Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 6,132,210                :
: Positions                                                                                                    :
:3,536,875 1,277,593   591,799 3,932,676   437,281   818,781    21,051    79,670   284,864    19,995   343,302 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
: -137,076   -38,460   -10,665  -137,370    48,646   -29,310     1,077    -4,198    10,238     7,794   -41,482 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      20.8       9.7      64.1       7.1      13.4       0.3       1.3       4.6       0.3       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      116       100        14        18        23        12         7        13        32        13        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,359,113                :
: Positions                                                                                                    :
:  147,056   145,726    17,285    59,033   731,554    38,725       552   283,602     7,265     5,498   131,733 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:  -35,381   -31,262    -9,155    12,591   -86,280    -8,185   -20,088   -54,663   -17,621   -31,450  -139,034 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      10.7       1.3       4.3      53.8       2.8       0.0      20.9       0.5       0.4       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       33        30         6        11        17         5         .         7         7        12        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   222,141                :
: Positions                                                                                                    :
:  154,592   196,974    29,083     6,584     8,519       390         0         0     3,898     2,751       601 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      241        63       270      -273       425         0         0         0       317       570       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      88.7      13.1       3.0       3.8       0.2       0.0       0.0       1.8       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        12         5         .         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   149,680                :
: Positions                                                                                                    :
:  137,814    68,778         0    73,537       875         0         0         0     2,327         0       897 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -1,796    -1,184         0     1,267        80         0         0         0       909         0        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      46.0       0.0      49.1       0.6       0.0       0.0       0.0       1.6       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        15         0         8         .         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   313,242                :
: Positions                                                                                                    :
:  223,425   138,967    40,556   147,852    15,972     6,018         0         0    13,783     2,498     3,186 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -1,313    11,428     6,037   -10,312    -7,231    -1,002         0         0     1,872       -75      -593 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      44.4      12.9      47.2       5.1       1.9       0.0       0.0       4.4       0.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       31        29         5        10         6         .         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,150,531                :
: Positions                                                                                                    :
:1,092,904    47,289    14,163 1,057,642    29,687     1,044         0       681     1,385    10,520     1,599 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   11,402    -2,407       262    12,793      -849      -512         0      -586    -1,132       298        36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0       4.1       1.2      91.9       2.6       0.1       0.0       0.1       0.1       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       32        16         .        10         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   404,476                :
: Positions                                                                                                    :
:  273,079   266,149    59,981    92,344    36,154     8,962       341       240    12,011     1,003     2,824 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -227     5,134       880        84      -508     2,108        89         0     2,569     1,003         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      65.8      14.8      22.8       8.9       2.2       0.1       0.1       3.0       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       32        30         5         8         8         .         .         .         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   678,738                :
: Positions                                                                                                    :
:  606,257   465,955    28,096   177,912    30,177         0       320         0     1,004       238     1,606 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   16,169    20,753        31    -4,877     2,147      -496       -64         0      -521      -134       172 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      68.7       4.1      26.2       4.4       0.0       0.0       0.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        32         .        11         8         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   516,151                :
: Positions                                                                                                    :
:  421,544   166,030    64,520   317,916    20,522         0         0         0       360     2,420       149 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   15,096     3,990    -1,029     8,234    -1,621         0         0         0      -120     2,172       149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      32.2      12.5      61.6       4.0       0.0       0.0       0.0       0.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        22         4        10         8         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    96,132                :
: Positions                                                                                                    :
:   78,127    80,287    10,311     4,810     2,785         0       430         0         0     4,738       105 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      749       364      -220         0         0         0         0         0      -240      -210       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      83.5      10.7       5.0       2.9       0.0       0.4       0.0       0.0       4.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    31,645                :
: Positions                                                                                                    :
:   22,969    23,758     1,820     6,051       635     2,759         0         0       362       706        30 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,676     4,090       620       -31        31     2,139         0         0         0       466        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      75.1       5.8      19.1       2.0       8.7       0.0       0.0       1.1       2.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        12         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   337,033                :
: Positions                                                                                                    :
:  322,884    42,033     3,232   282,708     2,495         0     1,377         0       219     2,873       983 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   14,975    -2,297        26    18,673      -906         0         0         0       219      -238       655 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.8      12.5       1.0      83.9       0.7       0.0       0.4       0.0       0.1       0.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        17         .        12         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   181,899                :
: Positions                                                                                                    :
:  157,270    22,578     4,321   137,116    14,434         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      783      -356       341     1,257      -406         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      12.4       2.4      75.4       7.9       0.0       0.0       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         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   269,531                :
: Positions                                                                                                    :
:  257,776   237,422     1,565    21,948     5,301     1,230         0       210         0       896       589 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    5,147     2,257         0     1,464       248         0         0         0      -347       896       136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.6      88.1       0.6       8.1       2.0       0.5       0.0       0.1       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        17         .         4         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    31,325                :
: Positions                                                                                                    :
:    9,663    27,090    15,262     1,941       217         0       219       229     4,593       390       150 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,142     4,115       451       496       217         0      -229       229     2,511         0       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      86.5      48.7       6.2       0.7       0.0       0.7       0.7      14.7       1.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        17         4         .         .         0         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   613,349                :
: Positions                                                                                                    :
:  489,834   167,601    57,891   387,440    33,596     5,119    11,229       177    12,748     4,666     3,500 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    3,233    13,470     1,382    -6,839       861        87      -186       155     1,031        95      -980 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      27.3       9.4      63.2       5.5       0.8       1.8       0.0       2.1       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       39        25         5        12        11         .         .         .         5         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   189,623                :
: Positions                                                                                                    :
:  105,105    90,712    45,186    59,853    34,645         0         0         0       372         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -653       752       753       386       -57         0         0         0       372         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      47.8      23.8      31.6      18.3       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         4         4         8         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   228,094                :
: Positions                                                                                                    :
:  207,120    77,591     5,184   139,152     8,830         0         0         0     2,102         0       107 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      286      -865        31     1,239       -62         0         0         0     1,121         0        49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      34.0       2.3      61.0       3.9       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        10         .         9         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   216,278                :
: Positions                                                                                                    :
:  102,018   180,088    89,322    25,307     6,947     4,650         0         0    10,263     1,751        60 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   17,380    26,674     3,790       736     1,324     1,953         0         0     9,426     1,193        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.2      83.3      41.3      11.7       3.2       2.2       0.0       0.0       4.7       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       20        31        10         4         5         .         0         0         8         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   220,521                :
: Positions                                                                                                    :
:  101,229   182,793    87,318    27,288     5,090     9,600         0         0    16,066     4,223       240 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   20,306    29,524       654     1,710     1,438     2,133         0         0     9,308     1,193       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.9      82.9      39.6      12.4       2.3       4.4       0.0       0.0       7.3       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       30        43         9         5         4         .         0         0         9         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   124,585                :
: Positions                                                                                                    :
:  113,724    84,916     8,390    35,673     1,464         0         0         0         0     1,680         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    9,843     6,732       -39     3,843         0         0         0         0         0      -372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      68.2       6.7      28.6       1.2       0.0       0.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       19        24         .         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    33,351                :
: Positions                                                                                                    :
:   14,431    28,287    13,338     4,356         0     4,123         0         0       367       308         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      527     2,751      -938      -217         0     2,697         0         0       367         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      84.8      40.0      13.1       0.0      12.4       0.0       0.0       1.1       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        9        17         5         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   278,309                :
: Positions                                                                                                    :
:  167,294   188,011    74,960    66,751    15,407    15,765         0       183         0     3,179        31 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      465     2,270       209       -27      -107     2,569         0         3         0     1,542         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      67.6      26.9      24.0       5.5       5.7       0.0       0.1       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        31         5         6         5         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   106,779                :
: Positions                                                                                                    :
:  105,501   105,594       302       480         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -868      -498        62         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.8      98.9       0.3       0.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        23         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   107,061                :
: Positions                                                                                                    :
:   83,070    61,793     3,669    29,788     9,669         0         0         0     2,782         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -946     1,098        95      -998      -119         0         0         0     1,812      -343       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      57.7       3.4      27.8       9.0       0.0       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        16         .         4         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   214,909                :
: Positions                                                                                                    :
:  206,149   139,046     1,707    63,568     2,409         0         0         0         0     2,579     1,965 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,720    -1,109       208     1,870       375         0         0         0         0     1,010         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.9      64.7       0.8      29.6       1.1       0.0       0.0       0.0       0.0       1.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        27         .         7         .         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   187,069                :
: Positions                                                                                                    :
:  141,022   174,515    31,795         0     7,032         0         0         0         0     2,542         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      826      -535       666         0      -182         0         0         0         0     2,542         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      93.3      17.0       0.0       3.8       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        18         4         0         .         0         0         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    89,365                :
: Positions                                                                                                    :
:   58,557    56,701    23,166    23,154     2,890         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:       23     1,819     1,585       -31      -226         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      63.4      25.9      25.9       3.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    31,799                :
: Positions                                                                                                    :
:   16,601    28,009     5,298         0         0         0         0         0     5,776       762       242 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -314      -554        93      -468       -90         0         0         0       503       522        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      88.1      16.7       0.0       0.0       0.0       0.0       0.0      18.2       2.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        15         4         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   215,118                :
: Positions                                                                                                    :
:  187,233   140,396    15,853    61,219     1,664         0         0         0     1,813       626       781 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   14,674    -8,665       730    23,332   -11,049         0         0         0       -78       626      -472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      65.3       7.4      28.5       0.8       0.0       0.0       0.0       0.8       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   195,585                :
: Positions                                                                                                    :
:  161,085    96,932     6,184    71,566    15,181       224         0         0     4,170     3,029         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   10,385     2,166      -368     6,031      -602         0         0         0       302     1,085         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      49.6       3.2      36.6       7.8       0.1       0.0       0.0       2.1       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        22         .        11         9         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    55,938                :
: Positions                                                                                                    :
:   35,215    49,785    14,771       651     2,928     1,260         0         0       604       690         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      992       713         0       651         0         0         0         0       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      89.0      26.4       1.2       5.2       2.3       0.0       0.0       1.1       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       12        18         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   236,976                :
: Positions                                                                                                    :
:  186,242   123,924    18,512    89,412    16,514     1,245     2,488        14     6,163         0       398 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    5,646     2,118       363     5,608      -729         0      -184         0        93         0        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      52.3       7.8      37.7       7.0       0.5       1.0       0.0       2.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        23         .        10         7         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   122,513                :
: Positions                                                                                                    :
:   79,825    71,729    22,186    26,377    16,270       310     2,029        19         0     1,313         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,497     1,011       455       293       665         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      58.5      18.1      21.5      13.3       0.3       1.7       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        21         5         5         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   129,859                :
: Positions                                                                                                    :
:  115,395   104,542     5,226    18,625     1,738         0         0         0       620     1,712         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -1,061      -472       -62      -906         0         0         0         0       620         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      80.5       4.0      14.3       1.3       0.0       0.0       0.0       0.5       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        16         .         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    35,144                :
: Positions                                                                                                    :
:   30,322    18,588       720    12,080     1,090         0         0         0         0       161       180 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      863     1,544         0    -1,353        62         0         0         0         0       161       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      52.9       2.0      34.4       3.1       0.0       0.0       0.0       0.0       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        15         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   295,183                :
: Positions                                                                                                    :
:  258,806    36,327    23,675   244,864     9,182         0         0         0         0     3,292       210 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   25,265     5,549       395    17,658       506         0         0         0         0     2,549       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      12.3       8.0      83.0       3.1       0.0       0.0       0.0       0.0       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       33        20         4         6         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    96,905                :
: Positions                                                                                                    :
:   72,240    49,137    14,357    38,251     3,324         0         0         0       352         0     1,284 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      215       463        93      -248       398         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      50.7      14.8      39.5       3.4       0.0       0.0       0.0       0.4       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    20,247                :
: Positions                                                                                                    :
:   16,516    19,757     2,745         0         0         0         0         0       496         0        60 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    4,396     4,834       124         0         0         0         0         0       496         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      97.6      13.6       0.0       0.0       0.0       0.0       0.0       2.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        13         .         0         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   181,553                :
: Positions                                                                                                    :
:  155,295   136,455    10,506    28,580    10,676         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      643       766      -183        31       214         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      75.2       5.8      15.7       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        27         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    19,804                :
: Positions                                                                                                    :
:   16,242    14,495     1,652     4,054         0         0         0         0       876         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,023     1,662         0         0         0         0         0         0       186         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      73.2       8.3      20.5       0.0       0.0       0.0       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        16         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,279,399                :
: Positions                                                                                                    :
:  199,305   214,658   177,527   233,789   121,062   273,861   161,330   249,496    55,931   119,705   140,921 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    8,947     8,154       139     4,535    -2,050    -7,084   -19,848     5,428    -6,217     3,301   -11,449 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      16.8      13.9      18.3       9.5      21.4      12.6      19.5       4.4       9.4      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   295                     :
:       38        35        18        16        28        64        60        87        40        40        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   666,109                :
: Positions                                                                                                    :
:  106,589    67,801    11,162   162,579   241,081    99,018       724   109,421    16,239     2,431    75,707 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:  -14,931   -39,554    -4,532      -171   -25,514    -4,301      -231   -22,880   -20,629    -5,146   -49,112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.0      10.2       1.7      24.4      36.2      14.9       0.1      16.4       2.4       0.4      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   125                     :
:       37        27         5        15        19        31         .        29        22        12        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   342,699                :
: Positions                                                                                                    :
:  100,430    81,711    58,822   148,627    41,706    14,194         0    17,659    70,063    18,123    23,739 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -7,147    -6,144      -757      -210    -1,390     1,000      -444    -1,214     1,160    -1,075      -956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.3      23.8      17.2      43.4      12.2       4.1       0.0       5.2      20.4       5.3       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       25        20         8        13        17         6         0         4        16         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   111,885                :
: Positions                                                                                                    :
:    4,933    22,454    63,683     9,589    19,005     1,331    32,701     9,624     1,091     4,060     4,797 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:  -17,483    -2,544     7,282        49    -1,459    -9,958    -3,252   -10,879    -9,537   -27,582    -2,738 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.4      20.1      56.9       8.6      17.0       1.2      29.2       8.6       1.0       3.6       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10        10        10         4        12         .         6         5         .         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    41,365                :
: Positions                                                                                                    :
:      486       492     1,453       430     2,769    15,501    10,285    13,505       116     6,072     7,524 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -2,861      -647       122       430    -3,425   -10,665   -16,998    -4,154    -4,381    -1,067   -11,931 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.2       1.2       3.5       1.0       6.7      37.5      24.9      32.6       0.3      14.7      18.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        4         4         .         .         .         4         .         5         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   706,816                :
: Positions                                                                                                    :
:  309,971   101,580   142,135   459,949    99,844    14,016         0    12,135    99,754    13,862     8,395 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -9,421    -4,388    -2,269   -19,796    -1,221         0         0         0   -12,441       -76       469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      14.4      20.1      65.1      14.1       2.0       0.0       1.7      14.1       2.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       18        16         9        12        19         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   192,466                :
: Positions                                                                                                    :
:   24,699    17,638   103,850    75,376    46,252     5,290    17,494     5,514       699    19,229     1,821 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -3,269    -4,083     2,984    -4,163    -6,451    -1,754       563       284    -5,072    -1,066    -2,884 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8       9.2      54.0      39.2      24.0       2.7       9.1       2.9       0.4      10.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        7         7        10         8        15         .         .         5         .         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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     6,723                :
: Positions                                                                                                    :
:    4,092     4,475       567       114       750         0         0         0       576       249       223 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      568       498       116       -52        -8         0         0         0      -399       -39        84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      66.6       8.4       1.7      11.2       0.0       0.0       0.0       8.6       3.7       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        27         .         .         4         0         0         0         5         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    36,529                :
: Positions                                                                                                    :
:   28,325    29,294     4,052     3,504     3,375         0         0         0        60         0       210 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      575       641        -5       -42       791         0       -28         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      80.2      11.1       9.6       9.2       0.0       0.0       0.0       0.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       30        33         4         4         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    19,256                :
: Positions                                                                                                    :
:   18,800    15,264         0     2,982       236         0         0         0         0         1       142 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      475       199         0       296       -91         0         0         0         0       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      79.3       0.0      15.5       1.2       0.0       0.0       0.0       0.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        25         0         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    12,543                :
: Positions                                                                                                    :
:    9,906    10,097       604       425       957        29         0         0       205       235       395 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      813     1,066        12       -77        84         0         0         0         0       -39       132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      80.5       4.8       3.4       7.6       0.2       0.0       0.0       1.6       1.9       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       35        28         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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     3,958                :
: Positions                                                                                                    :
:    3,000     1,982         0     1,090       235         0         0         0         0       138       128 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:       95        35         0       120         0         0         0         0         0       -60        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      50.1       0.0      27.5       5.9       0.0       0.0       0.0       0.0       3.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         0         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    31,927                :
: Positions                                                                                                    :
:   28,788    22,108       362     8,076       378         0         0         0     1,732       496       652 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      334       334         0         0        13         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      69.2       1.1      25.3       1.2       0.0       0.0       0.0       5.4       1.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       31        32         .         7         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    63,753                :
: Positions                                                                                                    :
:   42,841    54,693     7,998     1,040     3,905       832         0         0     5,382     1,464     2,226 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    2,243     1,578      -845        25       739       155         0         0       -93      -105       342 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      85.8      12.5       1.6       6.1       1.3       0.0       0.0       8.4       2.3       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       54        55        10         .         8         .         0         0         6         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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     2,902                :
: Positions                                                                                                    :
:    1,470     2,022       232        33       220        34         0         0       227        26        83 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      134       227         3        -3       -20        34         0         0         2         0        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      69.7       8.0       1.1       7.6       1.2       0.0       0.0       7.8       0.9       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        19         .         .         .         .         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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     4,894                :
: Positions                                                                                                    :
:    3,360     3,363       309        10       275         0         0         0        74        16       369 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      390       144       -14        10         8         0         0         0       -18         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      68.7       6.3       0.2       5.6       0.0       0.0       0.0       1.5       0.3       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        28         .         .         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    58,003                :
: Positions                                                                                                    :
:   54,078    27,469       744    27,622       839         0         0         0     1,246       311       917 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    4,654     3,691      -364       519       138         0         0         0       -20        50        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      47.4       1.3      47.6       1.4       0.0       0.0       0.0       2.1       0.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       39        39         .         8         .         0         0         0         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   137,261                :
: Positions                                                                                                    :
:  105,921   111,837    11,880     8,616     6,728     1,712     1,421       489     4,749     3,444     3,926 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:   -1,424        42       277       -39       -18       260         0       -20       538      -241       414 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      81.5       8.7       6.3       4.9       1.2       1.0       0.4       3.5       2.5       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   119                     :
:       65        62        11         5        11         4         4         .        10         6        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    65,653                :
: Positions                                                                                                    :
:   47,027    39,793     8,782    21,175     3,122     5,343         0         0       235         0       373 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:     -245      -416       -45       225       -95       -30         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      60.6      13.4      32.3       4.8       8.1       0.0       0.0       0.4       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        30         .         8         4         5         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    65,402                :
: Positions                                                                                                    :
:   54,052    49,706     1,848     8,914     1,577     3,235         0         0     1,927     2,536     1,973 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    2,273     1,646       -71       345       309        15         0         0        11        -7       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      76.0       2.8      13.6       2.4       4.9       0.0       0.0       2.9       3.9       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       50        47         7         6         7         6         0         0        11         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #06665R                                                    Open Interest is    36,387                :
: Positions                                                                                                    :
:   31,135    24,984     1,210     9,190     1,397       900         0         0     1,435       246       150 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:      113       214       -60        72        60         0         0         0       228         5        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      68.7       3.3      25.3       3.8       2.5       0.0       0.0       3.9       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        28         .         5         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    26,307                :
: Positions                                                                                                    :
:   19,441    21,811     4,308     1,822       747         0       405         0       238       300       723 :
:                                                                                                              :
: Changes from:     September 22, 2020                                                                         :
:    1,532     1,411       215       127       -61         0         0         0      -163        41        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      82.9      16.4       6.9       2.8       0.0       1.5       0.0       0.9       1.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        25         7         .         5         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------



Updated October 02, 2020