Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV   2500 MMBtus                                             :
CFTC Code #023391                                                    Open Interest is 6,186,711                :
: Positions                                                                                                    :
:3,795,144 1,377,423   578,078 3,972,152   310,069   631,672    27,191   111,940   367,838    14,656   355,264 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:  -45,210    29,167     5,253    74,910     9,514    43,000    -2,476     6,479    90,013    -5,606   -43,900 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      22.3       9.3      64.2       5.0      10.2       0.4       1.8       5.9       0.2       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   238                     :
:      123       112        12        18        23        15         5        16        34        14        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   263,197                :
: Positions                                                                                                    :
:   38,655    23,064    53,301    22,545   107,425       651    27,739    44,373    10,396    25,149     8,007 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   -7,306     8,007     8,800    -6,322     4,121       651       -54     3,774     5,969     1,552    -3,000 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7       8.8      20.3       8.6      40.8       0.2      10.5      16.9       3.9       9.6       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       17        14        12         .        13         .         4         .         7         9         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   260,588                :
: Positions                                                                                                    :
:  180,075   234,992    39,598     6,614     9,767         0         0         0     4,866     2,237        62 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      800    -1,424    -3,215      -152       550         0         0         0       275      -186      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      90.2      15.2       2.5       3.7       0.0       0.0       0.0       1.9       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        16         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   159,973                :
: Positions                                                                                                    :
:  142,241    83,529         0    63,507     6,103       256         0         0       785       422       975 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,427      -332         0     1,174        43         0         0         0       139       179      -165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      52.2       0.0      39.7       3.8       0.2       0.0       0.0       0.5       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        18         0         8         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   335,921                :
: Positions                                                                                                    :
:  244,600   122,883    31,755   169,240    31,386     5,934         0         0     5,317     2,799     5,596 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    4,666    13,819      -325    -9,847    -2,457         0         0         0      -884       363    -1,301 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      36.6       9.5      50.4       9.3       1.8       0.0       0.0       1.6       0.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        25         4         9         5         4         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is 1,144,931                :
: Positions                                                                                                    :
:1,093,081    54,124    13,561 1,051,071    22,490       855         0     2,309     1,492    11,334     1,325 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    4,260     3,120       529       772        17      -647         0       327       397       125        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5       4.7       1.2      91.8       2.0       0.1       0.0       0.2       0.1       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       30        17         .        10         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   412,587                :
: Positions                                                                                                    :
:  297,159   270,189    62,170    96,139    38,663       510     1,644         2     4,230       310       582 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,556     1,864      -277     2,649       828        30       288         0     1,566       310        18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      65.5      15.1      23.3       9.4       0.1       0.4       0.0       1.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       32        32         6         8         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   608,773                :
: Positions                                                                                                    :
:  540,183   403,317    28,657   174,715    26,715       960       224         0       820         0       372 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   12,624     4,949        39     7,061      -364    -1,440       224         0       647         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      66.3       4.7      28.7       4.4       0.2       0.0       0.0       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       28        35         .        11         7         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   469,905                :
: Positions                                                                                                    :
:  355,032   129,120    80,489   305,113    22,652     4,029     1,748         0         0     3,650        56 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    6,774       880      -663     1,859    -1,349         0         0         0         0     3,650        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      27.5      17.1      64.9       4.8       0.9       0.4       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        20         7         8         9         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    98,704                :
: Positions                                                                                                    :
:   80,738    80,651     7,230     6,274     4,119         0       310         0         0     4,504        62 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,604     1,423       -55         0       239         0         0         0         0        37        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      81.7       7.3       6.4       4.2       0.0       0.3       0.0       0.0       4.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        16         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    26,439                :
: Positions                                                                                                    :
:   20,951    23,433     1,613     1,938       665         0         0         0       527         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -359     1,488       248       868       -31         0         0         0       527         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      88.6       6.1       7.3       2.5       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   326,628                :
: Positions                                                                                                    :
:  308,530    45,493     2,302   264,037     4,301         0     1,925         0         0     6,022       286 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    8,991       -98       556     9,180      -503         0         0         0         0     2,009       286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      13.9       0.7      80.8       1.3       0.0       0.6       0.0       0.0       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        18         .        11         5         0         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   197,257                :
: Positions                                                                                                    :
:  174,450    25,502     3,188   152,999    13,219         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    3,645     1,415       541     2,556      -989         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      12.9       1.6      77.6       6.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        11         .        11         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is   295,147                :
: Positions                                                                                                    :
:  280,449   263,376     1,289    24,458     5,577     2,030         0         0       802         0       453 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,291     3,398      -203         0       -97     1,440         0         0      -426         0       302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      89.2       0.4       8.3       1.9       0.7       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         .         6         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    40,232                :
: Positions                                                                                                    :
:   13,995    37,876    17,792       713       589         0       310         0     5,084         0       620 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,488     1,922      -310      -248       248         0         0         0       558         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      94.1      44.2       1.8       1.5       0.0       0.8       0.0      12.6       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        17         .         .         .         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   606,525                :
: Positions                                                                                                    :
:  509,369   158,353    37,657   393,636    34,427     1,645       801        91     7,965     4,342     6,452 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   15,238     2,194      -852    11,440      -854      -217        57        91     1,176       -72       206 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      26.1       6.2      64.9       5.7       0.3       0.1       0.0       1.3       0.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       40        28         4        11        10         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   205,227                :
: Positions                                                                                                    :
:  115,564    95,810    44,084    62,503    42,330         0         0         0       931       465        30 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,808     1,705      -579      -272      -443         0         0         0       931       465        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      46.7      21.5      30.5      20.6       0.0       0.0       0.0       0.5       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         4         4         8         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is   180,674                :
: Positions                                                                                                    :
:  145,863    80,835    12,805    81,877    16,292         0         0         0       461         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   15,125       937    -4,218    11,402       854         0         0         0       461         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      44.7       7.1      45.3       9.0       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        10         .         8         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AG                                                    Open Interest is   209,271                :
: Positions                                                                                                    :
:   96,170   177,647    94,426    20,093     6,813     7,998         0         0       992     2,907        31 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   12,155    24,576     8,894         0       550     7,998         0         0       992     2,263        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.0      84.9      45.1       9.6       3.3       3.8       0.0       0.0       0.5       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       16        29         9         .         6         4         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   228,882                :
: Positions                                                                                                    :
:   99,467   196,818    87,747    21,341     5,305    20,708         0         0    14,484     4,588       458 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   13,168    24,138     4,402       248       279     8,060         0         0     1,240     3,100      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      86.0      38.3       9.3       2.3       9.0       0.0       0.0       6.3       2.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       26        41        10         4         4         6         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   138,909                :
: Positions                                                                                                    :
:  123,693   100,192    10,478    34,593     2,702         0         0         0         0       372         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    6,321     7,240     1,542       685       122         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      72.1       7.5      24.9       1.9       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        24         .         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    38,045                :
: Positions                                                                                                    :
:   15,753    34,209    20,465     1,984         0         0       651         0       837       984         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      713     1,085       558       155         0         0       651         0       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.4      89.9      53.8       5.2       0.0       0.0       1.7       0.0       2.2       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9        15         4         .         0         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   285,299                :
: Positions                                                                                                    :
:  184,568   179,593    74,242    76,173    17,903     2,028     1,451       102     1,473     1,341        31 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,389       -16      -628       367       -60         0       180         0        89     1,341         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      62.9      26.0      26.7       6.3       0.7       0.5       0.0       0.5       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        31         5         6         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV   2500 mmbtu                                               :
CFTC Code #0233AT                                                    Open Interest is   114,642                :
: Positions                                                                                                    :
:  113,867   112,782       310         0         0         0         0         0         0       372         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      310      -124       310         0         0         0         0         0         0       372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      98.4       0.3       0.0       0.0       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    13,974                :
: Positions                                                                                                    :
:    6,758    12,269     5,180         0         0         0         0         0         0     1,023         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      87.8      37.1       0.0       0.0       0.0       0.0       0.0       0.0       7.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is   111,144                :
: Positions                                                                                                    :
:   87,311    62,000     3,931    33,654     8,017         0         0         0     1,429         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      539       112         0       -60         0         0         0         0        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      55.8       3.5      30.3       7.2       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        15         .         4         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   237,962                :
: Positions                                                                                                    :
:  226,408   164,027     3,181    61,514     2,927         0         0         0         0     1,282     2,050 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      295      -547       186      -302         0         0         0         0    -1,192     1,139       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      68.9       1.3      25.9       1.2       0.0       0.0       0.0       0.0       0.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        25         .         6         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   190,173                :
: Positions                                                                                                    :
:  140,125   179,666    36,464         0     7,254         0         0         0         0       336        31 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    3,219       842     5,123         0         0         0         0         0         0       336        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      94.5      19.2       0.0       3.8       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        18         5         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    93,837                :
: Positions                                                                                                    :
:   61,583    63,331    21,541    17,451     6,421         0         0         0       585         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -282      -222       -31       155      -155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      67.5      23.0      18.6       6.8       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         5         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    43,560                :
: Positions                                                                                                    :
:   36,646    38,766     4,477     3,237         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,054     1,705       248         0         0         0         0         0         0      -372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      89.0      10.3       7.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   216,238                :
: Positions                                                                                                    :
:  167,121   160,765    25,550    33,917    12,517         0         0         0     1,958         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:       62      -218      -310         0         0         0         0         0        31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      74.3      11.8      15.7       5.8       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   184,153                :
: Positions                                                                                                    :
:  129,010   114,544    25,028    41,788    16,007       256         0         0     6,128     3,541       961 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,836     1,324    -1,353       170     1,352       256         0         0       159        82         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      62.2      13.6      22.7       8.7       0.1       0.0       0.0       3.3       1.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       25        19         4         9         7         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV   MMBtu                                                :
CFTC Code #0233BY                                                    Open Interest is    46,552                :
: Positions                                                                                                    :
:   35,362    43,777     5,627         0       336         0         0         0     1,329         0       182 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      94.0      12.1       0.0       0.7       0.0       0.0       0.0       2.9       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         0         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    67,807                :
: Positions                                                                                                    :
:   43,021    62,779    17,929         0     3,238         0         0         0     1,209         0       496 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,333     1,922       868         0       186         0         0         0      -496         0       496 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      92.6      26.4       0.0       4.8       0.0       0.0       0.0       1.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       10        18         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   241,827                :
: Positions                                                                                                    :
:  179,841   133,160    22,788    81,549    21,243     1,313         0         0     6,933         0     1,043 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   -3,292      -571       -62    -1,833       491         0         0         0       616         0       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      55.1       9.4      33.7       8.8       0.5       0.0       0.0       2.9       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        26         .         9         7         .         0         0         6         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CS                                                    Open Interest is    14,696                :
: Positions                                                                                                    :
:    8,562    13,580       744         0         0       837         0         0     3,937       930         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        0     2,387       496         0         0       310         0         0     1,643       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      92.4       5.1       0.0       0.0       5.7       0.0       0.0      26.8       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        5        11         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   138,028                :
: Positions                                                                                                    :
:   93,905    87,204    16,206    20,261    24,406         0     1,092         1         0     2,038         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:     -118       638       687       -31      -122         0         0         0         0       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      63.2      11.7      14.7      17.7       0.0       0.8       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        20         4         7         7         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    36,113                :
: Positions                                                                                                    :
:   21,335    29,351     6,753         0     6,576         0         0         0       651         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      81.3      18.7       0.0      18.2       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   150,033                :
: Positions                                                                                                    :
:  132,693   123,357     3,897    20,096     3,260     1,022         0         0     1,085     2,295         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,307       966         0         0         0         0         0         0      -738       583         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      82.2       2.6      13.4       2.2       0.7       0.0       0.0       0.7       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        20         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    57,836                :
: Positions                                                                                                    :
:   41,141    41,957    11,216     8,961     2,506         0         0         0     1,661     1,945         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,323       673    -1,382      -155     1,309         0         0         0         0       241         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      72.5      19.4      15.5       4.3       0.0       0.0       0.0       2.9       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    41,546                :
: Positions                                                                                                    :
:   34,941    26,607     1,116    11,223     2,888         0         0         0       217         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,980     2,019       310       620      -248         0         0         0       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      64.0       2.7      27.0       7.0       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        17         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   278,341                :
: Positions                                                                                                    :
:  233,170    42,742    23,471   221,753    10,635         0         0         0         0     2,813         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:   10,515       565       879     7,893      -668         0         0         0         0     2,387         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      15.4       8.4      79.7       3.8       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        18         .         6         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is   100,348                :
: Positions                                                                                                    :
:   71,422    54,315    13,253    38,543     4,451         0     1,498         0     3,746       248         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      310     4,287         0    -4,380       611         0         0         0       -62       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      54.1      13.2      38.4       4.4       0.0       1.5       0.0       3.7       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14         9         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DW                                                    Open Interest is    19,706                :
: Positions                                                                                                    :
:   14,713    19,272     3,075         0         0         0         0         0     1,054         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    3,472     3,255      -124         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      97.8      15.6       0.0       0.0       0.0       0.0       0.0       5.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233EB                                                    Open Interest is   196,595                :
: Positions                                                                                                    :
:  170,936   143,638     4,495    32,809    13,512         0         0         0     1,379         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    5,616     5,526     1,188     1,215      -101         0         0         0       -93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      73.1       2.3      16.7       6.9       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        23         .         4         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233ED                                                    Open Interest is    25,688                :
: Positions                                                                                                    :
:   22,689    22,592       649     2,294        31         0         0         0       899         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,139     2,573        93        62        31         0         0         0       620         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      87.9       2.5       8.9       0.1       0.0       0.0       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,290,723                :
: Positions                                                                                                    :
:  246,907   234,061   172,214   188,434   119,209   278,410   235,978   228,553    52,559   113,685   128,686 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    7,956     6,010      -426     2,779     2,823     7,294   -11,425   -17,661    -4,345    10,188    -4,064 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.1      18.1      13.3      14.6       9.2      21.6      18.3      17.7       4.1       8.8      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   314                     :
:       44        39        21        15        29        60        75        74        36        46        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   310,962                :
: Positions                                                                                                    :
:  109,532    97,985    65,473   108,060    30,537    11,709         0    16,363    32,642    22,284    28,431 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    5,757    -1,679      -586     6,370     1,761     4,141    -1,297       547    -3,370     3,684    -1,399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      31.5      21.1      34.8       9.8       3.8       0.0       5.3      10.5       7.2       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       32        28         9        14        18         9         0         5        16         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   139,017                :
: Positions                                                                                                    :
:   22,828    27,924    45,271     1,541    34,567     2,287    21,739    16,503     4,431    19,588     7,394 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,947     3,385      -282      -478     2,549       321      -921     3,577     1,024     1,794      -865 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      20.1      32.6       1.1      24.9       1.6      15.6      11.9       3.2      14.1       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       16        14        14         .        15         .         5         6         9         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                       :
CFTC Code #03565B                                                    Open Interest is   742,633                :
: Positions                                                                                                    :
:  344,514   103,484   134,984   483,092   103,576    11,433         0    12,134    96,224    15,026    13,995 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,716      -180    -1,672     1,264       476         0         0         0       428         0      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      13.9      18.2      65.1      13.9       1.5       0.0       1.6      13.0       2.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       19        15         6        13        18         .         0         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                   :
CFTC Code #03565C                                                    Open Interest is   201,195                :
: Positions                                                                                                    :
:   31,675    31,493    89,106    74,668    53,229     2,912     4,519     7,038     7,630    19,147     5,359 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,170       939     1,798       674      -320         0         0         0      -147     1,362        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      15.7      44.3      37.1      26.5       1.4       2.2       3.5       3.8       9.5       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       11        10        11         6        16         .         .         4         5         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV   1000  metric tonnes                                          :
CFTC Code #066413                                                    Open Interest is     5,997                :
: Positions                                                                                                    :
:    3,625     3,328       396       505       536         0         0         0       706       597       171 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      252       351       -63       132        22         0         0         0       320        14        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      55.5       6.6       8.4       8.9       0.0       0.0       0.0      11.8      10.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        26         .         .         4         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                             :
CFTC Code #066416                                                    Open Interest is    32,535                :
: Positions                                                                                                    :
:   22,374    27,027     5,457     2,910     2,474        51         0         0     1,767         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      873       826         0       115        20         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      83.1      16.8       8.9       7.6       0.2       0.0       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        32         .         4         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641A                                                    Open Interest is    21,720                :
: Positions                                                                                                    :
:   20,979    17,185        75     3,141       194         0         0         0         0       164       167 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,397     1,197         0        20        90         0         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.6      79.1       0.3      14.5       0.9       0.0       0.0       0.0       0.0       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        23         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641D                                                    Open Interest is    11,664                :
: Positions                                                                                                    :
:    8,973     9,840       898       350       469         0         0         0       446       209       416 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      152       160         2        42        76         0         0         0       116         0       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      84.4       7.7       3.0       4.0       0.0       0.0       0.0       3.8       1.8       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       32        24         .         .         4         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641F                                                    Open Interest is    28,459                :
: Positions                                                                                                    :
:   25,588    17,214         0     9,545       449         0         0         0     2,052       727       170 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      386       329       -99      -155       -61         0         0         0       -18        80       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      60.5       0.0      33.5       1.6       0.0       0.0       0.0       7.2       2.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       28        36         0        10         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641G                                                    Open Interest is    53,484                :
: Positions                                                                                                    :
:   34,258    44,347     9,409     1,983     3,526       807         0         0     2,754       769     2,066 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,628     2,355        -5      -283       371       212         0         0       177        59       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      82.9      17.6       3.7       6.6       1.5       0.0       0.0       5.1       1.4       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       54        55        10         .         9         .         0         0         6         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV   1000 Metric  Tonnes                                       :
CFTC Code #06641H                                                    Open Interest is     2,729                :
: Positions                                                                                                    :
:    1,121     2,022       179        65       190        36         0         0       152        34        73 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      170       391        13         8        -9        36         0         0       -52         0        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.1      74.1       6.6       2.4       7.0       1.3       0.0       0.0       5.6       1.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        20         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #06665A                                                    Open Interest is     2,091                :
: Positions                                                                                                    :
:    1,090     1,366       121        59        60         0         0         0       101        80       128 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      113        84        13         0        -3         0         0         0        46        15       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      65.3       5.8       2.8       2.9       0.0       0.0       0.0       4.8       3.8       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     4,449                :
: Positions                                                                                                    :
:    2,978     3,309       270         0       105         0         0         0        87        46       339 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      248       343        65         0       -27         0         0         0        17        46        74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      74.4       6.1       0.0       2.4       0.0       0.0       0.0       2.0       1.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        23         .         0         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665G                                                    Open Interest is    51,667                :
: Positions                                                                                                    :
:   48,591    21,055     1,250    29,391       611         0         0         0     1,093       167         0 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    2,772       434      -150     2,243      -134         0         0         0       109       140       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      40.8       2.4      56.9       1.2       0.0       0.0       0.0       2.1       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       32        37         .         7         .         0         0         0         5         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   132,128                :
: Positions                                                                                                    :
:  103,094   109,438    13,516     9,343     4,724     1,447     1,846       448     4,884     2,693     2,949 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,325     3,348       233      -363       336       290      -301        10       379      -476      -316 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      82.8      10.2       7.1       3.6       1.1       1.4       0.3       3.7       2.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       69        59        10         5        12         .         .         .        10         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    55,904                :
: Positions                                                                                                    :
:   37,148    30,799     8,935    21,441     2,595     5,472         0         0     1,458       260        80 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      830     1,673       360       131      -696       712         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      55.1      16.0      38.4       4.6       9.8       0.0       0.0       2.6       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        22         .         7         .         7         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    60,607                :
: Positions                                                                                                    :
:   49,969    44,259     1,977    11,114       749     3,796         0         0     1,658     1,584     2,116 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      352       960       -85      -449       -50       196         0         0       117       -20       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      73.0       3.3      18.3       1.2       6.3       0.0       0.0       2.7       2.6       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       51        45         7         5         4         6         0         0         9         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #06665R                                                    Open Interest is    36,116                :
: Positions                                                                                                    :
:   31,771    25,384     1,243     8,261     1,378       900         0         0       441       400       232 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:      221       -13       -72       142      -111         0         0         0        50       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      70.3       3.4      22.9       3.8       2.5       0.0       0.0       1.2       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        33         .         7         7         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    24,811                :
: Positions                                                                                                    :
:   18,840    20,080     3,242     1,989     1,035         0       405         0       164       225       649 :
:                                                                                                              :
: Changes from:     July 21, 2020                                                                              :
:    1,116     1,196       -27       -62       192         0         0         0        46         1       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      80.9      13.1       8.0       4.2       0.0       1.6       0.0       0.7       0.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        23         6         .         7         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------



Updated July 31, 2020