Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 6,195,563 : : Positions : :3,602,185 1,321,744 602,507 3,951,621 393,962 796,012 23,892 85,134 290,522 10,482 387,417 : : : : Changes from: September 1, 2020 : : 29,882 902 16,824 46,991 -13,719 32,823 -5,665 -6,774 -36,754 490 18,063 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 21.3 9.7 63.8 6.4 12.8 0.4 1.4 4.7 0.2 6.3 : : : : Number of Traders in Each Category Total Traders: 239 : : 124 111 14 18 22 14 6 14 34 13 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 236,630 : : Positions : : 26,548 18,064 86,983 33,217 84,201 1,630 61,361 23,359 6,427 9,007 7,289 : : : : Changes from: September 1, 2020 : : 104 652 3,813 -3,002 -389 1,630 6,426 1,010 -2,006 -535 1,101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 7.6 36.8 14.0 35.6 0.7 25.9 9.9 2.7 3.8 3.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 9 12 4 13 . . 4 . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 220,649 : : Positions : : 153,347 196,329 29,944 7,199 7,903 360 0 0 3,765 2,522 0 : : : : Changes from: September 1, 2020 : : -9,976 -8,625 1,019 59 -1,742 0 0 0 -150 -390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 89.0 13.6 3.3 3.6 0.2 0.0 0.0 1.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 143,884 : : Positions : : 133,093 69,790 0 67,340 610 256 0 0 1,493 0 276 : : : : Changes from: September 1, 2020 : : -9,304 -9,646 0 -528 -1,270 0 0 0 -744 0 -1,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 48.5 0.0 46.8 0.4 0.2 0.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 0 8 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 315,394 : : Positions : : 225,539 120,138 33,679 160,372 25,409 4,956 0 0 8,848 2,428 3,760 : : : : Changes from: September 1, 2020 : : -9,786 -6,942 -916 -5,711 -4,155 -512 0 0 -318 -453 -1,145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 38.1 10.7 50.8 8.1 1.6 0.0 0.0 2.8 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 29 5 8 6 4 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 1,124,415 : : Positions : :1,071,502 50,765 13,060 1,030,626 26,030 611 0 2,493 251 10,883 840 : : : : Changes from: September 1, 2020 : : -25,496 -2,952 -539 -21,664 734 -378 0 274 -689 -958 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 4.5 1.2 91.7 2.3 0.1 0.0 0.2 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 18 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 392,638 : : Positions : : 266,013 259,872 61,268 85,391 38,510 4,066 252 0 8,334 0 2,978 : : : : Changes from: September 1, 2020 : : -16,463 -10,233 -667 -4,381 -2,152 0 -1,486 -1 361 0 -222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 66.2 15.6 21.7 9.8 1.0 0.1 0.0 2.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 29 5 8 8 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 634,492 : : Positions : : 565,655 421,139 28,302 182,208 26,158 0 1,182 210 2,004 0 2,053 : : : : Changes from: September 1, 2020 : : -21,564 -9,916 -863 -9,720 1,410 0 30 -30 934 -1,614 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 66.4 4.5 28.7 4.1 0.0 0.2 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 31 . 11 9 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 486,929 : : Positions : : 388,887 159,395 66,761 296,605 21,165 2,700 0 0 450 364 92 : : : : Changes from: September 1, 2020 : : -3,955 1,449 -2,590 -7,073 -1,661 -1,329 0 0 -180 -2,761 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 32.7 13.7 60.9 4.3 0.6 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 20 6 8 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 91,033 : : Positions : : 74,412 76,254 8,969 4,810 2,628 0 310 0 0 5,066 74 : : : : Changes from: September 1, 2020 : : -6,121 -6,031 -1,822 -720 -47 0 -1,166 -7 0 -601 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 83.8 9.9 5.3 2.9 0.0 0.3 0.0 0.0 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 307,390 : : Positions : : 289,337 40,695 3,569 253,770 3,567 0 949 0 0 2,011 729 : : : : Changes from: September 1, 2020 : : -17,352 -5,926 349 -10,690 -438 0 -480 0 0 -1,270 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 13.2 1.2 82.6 1.2 0.0 0.3 0.0 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 . 11 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 179,722 : : Positions : : 155,682 22,051 4,074 135,959 14,229 0 473 0 0 0 0 : : : : Changes from: September 1, 2020 : : -9,493 -1,748 -1,291 -10,775 -92 0 -17 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 12.3 2.3 75.6 7.9 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . 9 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 263,771 : : Positions : : 252,018 235,361 1,565 19,650 5,053 1,590 0 210 595 0 453 : : : : Changes from: September 1, 2020 : : -18,509 -18,912 90 -1,217 -303 0 0 0 -1,379 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 89.2 0.6 7.4 1.9 0.6 0.0 0.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 22,676 : : Positions : : 5,666 20,216 14,594 360 0 0 448 0 780 390 0 : : : : Changes from: September 1, 2020 : : -5,358 -8,990 -3,143 360 -360 0 0 0 -899 -620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 89.2 64.4 1.6 0.0 0.0 2.0 0.0 3.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 14 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 592,798 : : Positions : : 490,980 150,022 45,339 385,996 30,947 2,795 11,973 1,169 8,887 2,987 4,623 : : : : Changes from: September 1, 2020 : : -24,884 -6,936 965 -12,340 -4,479 1,711 922 -1,203 721 -3,947 -653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 25.3 7.6 65.1 5.2 0.5 2.0 0.2 1.5 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 27 5 12 11 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 185,887 : : Positions : : 101,789 89,002 44,407 57,084 34,901 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -2,594 2,087 -201 -5,080 360 0 0 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 47.9 23.9 30.7 18.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 4 4 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 218,407 : : Positions : : 198,261 75,058 5,983 133,321 8,867 0 0 0 920 0 358 : : : : Changes from: September 1, 2020 : : -7,395 -3,891 1,034 -3,497 -3,361 0 0 0 -976 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 34.4 2.7 61.0 4.1 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 9 . 9 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 173,114 : : Positions : : 82,119 142,184 78,873 23,647 5,778 0 0 0 434 0 0 : : : : Changes from: September 1, 2020 : : -24,966 -40,951 -11,910 -1,524 -720 -4,770 0 0 -5,190 -3,097 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 82.1 45.6 13.7 3.3 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 6 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 173,566 : : Positions : : 77,877 141,760 80,191 24,747 4,024 4,770 0 0 5,859 2,100 155 : : : : Changes from: September 1, 2020 : : -26,781 -50,111 -8,246 -537 -1,457 -15,028 0 0 -4,878 -4,593 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 81.7 46.2 14.3 2.3 2.7 0.0 0.0 3.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 23 37 8 4 . . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 99,183 : : Positions : : 89,741 64,760 7,343 30,435 1,464 0 0 0 0 1,680 0 : : : : Changes from: September 1, 2020 : : -21,256 -22,771 -2,263 -930 -558 0 0 0 0 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 65.3 7.4 30.7 1.5 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 20 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 25,092 : : Positions : : 10,835 21,091 13,139 3,150 0 0 0 0 0 308 0 : : : : Changes from: September 1, 2020 : : -5,233 -7,183 -3,441 -1,361 0 0 -651 0 -367 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 84.1 52.4 12.6 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 11 5 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 265,615 : : Positions : : 164,330 173,385 69,639 66,402 15,692 10,234 0 1,234 0 1,455 31 : : : : Changes from: September 1, 2020 : : -12,687 2,984 5,960 -6,804 -2,259 305 0 -10 0 -2,668 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 65.3 26.2 25.0 5.9 3.9 0.0 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 28 5 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 102,408 : : Positions : : 101,688 100,930 240 480 0 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -13,978 -14,158 -310 0 0 0 0 0 0 -462 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 98.6 0.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 105,932 : : Positions : : 82,413 58,592 3,788 30,853 9,116 0 0 0 1,125 250 60 : : : : Changes from: September 1, 2020 : : -5,431 -2,647 2 -3,804 1,070 0 0 0 -259 250 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 55.3 3.6 29.1 8.6 0.0 0.0 0.0 1.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 208,685 : : Positions : : 199,801 136,322 1,556 62,153 2,265 0 0 0 88 1,260 2,141 : : : : Changes from: September 1, 2020 : : -21,914 -16,416 -424 -4,206 -744 0 0 0 -472 -1,319 411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 65.3 0.7 29.8 1.1 0.0 0.0 0.0 0.0 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 180,811 : : Positions : : 131,858 171,020 33,580 0 6,952 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -7,304 -7,403 -1,917 0 0 0 0 0 0 -482 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 94.6 18.6 0.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 84,856 : : Positions : : 57,686 54,886 19,421 19,100 3,238 0 0 0 522 0 0 : : : : Changes from: September 1, 2020 : : -1,649 -4,447 -1,486 484 -546 0 0 0 -333 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 64.7 22.9 22.5 3.8 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 26,178 : : Positions : : 15,985 23,782 3,934 468 90 0 0 0 2,842 240 0 : : : : Changes from: September 1, 2020 : : -10,196 -9,238 279 -558 0 0 0 0 124 31 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 90.8 15.0 1.8 0.3 0.0 0.0 0.0 10.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 209,684 : : Positions : : 168,621 151,147 15,574 32,390 14,845 0 0 0 2,910 0 389 : : : : Changes from: September 1, 2020 : : -5,367 -5,999 -1,050 -2,903 -161 0 0 0 -457 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 72.1 7.4 15.4 7.1 0.0 0.0 0.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 176,471 : : Positions : : 133,974 96,235 15,493 51,751 15,804 256 0 0 4,023 744 0 : : : : Changes from: September 1, 2020 : : -2,753 -6,555 -5,284 -3,728 -2,378 0 0 0 -750 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 54.5 8.8 29.3 9.0 0.1 0.0 0.0 2.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 21 . 9 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 52,313 : : Positions : : 33,543 46,687 13,314 0 2,928 1,260 0 0 480 690 0 : : : : Changes from: September 1, 2020 : : -5,983 -9,269 -3,224 0 -186 0 0 0 -186 -496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 89.2 25.5 0.0 5.6 2.4 0.0 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 220,158 : : Positions : : 169,336 115,378 18,149 78,371 18,405 1,092 2,694 0 6,103 0 217 : : : : Changes from: September 1, 2020 : : -11,413 -9,458 -2,004 -2,344 -1,133 -1 -89 0 31 -750 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 52.4 8.2 35.6 8.4 0.5 1.2 0.0 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 23 . 10 7 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 115,332 : : Positions : : 79,435 71,214 17,246 23,222 15,705 0 1,092 0 0 1,282 0 : : : : Changes from: September 1, 2020 : : -7,818 -9,247 378 2,203 -3,911 0 0 -1 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 61.7 15.0 20.1 13.6 0.0 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 6 5 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 129,831 : : Positions : : 115,925 103,905 5,040 19,531 1,986 0 0 0 0 1,712 0 : : : : Changes from: September 1, 2020 : : -9,386 -9,333 582 -200 -782 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 80.0 3.9 15.0 1.5 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 56,148 : : Positions : : 40,058 41,147 8,978 6,552 3,628 0 0 0 1,661 2,198 0 : : : : Changes from: September 1, 2020 : : -3,660 -2,670 -540 -1,626 -264 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 73.3 16.0 11.7 6.5 0.0 0.0 0.0 3.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 29,008 : : Positions : : 25,198 15,045 720 11,481 1,090 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -7,498 -6,475 -465 -2,046 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 51.9 2.5 39.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 258,770 : : Positions : : 220,227 31,902 23,591 217,068 8,459 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -20,567 -6,159 -848 -11,496 -1,184 0 0 0 0 -2,378 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 12.3 9.1 83.9 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 16 4 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 94,360 : : Positions : : 69,033 48,460 14,729 38,057 2,965 0 0 0 2,343 0 0 : : : : Changes from: September 1, 2020 : : -6,855 -3,754 362 -4,486 -1,705 0 0 0 -780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 51.4 15.6 40.3 3.1 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 14,915 : : Positions : : 11,872 14,613 2,559 0 0 0 0 0 0 0 0 : : : : Changes from: September 1, 2020 : : -5,332 -6,076 -217 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 98.0 17.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 178,153 : : Positions : : 152,252 134,186 10,423 28,456 10,064 0 0 0 217 0 0 : : : : Changes from: September 1, 2020 : : -11,736 -8,517 1,867 -2,931 -1,330 0 0 0 -690 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 75.3 5.9 16.0 5.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 26 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 16,642 : : Positions : : 13,514 11,438 1,652 4,054 0 0 0 0 690 0 0 : : : : Changes from: September 1, 2020 : : -6,541 -8,023 -366 558 -31 0 0 0 -620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 68.7 9.9 24.4 0.0 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 1,238,733 : : Positions : : 188,864 208,769 178,789 217,000 119,717 259,077 140,664 252,399 51,697 140,619 123,788 : : : : Changes from: September 1, 2020 : : -20,533 -16,701 1,639 -6,184 -5,985 -16,047 -2,243 15,380 2,347 -9,262 3,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 16.9 14.4 17.5 9.7 20.9 11.4 20.4 4.2 11.4 10.0 : : : : Number of Traders in Each Category Total Traders: 297 : : 39 36 21 15 30 69 50 71 37 44 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 323,124 : : Positions : : 106,024 92,455 56,255 133,311 31,910 13,730 0 15,541 57,474 15,230 26,546 : : : : Changes from: September 1, 2020 : : 2,854 2,983 -2,980 11,081 -985 2,882 0 -99 3,267 -7,897 2,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 28.6 17.4 41.3 9.9 4.2 0.0 4.8 17.8 4.7 8.2 : : : : Number of Traders in Each Category Total Traders: 88 : : 31 27 8 14 17 6 0 4 14 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 124,843 : : Positions : : 17,274 22,076 52,294 6,791 20,385 846 29,438 13,665 5,047 17,606 5,757 : : : : Changes from: September 1, 2020 : : 413 1,188 2,457 2,661 -942 451 -456 555 2,307 2,845 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 17.7 41.9 5.4 16.3 0.7 23.6 10.9 4.0 14.1 4.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 11 12 . 14 . 6 7 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 719,884 : : Positions : : 317,130 104,620 138,303 468,802 99,323 14,016 0 12,135 108,109 13,938 9,480 : : : : Changes from: September 1, 2020 : : 0 941 729 1,063 -856 0 0 0 449 -144 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 14.5 19.2 65.1 13.8 1.9 0.0 1.7 15.0 1.9 1.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 16 8 13 19 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 202,362 : : Positions : : 26,876 24,220 94,447 78,167 54,061 7,044 13,344 5,037 6,864 18,151 3,668 : : : : Changes from: September 1, 2020 : : 12 636 2,396 2,047 -1,036 0 58 -58 752 484 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 12.0 46.7 38.6 26.7 3.5 6.6 2.5 3.4 9.0 1.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 9 10 8 15 . . 4 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 6,126 : : Positions : : 3,119 3,568 487 173 802 0 0 0 1,005 259 148 : : : : Changes from: September 1, 2020 : : -269 -107 -4 -131 -7 0 0 0 -70 -102 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 58.2 7.9 2.8 13.1 0.0 0.0 0.0 16.4 4.2 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 31,657 : : Positions : : 24,708 25,310 3,718 3,471 2,554 0 0 0 60 0 0 : : : : Changes from: September 1, 2020 : : -1,722 -2,661 -751 77 -139 -71 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 80.0 11.7 11.0 8.1 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 31 . 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 17,906 : : Positions : : 17,330 14,172 0 2,666 271 0 0 0 0 3 167 : : : : Changes from: September 1, 2020 : : -3,838 -3,532 0 -245 75 0 0 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 79.1 0.0 14.9 1.5 0.0 0.0 0.0 0.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 10,617 : : Positions : : 8,318 8,377 708 300 873 30 0 0 155 332 87 : : : : Changes from: September 1, 2020 : : -592 -1,099 -42 130 -22 -5 0 0 -309 2 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.9 6.7 2.8 8.2 0.3 0.0 0.0 1.5 3.1 0.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 25 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 CONWAY INWELL FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641E Open Interest is 3,011 : : Positions : : 2,125 1,887 0 500 160 0 0 0 0 78 116 : : : : Changes from: September 1, 2020 : : -179 77 0 -80 0 0 0 0 0 -22 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 62.7 0.0 16.6 5.3 0.0 0.0 0.0 0.0 2.6 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 28,516 : : Positions : : 26,618 19,941 325 7,638 383 0 0 0 920 112 255 : : : : Changes from: September 1, 2020 : : -888 -1,106 -63 -175 -319 0 0 0 472 -227 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 69.9 1.1 26.8 1.3 0.0 0.0 0.0 3.2 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 33 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 57,727 : : Positions : : 38,576 50,431 7,691 1,066 2,762 740 0 0 6,021 1,652 1,437 : : : : Changes from: September 1, 2020 : : -769 -1,923 -1,215 -468 -229 -388 0 0 -262 -64 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 87.4 13.3 1.8 4.8 1.3 0.0 0.0 10.4 2.9 2.5 : : : : Number of Traders in Each Category Total Traders: 93 : : 54 52 10 . 8 . 0 0 5 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 2,364 : : Positions : : 973 1,415 197 0 188 40 0 0 197 26 66 : : : : Changes from: September 1, 2020 : : -256 -213 12 -54 -77 -2 0 0 44 26 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 59.9 8.3 0.0 8.0 1.7 0.0 0.0 8.3 1.1 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 14 . 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 4,384 : : Positions : : 2,897 2,900 197 0 291 0 0 0 56 16 339 : : : : Changes from: September 1, 2020 : : 56 -20 -47 0 38 0 0 0 -15 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 66.1 4.5 0.0 6.6 0.0 0.0 0.0 1.3 0.4 7.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 23 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 48,770 : : Positions : : 45,859 20,038 630 26,564 947 0 0 0 914 95 326 : : : : Changes from: September 1, 2020 : : 1,232 1,629 29 150 137 0 0 0 538 0 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 41.1 1.3 54.5 1.9 0.0 0.0 0.0 1.9 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 33 . 6 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 129,598 : : Positions : : 99,565 106,574 12,267 8,234 5,425 1,987 1,231 426 4,281 3,148 3,864 : : : : Changes from: September 1, 2020 : : -7,742 -6,716 -45 -908 -293 -290 147 -43 -59 8 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.2 9.5 6.4 4.2 1.5 0.9 0.3 3.3 2.4 3.0 : : : : Number of Traders in Each Category Total Traders: 113 : : 60 60 11 5 10 4 . . 10 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 62,363 : : Positions : : 44,196 36,928 8,430 20,850 3,085 5,638 0 0 55 0 225 : : : : Changes from: September 1, 2020 : : 799 419 231 647 20 -65 0 0 55 -95 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 59.2 13.5 33.4 4.9 9.0 0.0 0.0 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 23 . 8 . 6 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 59,401 : : Positions : : 48,438 45,334 2,350 8,505 991 3,455 0 0 2,080 2,463 1,533 : : : : Changes from: September 1, 2020 : : 1,034 1,317 616 27 -145 20 0 0 -259 70 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 76.3 4.0 14.3 1.7 5.8 0.0 0.0 3.5 4.1 2.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 46 46 6 6 6 6 0 0 10 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 34,760 : : Positions : : 30,503 23,591 1,280 8,824 1,633 900 0 0 162 115 177 : : : : Changes from: September 1, 2020 : : 923 723 0 270 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 67.9 3.7 25.4 4.7 2.6 0.0 0.0 0.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 28 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 23,457 : : Positions : : 17,050 19,003 3,554 1,507 1,042 0 405 0 105 230 794 : : : : Changes from: September 1, 2020 : : 75 174 98 -15 70 0 0 0 0 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 81.0 15.2 6.4 4.4 0.0 1.7 0.0 0.4 1.0 3.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 24 7 . 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 11, 2020