Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 6,587,722 : : Positions : :3,920,828 1,234,688 652,115 4,270,687 458,690 843,974 11,906 223,560 131,824 37,440 307,837 : : : : Changes from: December 21, 2020 : : 33,965 5,083 -7,055 1,683 810 3,376 643 1,941 -7,173 3,727 -1,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 18.7 9.9 64.8 7.0 12.8 0.2 3.4 2.0 0.6 4.7 : : : : Number of Traders in Each Category Total Traders: 252 : : 131 108 15 17 22 17 . 19 33 20 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 1,386,111 : : Positions : : 105,312 98,082 161 53,306 747,323 49,627 3,683 336,199 10,703 13,149 129,975 : : : : Changes from: December 21, 2020 : : -15,437 -14,802 -7,163 -66 -52,336 9,830 -5,848 -24,079 -7,533 -4,022 -14,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 7.1 0.0 3.8 53.9 3.6 0.3 24.3 0.8 0.9 9.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 34 32 . 14 16 4 . 7 10 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 205,864 : : Positions : : 152,130 183,624 21,028 4,674 9,901 0 588 0 1,284 1,248 124 : : : : Changes from: December 21, 2020 : : 1,562 4,187 3,152 -42 -2,325 0 64 0 0 49 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 89.2 10.2 2.3 4.8 0.0 0.3 0.0 0.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 141,460 : : Positions : : 126,968 66,646 0 57,847 2,714 0 0 0 3,378 0 813 : : : : Changes from: December 21, 2020 : : 65 -310 0 472 460 0 0 0 202 0 546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 47.1 0.0 40.9 1.9 0.0 0.0 0.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 0 7 . 0 0 0 6 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 284,146 : : Positions : : 214,608 127,351 38,432 131,456 9,889 2,994 0 0 5,833 2,814 768 : : : : Changes from: December 21, 2020 : : 1,804 494 -334 1,898 304 -64 0 0 744 -344 365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 44.8 13.5 46.3 3.5 1.1 0.0 0.0 2.1 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 20 5 9 4 4 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 1,085,530 : : Positions : :1,031,165 49,841 13,287 997,094 26,390 1,447 0 0 3,950 7,324 1,811 : : : : Changes from: December 21, 2020 : : 10,792 2,152 578 9,891 -2,050 491 0 -34 1,766 150 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 4.6 1.2 91.9 2.4 0.1 0.0 0.0 0.4 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 16 . 10 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 379,965 : : Positions : : 261,468 263,814 60,250 67,297 28,802 4,066 3,508 0 7,894 1,347 730 : : : : Changes from: December 21, 2020 : : 577 3,667 323 -2,834 0 0 584 0 204 87 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 69.4 15.9 17.7 7.6 1.1 0.9 0.0 2.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 23 4 8 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 618,676 : : Positions : : 544,787 425,704 25,330 154,992 34,652 3,670 0 0 1,708 0 1,141 : : : : Changes from: December 21, 2020 : : -439 -2,668 2,317 4,769 -1,795 0 0 0 372 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 68.8 4.1 25.1 5.6 0.6 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 28 4 11 11 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 488,904 : : Positions : : 405,921 139,332 54,762 313,838 19,311 0 1,144 0 0 0 0 : : : : Changes from: December 21, 2020 : : 1,925 1,589 325 1,001 -15 0 632 0 0 -333 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 28.5 11.2 64.2 3.9 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 19 . 10 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 98,048 : : Positions : : 73,748 87,644 16,932 4,066 1,678 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : -30 -157 912 0 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 89.4 17.3 4.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 24,380 : : Positions : : 19,215 22,551 3,367 1,550 0 0 0 0 1,364 0 0 : : : : Changes from: December 21, 2020 : : 1,457 713 0 744 0 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 92.5 13.8 6.4 0.0 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 350,904 : : Positions : : 332,434 62,608 1,679 277,200 3,960 0 0 0 2,180 2,080 1,603 : : : : Changes from: December 21, 2020 : : 2,314 4,756 0 -1,901 0 0 0 0 0 -519 587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 17.8 0.5 79.0 1.1 0.0 0.0 0.0 0.6 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 16 . 13 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 181,360 : : Positions : : 154,591 20,819 5,213 141,598 11,699 0 0 0 0 341 0 : : : : Changes from: December 21, 2020 : : 430 487 -61 -462 28 0 0 0 0 341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 11.5 2.9 78.1 6.5 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 8 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 258,463 : : Positions : : 251,144 209,287 512 34,767 3,375 0 2,130 0 0 5,334 0 : : : : Changes from: December 21, 2020 : : 1,585 2,047 0 0 0 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 81.0 0.2 13.5 1.3 0.0 0.8 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 34,270 : : Positions : : 14,572 30,636 11,967 2,394 0 3,458 0 0 2,809 0 0 : : : : Changes from: December 21, 2020 : : 3,999 4,371 651 0 0 -111 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 89.4 34.9 7.0 0.0 10.1 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 18 . . 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 616,301 : : Positions : : 501,676 167,826 59,316 393,435 33,633 2,328 2,866 3,848 6,440 7,670 1,059 : : : : Changes from: December 21, 2020 : : 6,031 8,031 -631 -4,244 -112 142 540 -234 154 1,453 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 27.2 9.6 63.8 5.5 0.4 0.5 0.6 1.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 44 31 4 12 9 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 213,603 : : Positions : : 195,113 72,095 5,903 134,533 4,760 0 0 0 3,214 0 325 : : : : Changes from: December 21, 2020 : : -956 -2,153 -642 1,290 -368 0 0 0 2,085 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 33.8 2.8 63.0 2.2 0.0 0.0 0.0 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 10 . 10 5 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 195,974 : : Positions : : 97,973 153,548 77,538 30,246 6,694 7,471 0 0 3,408 3,677 0 : : : : Changes from: December 21, 2020 : : 4,969 14,524 7,327 -620 1,079 6,231 0 0 446 2,077 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 78.4 39.6 15.4 3.4 3.8 0.0 0.0 1.7 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 28 29 9 . 5 . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 207,107 : : Positions : : 103,194 160,216 76,286 33,708 4,205 18,153 0 0 4,121 7,645 248 : : : : Changes from: December 21, 2020 : : 9,827 17,577 4,712 1,426 217 6,231 0 0 -81 1,829 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 77.4 36.8 16.3 2.0 8.8 0.0 0.0 2.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 37 39 10 4 4 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 119,378 : : Positions : : 100,643 81,685 12,159 35,321 1,101 2,015 0 0 1,891 0 155 : : : : Changes from: December 21, 2020 : : 5,586 7,372 422 620 0 0 0 0 1,550 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 68.4 10.2 29.6 0.9 1.7 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 22,290 : : Positions : : 7,013 20,274 14,297 0 0 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 620 1,200 1,625 0 0 -930 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 91.0 64.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 5 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 241,200 : : Positions : : 152,855 155,952 62,119 67,119 11,558 7,358 14 853 0 1,809 513 : : : : Changes from: December 21, 2020 : : 4,058 1,609 -1,316 758 -256 -168 14 91 0 46 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 64.7 25.8 27.8 4.8 3.1 0.0 0.4 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 29 5 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 130,339 : : Positions : : 129,359 127,899 310 1,488 0 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 5,007 3,745 0 1,054 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 98.1 0.2 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 21 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 89,758 : : Positions : : 64,081 50,624 3,963 17,783 9,076 0 0 0 0 450 0 : : : : Changes from: December 21, 2020 : : -217 248 -183 -93 0 0 0 0 0 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 56.4 4.4 19.8 10.1 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 204,642 : : Positions : : 196,067 134,067 0 59,434 778 0 0 0 217 880 604 : : : : Changes from: December 21, 2020 : : 3,470 1,276 0 -62 186 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 65.5 0.0 29.0 0.4 0.0 0.0 0.0 0.1 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 0 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 35,863 : : Positions : : 27,384 26,474 2,088 6,006 1,284 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.8 5.8 16.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 191,066 : : Positions : : 148,277 175,269 27,129 131 10,186 0 416 0 0 707 0 : : : : Changes from: December 21, 2020 : : 1,836 59 4,323 0 2,360 0 0 0 0 707 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 91.7 14.2 0.1 5.3 0.0 0.2 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 88,106 : : Positions : : 58,554 50,869 22,462 32,353 1,174 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 867 513 783 881 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 57.7 25.5 36.7 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 30,040 : : Positions : : 20,652 27,346 2,507 0 0 0 0 0 4,272 0 233 : : : : Changes from: December 21, 2020 : : 310 490 31 0 0 0 0 0 270 0 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 91.0 8.3 0.0 0.0 0.0 0.0 0.0 14.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 . 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 223,225 : : Positions : : 192,823 142,327 15,311 59,164 2,024 0 0 0 6,050 0 62 : : : : Changes from: December 21, 2020 : : 1,608 903 0 124 0 0 0 0 289 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 63.8 6.9 26.5 0.9 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . 4 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 165,784 : : Positions : : 134,441 79,234 5,771 68,080 11,086 1,310 0 0 4,399 1,433 763 : : : : Changes from: December 21, 2020 : : -2,008 -555 276 151 -552 0 0 0 0 193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 47.8 3.5 41.1 6.7 0.8 0.0 0.0 2.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 20 . 11 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 57,978 : : Positions : : 38,762 51,496 13,422 279 3,052 0 0 0 1,247 0 62 : : : : Changes from: December 21, 2020 : : 1,891 2,480 682 -124 124 0 0 0 -62 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 88.8 23.2 0.5 5.3 0.0 0.0 0.0 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 245,568 : : Positions : : 205,177 106,386 19,190 113,595 11,834 0 3,563 0 3,205 679 0 : : : : Changes from: December 21, 2020 : : 6,196 -3,144 360 7,805 -91 0 0 0 -267 679 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 43.3 7.8 46.3 4.8 0.0 1.5 0.0 1.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 23 4 8 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 117,196 : : Positions : : 86,395 63,856 11,979 33,420 14,945 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 2,492 2,686 -883 85 542 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 54.5 10.2 28.5 12.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 121,099 : : Positions : : 106,558 98,317 5,341 17,348 571 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 273 -217 -214 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 81.2 4.4 14.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 39,562 : : Positions : : 36,104 19,787 0 17,503 0 0 0 0 248 0 0 : : : : Changes from: December 21, 2020 : : 1,271 1,023 0 310 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 50.0 0.0 44.2 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 0 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 346,966 : : Positions : : 250,690 39,494 74,824 290,250 8,214 426 0 0 0 1,965 174 : : : : Changes from: December 21, 2020 : : 2,601 -186 -215 982 62 0 0 0 0 1,965 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 11.4 21.6 83.7 2.4 0.1 0.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 14 . 6 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 100,347 : : Positions : : 73,281 44,432 14,844 50,068 3,685 0 0 0 0 0 0 : : : : Changes from: December 21, 2020 : : 0 0 543 971 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 44.3 14.8 49.9 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 16,328 : : Positions : : 10,808 16,049 3,784 0 0 558 0 0 589 0 0 : : : : Changes from: December 21, 2020 : : 2,077 2,914 589 0 0 62 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 98.3 23.2 0.0 0.0 3.4 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 15 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 179,249 : : Positions : : 149,059 140,287 19,992 27,930 4,109 0 0 0 0 524 0 : : : : Changes from: December 21, 2020 : : 592 -1,108 124 1,448 -124 0 0 0 0 524 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.3 11.2 15.6 2.3 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 1,170,853 : : Positions : : 206,012 276,114 184,502 141,698 83,273 227,462 195,808 236,482 68,386 92,296 103,178 : : : : Changes from: December 21, 2020 : : 1,026 536 3,588 -9,361 -747 1,115 14,993 -21,804 -59 -4,257 -11,825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 23.6 15.8 12.1 7.1 19.4 16.7 20.2 5.8 7.9 8.8 : : : : Number of Traders in Each Category Total Traders: 308 : : 45 42 20 15 26 58 62 75 56 28 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 579,581 : : Positions : : 77,182 52,334 11,797 165,528 214,872 123,335 48 69,327 12,458 8,744 63,523 : : : : Changes from: December 21, 2020 : : -13,863 -5,266 -1,052 -22,926 -17,079 -15,683 -230 -17,026 -7,032 -9,808 -17,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 9.0 2.0 28.6 37.1 21.3 0.0 12.0 2.1 1.5 11.0 : : : : Number of Traders in Each Category Total Traders: 128 : : 36 30 6 16 21 29 . 23 23 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 425,044 : : Positions : : 109,376 102,418 42,086 182,353 55,261 44,054 883 26,686 98,245 17,675 32,963 : : : : Changes from: December 21, 2020 : : 1,833 8,748 1,080 9,350 -867 16,414 -97 -3,419 404 2,211 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 24.1 9.9 42.9 13.0 10.4 0.2 6.3 23.1 4.2 7.8 : : : : Number of Traders in Each Category Total Traders: 102 : : 37 27 8 16 18 10 . 6 20 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 127,965 : : Positions : : 2,980 18,670 72,859 27,242 15,811 4,707 38,343 9,207 8,048 5,927 8,564 : : : : Changes from: December 21, 2020 : : -3,657 -2,206 -1,048 -159 -1,438 1,298 -4,716 -2,320 -7,261 -2,504 -776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 14.6 56.9 21.3 12.4 3.7 30.0 7.2 6.3 4.6 6.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 10 10 5 14 . 5 5 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 686,857 : : Positions : : 300,259 87,615 149,775 438,047 112,386 14,782 0 11,167 63,694 16,816 8,942 : : : : Changes from: December 21, 2020 : : 7,414 -10,106 10,688 25,469 -3,221 0 0 0 -1,202 -6 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 12.8 21.8 63.8 16.4 2.2 0.0 1.6 9.3 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 15 7 15 18 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 262,637 : : Positions : : 29,499 15,944 136,998 52,533 64,748 3,999 25,257 20,103 270 73,404 3,639 : : : : Changes from: December 21, 2020 : : 4,439 -331 -8,809 -838 -4,323 -2,040 -377 -1,942 -150 -5,199 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 6.1 52.2 20.0 24.7 1.5 9.6 7.7 0.1 27.9 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 7 11 7 15 . 5 5 . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 7,409 : : Positions : : 4,879 4,749 604 302 697 0 0 0 231 464 307 : : : : Changes from: December 21, 2020 : : 151 39 -21 34 -46 0 0 0 -35 8 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 64.1 8.2 4.1 9.4 0.0 0.0 0.0 3.1 6.3 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 28 . . 4 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 34,911 : : Positions : : 26,987 30,972 4,119 1,806 1,791 552 0 0 1,220 63 160 : : : : Changes from: December 21, 2020 : : 555 636 59 75 56 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 88.7 11.8 5.2 5.1 1.6 0.0 0.0 3.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 34 32 5 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 22,184 : : Positions : : 20,166 16,950 155 4,493 492 0 0 0 1,321 0 15 : : : : Changes from: December 21, 2020 : : -132 -167 0 0 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 76.4 0.7 20.3 2.2 0.0 0.0 0.0 6.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 . 5 5 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 12,859 : : Positions : : 9,898 9,603 959 1,105 1,008 39 0 0 170 36 448 : : : : Changes from: December 21, 2020 : : 95 42 0 362 2 0 0 0 22 -20 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 74.7 7.5 8.6 7.8 0.3 0.0 0.0 1.3 0.3 3.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 31 . 5 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 7,124 : : Positions : : 6,166 4,505 45 1,674 435 0 0 0 20 197 93 : : : : Changes from: December 21, 2020 : : 160 25 -30 90 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 63.2 0.6 23.5 6.1 0.0 0.0 0.0 0.3 2.8 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 31,236 : : Positions : : 29,895 20,092 0 8,757 682 0 0 0 585 1,589 60 : : : : Changes from: December 21, 2020 : : 1,152 321 -225 616 225 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 64.3 0.0 28.0 2.2 0.0 0.0 0.0 1.9 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 36 0 9 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 62,782 : : Positions : : 40,560 51,822 5,996 3,580 4,543 1,360 0 0 8,957 1,509 1,150 : : : : Changes from: December 21, 2020 : : -269 117 -144 -276 295 0 0 0 482 216 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 82.5 9.6 5.7 7.2 2.2 0.0 0.0 14.3 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 104 : : 59 59 10 6 10 . 0 0 7 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 3,007 : : Positions : : 1,450 2,113 254 0 254 36 0 0 173 68 51 : : : : Changes from: December 21, 2020 : : 167 191 74 0 13 -4 0 0 45 17 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 70.3 8.4 0.0 8.4 1.2 0.0 0.0 5.8 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,861 : : Positions : : 1,035 1,089 0 99 148 0 0 0 137 0 65 : : : : Changes from: December 21, 2020 : : 104 31 0 14 13 0 0 0 6 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 58.5 0.0 5.3 8.0 0.0 0.0 0.0 7.4 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 4,848 : : Positions : : 3,386 3,613 116 23 355 26 0 0 11 104 273 : : : : Changes from: December 21, 2020 : : -65 61 43 6 -18 26 0 0 10 3 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 74.5 2.4 0.5 7.3 0.5 0.0 0.0 0.2 2.1 5.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 32 . . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 58,576 : : Positions : : 53,614 26,431 1,455 31,013 216 0 0 0 2,703 185 435 : : : : Changes from: December 21, 2020 : : 1,410 1,157 84 447 0 0 0 0 89 25 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 45.1 2.5 52.9 0.4 0.0 0.0 0.0 4.6 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 36 . 9 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 132,432 : : Positions : : 100,070 103,753 11,102 15,982 5,928 4,961 848 466 5,482 2,393 2,724 : : : : Changes from: December 21, 2020 : : 4,091 3,058 -489 1,003 -85 190 0 -80 45 -10 -413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 78.3 8.4 12.1 4.5 3.7 0.6 0.4 4.1 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 124 : : 69 67 10 6 9 10 . . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 59,232 : : Positions : : 41,020 38,949 8,834 15,858 3,104 4,202 255 0 1,800 0 160 : : : : Changes from: December 21, 2020 : : 495 522 0 285 -45 2 -340 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 65.8 14.9 26.8 5.2 7.1 0.4 0.0 3.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 . 8 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 64,787 : : Positions : : 54,757 47,560 1,396 13,332 663 4,339 0 33 1,358 1,266 1,575 : : : : Changes from: December 21, 2020 : : 1,061 1,089 120 174 -18 -45 0 0 37 -90 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 73.4 2.2 20.6 1.0 6.7 0.0 0.1 2.1 2.0 2.4 : : : : Number of Traders in Each Category Total Traders: 106 : : 57 54 . 9 7 8 0 . 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 30,949 : : Positions : : 27,654 19,168 459 9,969 916 900 380 0 861 199 15 : : : : Changes from: December 21, 2020 : : -600 -634 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 61.9 1.5 32.2 3.0 2.9 1.2 0.0 2.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 23 . 6 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665S Open Interest is 6,251 : : Positions : : 5,369 1,545 0 4,142 132 0 0 0 0 33 27 : : : : Changes from: December 21, 2020 : : 19 5 0 24 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 24.7 0.0 66.3 2.1 0.0 0.0 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 20,473 : : Positions : : 14,851 16,305 3,610 1,667 1,020 0 405 0 111 560 217 : : : : Changes from: December 21, 2020 : : 172 -79 -30 95 15 0 0 0 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 79.6 17.6 8.1 5.0 0.0 2.0 0.0 0.5 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 20 7 4 6 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 04, 2021