Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 6,089,028 : : Positions : :3,873,153 1,422,026 597,164 3,975,111 249,922 518,809 22,226 98,234 427,374 7,696 294,723 : : : : Changes from: May 12, 2020 : : 478 31,331 25,522 -20,127 8,731 27,683 447 -8,281 -42,457 -1,588 -11,905 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 23.4 9.8 65.3 4.1 8.5 0.4 1.6 7.0 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 236 : : 126 111 13 18 24 14 . 15 40 10 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 1,597,381 : : Positions : : 155,729 199,776 32,385 21,682 801,320 4,553 11,801 320,976 48,628 9,547 231,192 : : : : Changes from: May 12, 2020 : : -621 -3,075 7,359 9,586 10,014 -404 -5,619 12,897 -7,736 -2,290 13,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 12.5 2.0 1.4 50.2 0.3 0.7 20.1 3.0 0.6 14.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 32 29 6 10 16 . 4 4 9 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 283,305 : : Positions : : 179,522 252,090 55,231 6,421 17,238 0 0 0 5,458 2,782 90 : : : : Changes from: May 12, 2020 : : 2,634 7,439 2,123 -409 1,197 0 0 0 -89 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 89.0 19.5 2.3 6.1 0.0 0.0 0.0 1.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 164,380 : : Positions : : 143,284 87,737 2,545 62,742 7,170 0 0 0 399 157 270 : : : : Changes from: May 12, 2020 : : 3,109 4,104 1,726 1,007 -399 0 0 0 120 157 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 53.4 1.5 38.2 4.4 0.0 0.0 0.0 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 376,973 : : Positions : : 261,541 135,316 35,159 186,015 45,459 7,184 0 0 8,243 497 8,772 : : : : Changes from: May 12, 2020 : : 9,375 5,441 -1,004 1,840 738 32 0 0 159 365 -449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 35.9 9.3 49.3 12.1 1.9 0.0 0.0 2.2 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 25 4 9 6 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 931,204 : : Positions : : 875,637 51,779 11,817 834,777 25,477 0 45 3,199 1,614 11,292 1,662 : : : : Changes from: May 12, 2020 : : -3,605 -1,615 163 -1,866 -762 0 -194 15 1,349 234 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 5.6 1.3 89.6 2.7 0.0 0.0 0.3 0.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 15 . 10 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 378,824 : : Positions : : 256,912 277,490 59,864 49,784 44,614 0 512 0 3,037 1,385 963 : : : : Changes from: May 12, 2020 : : 1,810 6,381 211 651 343 0 -32 0 221 -2,277 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 73.3 15.8 13.1 11.8 0.0 0.1 0.0 0.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 29 6 8 8 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 571,707 : : Positions : : 505,454 397,953 27,566 139,133 27,332 0 0 0 350 248 651 : : : : Changes from: May 12, 2020 : : 6,206 -4,446 1,791 12,806 -181 0 0 0 124 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 69.6 4.8 24.3 4.8 0.0 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 31 . 11 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 451,050 : : Positions : : 321,113 112,279 92,780 304,924 21,549 2,034 2,667 0 0 0 0 : : : : Changes from: May 12, 2020 : : 2,364 558 3,114 6,028 1,315 0 0 0 0 -432 -216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 24.9 20.6 67.6 4.8 0.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 19 7 8 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 106,102 : : Positions : : 86,539 90,158 12,209 7,738 2,994 0 0 0 620 3,171 0 : : : : Changes from: May 12, 2020 : : 4,697 2,759 801 0 90 0 0 0 0 545 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 85.0 11.5 7.3 2.8 0.0 0.0 0.0 0.6 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 25,583 : : Positions : : 24,104 23,966 0 908 0 0 0 0 0 527 0 : : : : Changes from: May 12, 2020 : : 1,440 960 0 390 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 93.7 0.0 3.5 0.0 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 333,643 : : Positions : : 314,825 48,705 3,027 267,930 6,094 0 2,901 0 0 3,139 310 : : : : Changes from: May 12, 2020 : : 15,406 678 -415 15,019 1,453 0 0 0 0 215 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 14.6 0.9 80.3 1.8 0.0 0.9 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 14 . 13 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 188,643 : : Positions : : 160,084 33,587 2,302 131,494 19,043 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : -919 242 242 -1,134 -54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 17.8 1.2 69.7 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 12 . 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 305,430 : : Positions : : 291,914 276,033 217 19,114 7,457 0 1,368 0 1,530 0 0 : : : : Changes from: May 12, 2020 : : -1,188 -2,078 0 460 91 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 90.4 0.1 6.3 2.4 0.0 0.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 . 7 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 46,469 : : Positions : : 16,802 45,305 23,615 0 186 310 0 0 3,162 240 0 : : : : Changes from: May 12, 2020 : : 1,644 1,884 695 0 0 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 97.5 50.8 0.0 0.4 0.7 0.0 0.0 6.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 604,502 : : Positions : : 483,466 159,326 41,805 370,960 52,270 1,440 76 1,442 7,657 5,187 7,697 : : : : Changes from: May 12, 2020 : : 3,446 -317 -1,338 1,376 3,253 302 -1,631 103 -366 2,253 935 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 26.4 6.9 61.4 8.6 0.2 0.0 0.2 1.3 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 39 31 4 12 11 . . . . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 201,679 : : Positions : : 109,777 93,084 45,376 61,848 41,340 0 0 0 0 240 0 : : : : Changes from: May 12, 2020 : : 4,009 8,503 7,398 2,550 759 0 -8 -728 -323 240 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 46.2 22.5 30.7 20.5 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 4 8 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 148,251 : : Positions : : 106,820 83,738 20,084 42,191 18,448 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 3,978 598 -31 1,399 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 56.5 13.5 28.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 220,075 : : Positions : : 103,860 196,409 87,075 13,147 7,158 2,100 0 0 11,739 240 861 : : : : Changes from: May 12, 2020 : : -1,530 12,410 720 1,090 -180 2,100 0 0 11,739 -831 861 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 89.2 39.6 6.0 3.3 1.0 0.0 0.0 5.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 18 5 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 238,213 : : Positions : : 122,406 201,373 83,989 18,379 8,074 7,189 3,007 0 13,937 4,673 861 : : : : Changes from: May 12, 2020 : : -1,826 12,110 540 1,090 -270 2,100 0 0 11,829 -831 861 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 84.5 35.3 7.7 3.4 3.0 1.3 0.0 5.9 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 26 30 8 . 5 4 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 128,199 : : Positions : : 111,662 97,713 9,294 25,548 3,096 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 1,680 2,745 540 -705 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 76.2 7.2 19.9 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 37,928 : : Positions : : 18,365 30,236 17,596 3,678 0 0 1,934 0 341 1,472 0 : : : : Changes from: May 12, 2020 : : 570 -368 232 1,260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 79.7 46.4 9.7 0.0 0.0 5.1 0.0 0.9 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 11 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 298,792 : : Positions : : 167,883 191,112 102,765 80,540 14,706 0 384 1,408 1,832 0 546 : : : : Changes from: May 12, 2020 : : -3,633 1,506 2,600 -1,312 344 0 -1,065 34 -987 0 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 64.0 34.4 27.0 4.9 0.0 0.1 0.5 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 30 5 6 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 113,148 : : Positions : : 112,904 111,723 0 960 0 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 98.7 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 119,204 : : Positions : : 93,652 70,518 5,122 33,735 6,920 0 0 0 886 0 0 : : : : Changes from: May 12, 2020 : : 939 1,094 -30 0 214 0 0 0 886 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 59.2 4.3 28.3 5.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 235,663 : : Positions : : 222,100 155,914 5,019 68,047 2,853 0 0 0 1,108 1,100 1,191 : : : : Changes from: May 12, 2020 : : 3,029 6,813 88 -5,373 92 0 0 0 0 482 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 66.2 2.1 28.9 1.2 0.0 0.0 0.0 0.5 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 193,151 : : Positions : : 124,625 183,578 48,246 0 7,404 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : -2,358 1,514 1,660 0 152 0 -320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 95.0 25.0 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- Options and Futures Combined Positions as of May 19, 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 82,916 : : Positions : : 44,274 75,358 32,581 790 1,041 0 0 0 466 0 150 : : : : Changes from: May 12, 2020 : : 753 4 607 790 508 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 90.9 39.3 1.0 1.3 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 62,131 : : Positions : : 53,044 55,121 6,717 5,969 0 0 0 0 403 0 0 : : : : Changes from: May 12, 2020 : : 2,520 3,450 2,130 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.7 10.8 9.6 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 209,884 : : Positions : : 144,134 159,300 46,440 34,007 7,881 330 0 0 2,139 0 241 : : : : Changes from: May 12, 2020 : : -1,598 2,727 2,228 0 -123 330 0 0 -124 0 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 75.9 22.1 16.2 3.8 0.2 0.0 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 184,387 : : Positions : : 131,994 128,030 21,962 30,521 13,354 0 0 0 5,817 2,776 1,192 : : : : Changes from: May 12, 2020 : : 4,739 -11 -1,522 4,930 -44 0 0 0 153 282 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 69.4 11.9 16.6 7.2 0.0 0.0 0.0 3.2 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 18 4 9 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 50,283 : : Positions : : 39,489 48,537 6,882 0 398 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 0 -31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 96.5 13.7 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 69,952 : : Positions : : 45,971 64,138 20,347 0 2,928 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : -330 924 860 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 91.7 29.1 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 264,404 : : Positions : : 201,170 152,330 28,200 82,511 20,470 1,092 0 0 2,591 1,733 1,390 : : : : Changes from: May 12, 2020 : : 103 -1,806 184 2,324 742 0 0 0 0 209 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 57.6 10.7 31.2 7.7 0.4 0.0 0.0 1.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 . 9 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 136,833 : : Positions : : 91,210 89,557 13,146 17,534 25,226 0 1,092 2 0 0 0 : : : : Changes from: May 12, 2020 : : 1,688 1,222 -782 536 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 65.4 9.6 12.8 18.4 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 6 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 169,406 : : Positions : : 151,906 140,260 3,542 21,557 3,384 0 0 0 586 1,712 0 : : : : Changes from: May 12, 2020 : : 1,769 2,102 213 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 82.8 2.1 12.7 2.0 0.0 0.0 0.0 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 19 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 46,233 : : Positions : : 41,103 28,804 0 13,402 1,028 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 4,578 4,368 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 62.3 0.0 29.0 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 284,828 : : Positions : : 231,240 39,472 21,711 229,468 14,837 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 11,230 5,031 -2,547 2,956 1,916 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 13.9 7.6 80.6 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 8 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 104,789 : : Positions : : 78,082 49,563 12,146 47,234 2,766 0 1,498 0 3,335 0 0 : : : : Changes from: May 12, 2020 : : 1,375 1,649 2,587 1,821 -715 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 47.3 11.6 45.1 2.6 0.0 1.4 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 183,990 : : Positions : : 157,953 132,380 3,924 29,736 15,238 0 0 0 0 0 0 : : : : Changes from: May 12, 2020 : : 4,479 4,321 307 0 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 71.9 2.1 16.2 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 1,285,800 : : Positions : : 251,091 247,136 227,730 196,614 107,837 212,801 200,989 263,486 46,783 119,724 109,281 : : : : Changes from: May 12, 2020 : : 17,854 8,678 21,452 15,827 -10,193 16,103 -432 -13,453 -20,885 7,397 3,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 19.2 17.7 15.3 8.4 16.6 15.6 20.5 3.6 9.3 8.5 : : : : Number of Traders in Each Category Total Traders: 302 : : 41 37 19 16 28 62 64 75 45 38 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 719,220 : : Positions : : 129,925 140,923 10,522 86,272 273,629 47,680 9,087 86,476 53,358 7,470 110,361 : : : : Changes from: May 12, 2020 : : -1,837 -7,173 538 2,812 -5,421 4,622 1,745 -420 -2,406 2,922 -437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 19.6 1.5 12.0 38.0 6.6 1.3 12.0 7.4 1.0 15.3 : : : : Number of Traders in Each Category Total Traders: 131 : : 38 34 5 15 19 19 8 20 29 13 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 293,596 : : Positions : : 110,558 78,688 53,655 97,033 38,370 5,682 0 11,863 28,040 28,945 28,546 : : : : Changes from: May 12, 2020 : : 5,129 2,253 1,564 4,007 -587 566 0 -246 3,456 3,439 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 26.8 18.3 33.0 13.1 1.9 0.0 4.0 9.6 9.9 9.7 : : : : Number of Traders in Each Category Total Traders: 84 : : 34 29 6 12 18 6 0 4 11 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 135,709 : : Positions : : 23,902 22,856 43,231 9,476 26,133 1,680 14,466 18,803 8,106 23,265 8,709 : : : : Changes from: May 12, 2020 : : 2,005 -1,081 7,413 3,718 458 1,385 2,032 3,954 978 1,895 859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 16.8 31.9 7.0 19.3 1.2 10.7 13.9 6.0 17.1 6.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 9 12 . 14 . 6 7 8 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 51,377 : : Positions : : 3,594 2,557 33 7,531 5,525 3,055 9,390 19,620 13,004 304 6,429 : : : : Changes from: May 12, 2020 : : 463 130 -104 -2 662 0 604 466 427 66 -453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 5.0 0.1 14.7 10.8 5.9 18.3 38.2 25.3 0.6 12.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 7 . . . . 5 5 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 731,831 : : Positions : : 363,985 108,576 112,596 476,815 99,009 3,169 0 5,418 107,957 14,125 15,437 : : : : Changes from: May 12, 2020 : : 286 885 620 2,191 -468 0 0 0 3,721 362 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 14.8 15.4 65.2 13.5 0.4 0.0 0.7 14.8 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 16 6 13 18 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 168,369 : : Positions : : 27,360 32,828 63,565 50,728 44,004 1,864 3,819 8,210 9,705 12,917 8,816 : : : : Changes from: May 12, 2020 : : 1,542 1,876 2,949 -325 1,854 474 -1,220 272 -1,413 3,664 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 19.5 37.8 30.1 26.1 1.1 2.3 4.9 5.8 7.7 5.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 11 6 17 . . 4 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 4,136 : : Positions : : 2,709 2,549 236 188 367 0 0 0 122 229 93 : : : : Changes from: May 12, 2020 : : 133 63 -17 -3 23 0 0 0 -3 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 61.6 5.7 4.5 8.9 0.0 0.0 0.0 2.9 5.5 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 33,946 : : Positions : : 21,077 28,394 7,379 2,646 2,877 46 0 0 2,191 0 0 : : : : Changes from: May 12, 2020 : : 1,420 776 -434 304 219 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 83.6 21.7 7.8 8.5 0.1 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 32 5 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 26,962 : : Positions : : 25,483 22,505 140 2,573 844 0 0 0 15 63 328 : : : : Changes from: May 12, 2020 : : 396 382 0 0 0 0 0 0 0 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 83.5 0.5 9.5 3.1 0.0 0.0 0.0 0.1 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 26 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 9,145 : : Positions : : 6,419 8,311 1,455 30 247 0 0 0 191 150 208 : : : : Changes from: May 12, 2020 : : 524 548 15 0 -17 0 0 0 42 55 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 90.9 15.9 0.3 2.7 0.0 0.0 0.0 2.1 1.6 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 38,077 : : Positions : : 35,893 26,166 137 10,573 245 0 0 0 1,704 710 98 : : : : Changes from: May 12, 2020 : : 1,363 903 -49 658 -77 0 0 0 802 47 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 68.7 0.4 27.8 0.6 0.0 0.0 0.0 4.5 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 36 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 51,506 : : Positions : : 33,728 43,557 9,298 935 3,273 115 320 5 2,105 476 2,279 : : : : Changes from: May 12, 2020 : : 1,297 343 -665 231 534 10 -285 5 -87 340 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 84.6 18.1 1.8 6.4 0.2 0.6 0.0 4.1 0.9 4.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 53 51 9 . 9 . . . 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 2,172 : : Positions : : 1,094 1,526 134 0 207 0 0 0 124 0 64 : : : : Changes from: May 12, 2020 : : 200 169 -47 0 62 0 0 0 37 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 70.3 6.2 0.0 9.5 0.0 0.0 0.0 5.7 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 4,021 : : Positions : : 2,858 2,870 44 0 165 0 0 0 105 76 200 : : : : Changes from: May 12, 2020 : : 96 179 -8 0 11 0 0 0 82 45 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.4 1.1 0.0 4.1 0.0 0.0 0.0 2.6 1.9 5.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 22 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 57,318 : : Positions : : 54,357 31,338 1,604 25,154 426 0 0 0 761 30 46 : : : : Changes from: May 12, 2020 : : -245 1,189 1,092 -295 -577 0 0 0 62 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 54.7 2.8 43.9 0.7 0.0 0.0 0.0 1.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 42 38 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 135,601 : : Positions : : 110,010 111,758 13,019 9,657 4,299 1,057 2,835 435 2,919 2,907 2,880 : : : : Changes from: May 12, 2020 : : 1,184 2,932 518 -614 516 262 161 75 285 -23 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 82.4 9.6 7.1 3.2 0.8 2.1 0.3 2.2 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 113 : : 72 62 11 5 8 . 4 . 6 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 42,047 : : Positions : : 24,945 24,226 9,227 14,089 2,903 2,884 0 0 1,864 315 0 : : : : Changes from: May 12, 2020 : : 1,977 -623 35 2,945 -378 340 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 57.6 21.9 33.5 6.9 6.9 0.0 0.0 4.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 . 9 5 4 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 57,428 : : Positions : : 48,116 38,644 936 14,051 1,444 3,451 410 0 1,252 757 1,399 : : : : Changes from: May 12, 2020 : : 1,266 841 -25 518 253 396 -190 0 -153 233 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 67.3 1.6 24.5 2.5 6.0 0.7 0.0 2.2 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 46 44 4 6 . . . 0 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 39,509 : : Positions : : 34,136 28,486 1,491 7,857 1,961 900 50 0 369 125 532 : : : : Changes from: May 12, 2020 : : 752 830 0 0 0 0 0 0 -22 -50 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 72.1 3.8 19.9 5.0 2.3 0.1 0.0 0.9 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 34 . 5 6 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665S Open Interest is 5,822 : : Positions : : 4,728 2,294 0 2,714 108 0 0 0 21 0 40 : : : : Changes from: May 12, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 39.4 0.0 46.6 1.9 0.0 0.0 0.0 0.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 23,429 : : Positions : : 18,154 19,040 2,662 1,641 1,073 0 315 0 0 506 539 : : : : Changes from: May 12, 2020 : : 1,152 1,268 160 -70 167 0 315 0 0 -3 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 81.3 11.4 7.0 4.6 0.0 1.3 0.0 0.0 2.2 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 6 4 7 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 22, 2020