27,096     29,962     79,178     65,786     52,494      2,912      3,763      7,038      8,879     16,757      4,891:    4,278     6,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :   -12,891:      -975     -3,488     -1,681     -3,416     -3,870        600        281     -1,479     -3,119      1,099     -2,181:     -186       163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       16.0       42.4       35.2       28.1        1.6        2.0        3.8        4.8        9.0        2.6:      2.3       3.3
Old  :     100.0:      14.5       16.0       42.4       35.2       28.1        1.6        2.0        3.8        4.8        9.0        2.6:      2.3       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  :        43:         9         10         11          6         17          .          .          4          5          5          6:
Old  :        43:         9         10         11          6         17          .          .          4          5          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       52.3       61.8       69.2       31.1       39.9       43.1       48.6
Old  :                 42.4       52.3       61.8       69.2       31.1       39.9       43.1       48.6
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, June 30, 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  :     5,258:     3,427      3,272        598        377        277          0          0          0        225        415        129:      602       788
Old  :     5,258:     3,427      3,272        598        377        277          0          0          0        225        415        129:      602       788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       381:       327        212          1         25         -1          0          0          0        -20         34         21:       53        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       62.2       11.4        7.2        5.3        0.0        0.0        0.0        4.3        7.9        2.5:     11.4      15.0
Old  :     100.0:      65.2       62.2       11.4        7.2        5.3        0.0        0.0        0.0        4.3        7.9        2.5:     11.4      15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        23         25          .          .          .          0          0          0          .          .          .:
Old  :        34:        23         25          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       33.6       57.9       52.9       26.3       32.5       43.3       44.3
Old  :                 34.0       33.6       57.9       52.9       26.3       32.5       43.3       44.3
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, June 30, 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  :    32,874:    21,813     26,789      6,001      3,225      2,764          0          0          0      1,919          0          0:      377        96
Old  :    32,874:    21,813     26,789      6,001      3,225      2,764          0          0          0      1,919          0          0:      377        96
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       516:       727        428        -15        177       -135        -46          0          0          0          0          0:      -15        46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       81.5       18.3        9.8        8.4        0.0        0.0        0.0        5.8        0.0        0.0:      1.1       0.3
Old  :     100.0:      66.4       81.5       18.3        9.8        8.4        0.0        0.0        0.0        5.8        0.0        0.0:      1.1       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  :        44:        27         32          4          5          6          0          0          0          .          0          0:
Old  :        44:        27         32          4          5          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  :                 43.3       51.2       63.6       67.5       28.1       35.0       42.7       47.4
Old  :                 43.3       51.2       63.6       67.5       28.1       35.0       42.7       47.4
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, June 30, 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  :    26,600:    25,077     22,463        110      2,475        816          0          0          0        239          0        231:      127       615
Old  :    26,600:    25,077     22,463        110      2,475        816          0          0          0        239          0        231:      127       615
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :        50:         0        -10          0        -10          0          0          0          0         10          0        -10:       50        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.3       84.4        0.4        9.3        3.1        0.0        0.0        0.0        0.9        0.0        0.9:      0.5       2.3
Old  :     100.0:      94.3       84.4        0.4        9.3        3.1        0.0        0.0        0.0        0.9        0.0        0.9:      0.5       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         23          .          4          4          0          0          0          .          0          .:
Old  :        37:        23         23          .          4          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  :                 59.3       62.0       77.6       80.1       39.9       40.0       47.1       45.8
Old  :                 59.3       62.0       77.6       80.1       39.9       40.0       47.1       45.8
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, June 30, 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  :    11,540:     8,922      9,834        911          0        608          0          0          0        101        185        373:      625       540
Old  :    11,540:     8,922      9,834        911          0        608          0          0          0        101        185        373:      625       540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,054:       895        737       -168          0        104          0          0          0         10        -10        118:       95       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       85.2        7.9        0.0        5.3        0.0        0.0        0.0        0.9        1.6        3.2:      5.4       4.7
Old  :     100.0:      77.3       85.2        7.9        0.0        5.3        0.0        0.0        0.0        0.9        1.6        3.2:      5.4       4.7
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  :        39:        26         26          5          0          5          0          0          0          .          .          .:
Old  :        39:        26         26          5          0          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       39.5       54.5       56.9       28.2       28.0       36.7       40.0
Old  :                 34.4       39.5       54.5       56.9       28.2       28.0       36.7       40.0
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, June 30, 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  :    35,054:    31,030     22,792          0     10,008      1,162          0          0          0      2,630        649         52:      180       391
Old  :    35,054:    31,030     22,792          0     10,008      1,162          0          0          0      2,630        649         52:      180       391
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,468:       725        684          0        337        297          0          0          0        490        187        -37:       -7         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       65.0        0.0       28.6        3.3        0.0        0.0        0.0        7.5        1.9        0.1:      0.5       1.1
Old  :     100.0:      88.5       65.0        0.0       28.6        3.3        0.0        0.0        0.0        7.5        1.9        0.1:      0.5       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  :        62:        30         35          0          9          .          0          0          0          .          4          .:
Old  :        62:        30         35          0          9          .          0          0          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  :                 65.6       37.4       78.3       53.3       65.6       34.6       77.0       48.1
Old  :                 65.6       37.4       78.3       53.3       65.6       34.6       77.0       48.1
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, June 30, 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  :    54,374:    34,747     44,330     10,166      2,257      3,747        559          0          0      2,322      1,275      2,089:      744       676
Old  :    54,374:    34,747     44,330     10,166      2,257      3,747        559          0          0      2,322      1,275      2,089:      744       676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,055:     1,248      2,754        -74     -1,705      1,053        -40          0          0       -304       -127         89:       83        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       81.5       18.7        4.2        6.9        1.0        0.0        0.0        4.3        2.3        3.8:      1.4       1.2
Old  :     100.0:      63.9       81.5       18.7        4.2        6.9        1.0        0.0        0.0        4.3        2.3        3.8:      1.4       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  :        90:        52         48         10          .          9          .          0          0          5          9         11:
Old  :        90:        52         48         10          .          9          .          0          0          5          9         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       44.4       39.6       55.8       20.9       39.4       31.5       48.0
Old  :                 24.2       44.4       39.6       55.8       20.9       39.4       31.5       48.0
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, June 30, 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  :     2,744:     1,437      1,834        190         68        227          0          0          0         19         35         78:      793       502
Old  :     2,744:     1,437      1,834        190         68        227          0          0          0         19         35         78:      793       502
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       360:       138        261         -7          6         37          0          0          0          0          9         -6:      198        53
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       66.8        6.9        2.5        8.3        0.0        0.0        0.0        0.7        1.3        2.8:     28.9      18.3
Old  :     100.0:      52.4       66.8        6.9        2.5        8.3        0.0        0.0        0.0        0.7        1.3        2.8:     28.9      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  :        26:        13         20          .          .          .          0          0          0          .          .          .:
Old  :        26:        13         20          .          .          .          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  :                 37.6       36.3       55.5       53.8       31.0       34.7       44.2       48.2
Old  :                 37.6       36.3       55.5       53.8       31.0       34.7       44.2       48.2
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, June 30, 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  :     4,284:     3,064      3,013          0          6        140          0          0          0        110         56        320:      650       749
Old  :     4,284:     3,064      3,013          0          6        140          0          0          0        110         56        320:      650       749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       167:       272        164          0        -39         26          0          0          0          0        -28         -9:     -122        53
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       70.3        0.0        0.1        3.3        0.0        0.0        0.0        2.6        1.3        7.5:     15.2      17.5
Old  :     100.0:      71.5       70.3        0.0        0.1        3.3        0.0        0.0        0.0        2.6        1.3        7.5:     15.2      17.5
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  :        31:        24         23          0          .          .          0          0          0          .          .          5:
Old  :        31:        24         23          0          .          .          0          0          0          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       35.0       51.8       50.0       30.2       29.0       40.3       37.3
Old  :                 37.1       35.0       51.8       50.0       30.2       29.0       40.3       37.3
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, June 30, 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  :    54,830:    51,934     26,008        574     26,914      1,387          0          0          0        784          0         37:      114       484
Old  :    54,830:    51,934     26,008        574     26,914      1,387          0          0          0        784          0         37:      114       484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,706:     2,322      2,356         63        180        244          0          0          0        114          0        -37:        0       -37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       47.4        1.0       49.1        2.5        0.0        0.0        0.0        1.4        0.0        0.1:      0.2       0.9
Old  :     100.0:      94.7       47.4        1.0       49.1        2.5        0.0        0.0        0.0        1.4        0.0        0.1:      0.2       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  :        63:        37         40          .          7          .          0          0          0          5          0          .:
Old  :        63:        37         40          .          7          .          0          0          0          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.2       75.7       67.9       51.7       48.1       63.1       62.4
Old  :                 61.6       48.2       75.7       67.9       51.7       48.1       63.1       62.4
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, June 30, 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  :   139,767:   110,913    116,869     15,021     10,056      4,328      1,497      2,139        423      3,584      2,685      2,576:    1,425       691
Old  :   139,767:   110,913    116,869     15,021     10,056      4,328      1,497      2,139        423      3,584      2,685      2,576:    1,425       691
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,527:     3,341      3,671       -855       -319       -293         60         21         98        298       -207       -416:      294       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       83.6       10.7        7.2        3.1        1.1        1.5        0.3        2.6        1.9        1.8:      1.0       0.5
Old  :     100.0:      79.4       83.6       10.7        7.2        3.1        1.1        1.5        0.3        2.6        1.9        1.8:      1.0       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  :       118:        73         63         11          5         12          .          .          .         10          6         10:
Old  :       118:        73         63         11          5         12          .          .          .         10          6         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  :                 24.0       38.2       37.6       53.1       14.7       28.6       23.4       39.2
Old  :                 24.0       38.2       37.6       53.1       14.7       28.6       23.4       39.2
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, June 30, 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  :    53,404:    34,527     28,194      8,519     20,342      4,003      4,406          0          0      1,631        320         80:      238       465
Old  :    53,404:    34,527     28,194      8,519     20,342      4,003      4,406          0          0      1,631        320         80:      238       465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     1,028:       484      1,092        -48       -423        364        228          0          0          0          0          0:        0        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.7       52.8       16.0       38.1        7.5        8.3        0.0        0.0        3.1        0.6        0.1:      0.4       0.9
Old  :     100.0:      64.7       52.8       16.0       38.1        7.5        8.3        0.0        0.0        3.1        0.6        0.1:      0.4       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  :        52:        25         26          .          9          4          6          0          0          .          .          .:
Old  :        52:        25         26          .          9          4          6          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       59.4       67.1       83.0       31.6       42.2       46.7       56.2
Old  :                 48.9       59.4       67.1       83.0       31.6       42.2       46.7       56.2
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, June 30, 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  :    60,064:    49,654     43,108      1,667     12,182        954      3,847          0          0      1,682      1,240      1,793:      467       787
Old  :    60,064:    49,654     43,108      1,667     12,182        954      3,847          0          0      1,682      1,240      1,793:      467       787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :     2,492:     2,263      2,692        396         -8       -352        -30          0          0        336        -19        119:     -240        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       71.8        2.8       20.3        1.6        6.4        0.0        0.0        2.8        2.1        3.0:      0.8       1.3
Old  :     100.0:      82.7       71.8        2.8       20.3        1.6        6.4        0.0        0.0        2.8        2.1        3.0:      0.8       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  :        94:        49         46          7          5          4          6          0          0         10          5          7:
Old  :        94:        49         46          7          5          4          6          0          0         10          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  :                 35.9       32.2       51.7       49.4       22.6       22.9       32.8       35.7
Old  :                 35.9       32.2       51.7       49.4       22.6       22.9       32.8       35.7
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, June 30, 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  :    39,423:    34,088     29,151      1,439      7,168      1,808        900        265          0        585        379        410:      193       242
Old  :    39,423:    34,088     29,151      1,439      7,168      1,808        900        265          0        585        379        410:      193       242
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       525:       332      1,700        -47     -1,314        160          0          0          0        140         10        -45:      -15        14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       73.9        3.7       18.2        4.6        2.3        0.7        0.0        1.5        1.0        1.0:      0.5       0.6
Old  :     100.0:      86.5       73.9        3.7       18.2        4.6        2.3        0.7        0.0        1.5        1.0        1.0:      0.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        33         33          .          6          7          .          .          0          5          .          4:
Old  :        57:        33         33          .          6          7          .          .          0          5          .          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  :                 63.6       41.4       74.0       57.1       38.9       22.4       45.2       33.0
Old  :                 63.6       41.4       74.0       57.1       38.9       22.4       45.2       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665S
Disaggregated Commitments of Traders - Futures Only, June 30, 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  :     6,072:     5,026      2,457          0      2,878        108          0          0          0         46          0         20:      872       609
Old  :     6,072:     5,026      2,457          0      2,878        108          0          0          0         46          0         20:      872       609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :        12:        12         12          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       40.5        0.0       47.4        1.8        0.0        0.0        0.0        0.8        0.0        0.3:     14.4      10.0
Old  :     100.0:      82.8       40.5        0.0       47.4        1.8        0.0        0.0        0.0        0.8        0.0        0.3:     14.4      10.0
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  :        21:         9         10          0          5          .          0          0          0          .          0          .:
Old  :        21:         9         10          0          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  :                 61.9       52.5       83.0       78.6       61.6       52.5       77.6       75.2
Old  :                 61.9       52.5       83.0       78.6       61.6       52.5       77.6       75.2
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, June 30, 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  :    24,792:    18,885     19,697      3,200      2,293        907          0        405          0         55        317        728:    1,017       445
Old  :    24,792:    18,885     19,697      3,200      2,293        907          0        405          0         55        317        728:    1,017       445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2020                                                                    :
     :       649:       389        611        185         15         12          0          0          0          0         -8         19:       44         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       79.4       12.9        9.2        3.7        0.0        1.6        0.0        0.2        1.3        2.9:      4.1       1.8
Old  :     100.0:      76.2       79.4       12.9        9.2        3.7        0.0        1.6        0.0        0.2        1.3        2.9:      4.1       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  :        43:        26         23          6          .          7          0          .          0          .          .          4:
Old  :        43:        26         23          6          .          7          0          .          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  :                 41.5       52.7       61.7       73.2       40.3       43.1       52.1       60.2
Old  :                 41.5       52.7       61.7       73.2       40.3       43.1       52.1       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 06, 2020