Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 6,245,898 : : Positions : :3,661,120 1,187,974 632,167 4,176,983 416,790 862,605 10,937 176,729 211,890 11,647 244,029 : : : : Changes from: January 5, 2021 : : -4,677 18,045 3,687 47,940 -2,307 26,926 -476 -16,745 45,298 170 -28,891 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 19.0 10.1 66.9 6.7 13.8 0.2 2.8 3.4 0.2 3.9 : : : : Number of Traders in Each Category Total Traders: 247 : : 126 103 15 17 20 19 . 16 41 12 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 1,447,302 : : Positions : : 120,495 117,628 18,640 45,309 744,470 34,214 6,359 359,646 13,045 17,578 154,174 : : : : Changes from: January 5, 2021 : : 3,794 5,238 1,359 -3,307 3,709 -891 1,712 25,225 5,527 5,938 17,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 8.1 1.3 3.1 51.4 2.4 0.4 24.8 0.9 1.2 10.7 : : : : Number of Traders in Each Category Total Traders: 84 : : 36 33 . 13 16 4 . 7 14 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 195,021 : : Positions : : 143,851 174,124 18,536 4,946 10,582 0 650 0 1,376 311 124 : : : : Changes from: January 5, 2021 : : -7,439 -5,920 -2,275 298 474 0 0 0 92 -1,005 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 89.3 9.5 2.5 5.4 0.0 0.3 0.0 0.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 136,872 : : Positions : : 127,848 63,451 0 56,343 1,282 0 0 0 237 2,750 155 : : : : Changes from: January 5, 2021 : : -5,230 -5,008 0 -1,531 -1,536 0 0 0 -1,526 1,094 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 46.4 0.0 41.2 0.9 0.0 0.0 0.0 0.2 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 0 7 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 270,548 : : Positions : : 198,772 122,727 45,067 124,058 10,218 2,656 0 0 3,302 3,689 1,203 : : : : Changes from: January 5, 2021 : : -13,291 -9,378 -200 -4,928 374 -362 0 0 -1,299 644 -1,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 45.4 16.7 45.9 3.8 1.0 0.0 0.0 1.2 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 21 24 5 9 4 4 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 1,049,175 : : Positions : : 995,546 51,414 12,532 959,246 26,778 1,603 0 0 1,742 7,085 1,462 : : : : Changes from: January 5, 2021 : : 12,496 4,625 2 10,702 1,032 0 0 0 1,602 -151 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 4.9 1.2 91.4 2.6 0.2 0.0 0.0 0.2 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 15 . 10 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 359,636 : : Positions : : 248,172 249,048 59,361 59,382 29,350 0 4,024 0 6,581 826 309 : : : : Changes from: January 5, 2021 : : -14,769 -16,927 -403 -7,056 501 -3,852 30 0 -1,792 -639 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.3 16.5 16.5 8.2 0.0 1.1 0.0 1.8 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 23 5 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 595,279 : : Positions : : 524,600 408,706 23,664 146,151 35,242 3,730 1,726 0 1,025 0 1,147 : : : : Changes from: January 5, 2021 : : -22,918 -16,214 -1,851 -9,466 1,176 30 1,726 0 -118 0 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 68.7 4.0 24.6 5.9 0.6 0.3 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 26 4 11 11 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 463,937 : : Positions : : 380,549 138,862 54,236 290,837 18,742 2,441 1,176 0 0 0 0 : : : : Changes from: January 5, 2021 : : -20,217 -2,119 -115 -13,808 -1,000 2,441 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 29.9 11.7 62.7 4.0 0.5 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 20 . 10 6 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 89,588 : : Positions : : 66,542 80,473 17,036 4,066 1,009 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -6,491 -7,642 -184 0 -458 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 89.8 19.0 4.5 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 20,166 : : Positions : : 16,892 18,463 2,716 1,287 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -2,323 -4,088 -651 -263 0 0 0 0 -1,364 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 91.6 13.5 6.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 333,662 : : Positions : : 314,216 59,334 1,083 264,180 4,264 0 0 0 2,015 1,196 1,394 : : : : Changes from: January 5, 2021 : : -13,398 -2,506 -137 -12,702 0 0 0 0 -165 -1,861 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 17.8 0.3 79.2 1.3 0.0 0.0 0.0 0.6 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 15 . 13 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 173,917 : : Positions : : 145,137 16,673 5,622 137,075 12,842 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -9,065 -4,233 74 -4,951 1,053 0 0 0 0 -341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 9.6 3.2 78.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 247,687 : : Positions : : 241,110 202,722 0 31,981 3,375 0 2,850 0 0 3,629 0 : : : : Changes from: January 5, 2021 : : -10,423 -7,623 -512 -2,842 0 0 360 0 0 -1,705 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 81.8 0.0 12.9 1.4 0.0 1.2 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 0 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 23,980 : : Positions : : 9,003 21,015 10,636 2,084 155 1,776 0 0 1,344 0 0 : : : : Changes from: January 5, 2021 : : -5,507 -9,621 -1,331 -310 155 -1,086 0 0 -1,248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 87.6 44.4 8.7 0.6 7.4 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 600,315 : : Positions : : 485,153 159,984 61,165 387,110 32,351 2,274 3,398 2,895 6,465 7,356 2,223 : : : : Changes from: January 5, 2021 : : -15,792 -13,406 866 -4,758 -2,011 -267 1,037 -1,406 -201 -1,333 717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 26.7 10.2 64.5 5.4 0.4 0.6 0.5 1.1 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 43 27 4 12 9 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 208,848 : : Positions : : 193,825 69,230 5,086 131,255 4,643 0 1,725 1 449 0 548 : : : : Changes from: January 5, 2021 : : -2,315 -2,865 -155 -6,331 -178 0 1,725 1 -1,751 0 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 33.1 2.4 62.8 2.2 0.0 0.8 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 8 . 10 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 159,166 : : Positions : : 77,322 121,165 68,027 29,769 4,716 0 784 0 1,176 376 0 : : : : Changes from: January 5, 2021 : : -17,667 -31,808 -8,847 -905 -1,550 -7,471 784 0 -1,705 -3,301 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 76.1 42.7 18.7 3.0 0.0 0.5 0.0 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 5 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 164,198 : : Positions : : 78,677 124,486 71,689 31,681 2,624 7,471 784 0 3,098 3,817 0 : : : : Changes from: January 5, 2021 : : -24,695 -34,039 -5,171 -2,455 -1,581 -9,024 784 0 -1,023 -3,828 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 75.8 43.7 19.3 1.6 4.5 0.5 0.0 1.9 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 31 28 9 . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 105,310 : : Positions : : 88,909 65,212 11,651 38,749 574 0 0 0 1,705 0 0 : : : : Changes from: January 5, 2021 : : -13,042 -17,218 -868 3,032 -527 -2,015 0 0 -186 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 61.9 11.1 36.8 0.5 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 21 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 17,294 : : Positions : : 4,077 15,836 12,032 0 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -2,936 -5,115 -2,973 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 91.6 69.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 4 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 228,341 : : Positions : : 143,440 149,170 59,848 63,721 10,742 7,328 73 247 0 360 789 : : : : Changes from: January 5, 2021 : : -9,927 -4,916 -1,811 -3,885 -909 -345 73 -323 0 -1,532 421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 65.3 26.2 27.9 4.7 3.2 0.0 0.1 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 31 5 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 120,954 : : Positions : : 119,912 119,236 496 1,054 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -11,092 -10,153 -124 -434 -186 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 98.6 0.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 85,687 : : Positions : : 61,650 45,119 2,338 17,146 10,479 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -3,377 -4,978 -2,053 -637 1,403 0 0 0 0 -394 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 52.7 2.7 20.0 12.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 192,263 : : Positions : : 184,636 128,905 1,614 54,948 88 0 0 0 0 1,143 0 : : : : Changes from: January 5, 2021 : : -14,259 -10,183 263 -4,722 -862 0 0 0 -217 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 67.0 0.8 28.6 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 186,442 : : Positions : : 145,542 171,645 20,736 0 8,984 0 416 0 0 0 0 : : : : Changes from: January 5, 2021 : : -4,086 -4,646 -6,083 -131 -1,202 0 0 0 0 -679 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 92.1 11.1 0.0 4.8 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 91,372 : : Positions : : 58,407 48,375 23,065 39,349 745 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -576 -2,339 600 6,760 -429 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 52.9 25.2 43.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 25,943 : : Positions : : 18,513 24,043 2,731 0 0 0 0 0 1,773 0 450 : : : : Changes from: January 5, 2021 : : -4,977 -5,251 224 0 0 0 0 0 -2,034 -450 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 92.7 10.5 0.0 0.0 0.0 0.0 0.0 6.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 218,827 : : Positions : : 188,777 140,177 15,381 57,178 2,024 0 0 0 4,334 0 0 : : : : Changes from: January 5, 2021 : : -3,724 -3,107 -67 -1,371 0 0 0 0 -1,189 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 64.1 7.0 26.1 0.9 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 162,603 : : Positions : : 130,922 78,935 5,708 66,725 11,494 1,310 0 0 3,980 0 897 : : : : Changes from: January 5, 2021 : : -2,956 19 -429 -804 228 0 0 0 -419 -1,452 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 48.5 3.5 41.0 7.1 0.8 0.0 0.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 18 . 10 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 48,616 : : Positions : : 31,941 42,274 10,570 0 2,928 0 0 0 472 0 0 : : : : Changes from: January 5, 2021 : : -5,209 -6,618 -2,759 -279 -124 0 0 0 -713 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 87.0 21.7 0.0 6.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 230,278 : : Positions : : 195,327 95,479 16,173 112,249 11,774 0 3,256 0 2,678 0 0 : : : : Changes from: January 5, 2021 : : -5,998 -9,524 -2,520 -2,038 -120 0 -285 0 -527 -834 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 41.5 7.0 48.7 5.1 0.0 1.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 4 9 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 112,670 : : Positions : : 84,080 60,273 12,727 35,794 13,067 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -4,844 -4,751 900 1,632 -1,850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 53.5 11.3 31.8 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 4 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 112,335 : : Positions : : 98,249 92,610 5,509 16,651 540 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -8,148 -6,037 508 -911 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.4 4.9 14.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 28,805 : : Positions : : 26,165 11,416 0 15,396 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -10,297 -7,706 0 -2,107 0 0 0 0 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 39.6 0.0 53.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 331,383 : : Positions : : 237,744 36,060 73,184 280,228 7,787 426 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -13,960 -3,360 -1,213 -11,041 -459 0 0 0 0 -2,027 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 10.9 22.1 84.6 2.3 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 13 . 6 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 95,964 : : Positions : : 71,326 41,007 13,396 49,669 3,312 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -4,850 -3,183 -1,448 -3,536 -124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 42.7 14.0 51.8 3.5 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 January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 178,587 : : Positions : : 147,461 143,862 21,390 28,163 3,882 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -3,379 6,347 1,162 -4,722 9 0 0 0 0 -580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 80.6 12.0 15.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 1,139,047 : : Positions : : 177,322 256,879 182,563 131,785 87,235 233,338 157,058 242,864 60,554 126,838 92,605 : : : : Changes from: January 5, 2021 : : -15,126 -10,279 -6,735 71 -3,655 14,907 -16,480 -19,084 506 17,205 -5,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 22.6 16.0 11.6 7.7 20.5 13.8 21.3 5.3 11.1 8.1 : : : : Number of Traders in Each Category Total Traders: 307 : : 41 39 17 17 26 67 51 83 52 41 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 602,350 : : Positions : : 84,406 54,047 11,868 179,506 209,507 125,135 416 73,807 18,604 7,398 71,995 : : : : Changes from: January 5, 2021 : : 212 1,593 186 -4,854 -4,234 -5,445 157 -1,077 2,535 251 8,234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 9.0 2.0 29.8 34.8 20.8 0.1 12.3 3.1 1.2 12.0 : : : : Number of Traders in Each Category Total Traders: 139 : : 35 29 7 15 22 30 4 24 31 15 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 395,260 : : Positions : : 106,486 84,267 40,988 174,252 52,852 32,272 732 23,144 90,368 20,065 28,411 : : : : Changes from: January 5, 2021 : : 4,181 244 -150 5,328 3,399 -687 0 -933 3,990 2,496 -1,513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 21.3 10.4 44.1 13.4 8.2 0.2 5.9 22.9 5.1 7.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 29 20 7 13 17 8 . 6 18 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 134,037 : : Positions : : 3,206 19,774 77,903 28,229 16,115 3,922 40,809 9,163 10,090 5,468 8,843 : : : : Changes from: January 5, 2021 : : 217 -38 2,501 2,808 -136 0 -1,142 437 1,297 -55 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 14.8 58.1 21.1 12.0 2.9 30.4 6.8 7.5 4.1 6.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 8 9 11 5 15 . 5 5 11 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 24,746 : : Positions : : 944 1,706 2,868 0 506 3,268 2,169 9,514 0 2,921 7,632 : : : : Changes from: January 5, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 6.9 11.6 0.0 2.0 13.2 8.8 38.4 0.0 11.8 30.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . 0 . . 4 5 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 664,408 : : Positions : : 282,868 82,391 148,367 422,945 112,858 12,075 0 10,929 65,104 16,261 7,221 : : : : Changes from: January 5, 2021 : : 0 -84 740 4,002 284 -25 0 1 4,953 0 -860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 12.4 22.3 63.7 17.0 1.8 0.0 1.6 9.8 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 14 7 15 18 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 266,434 : : Positions : : 30,493 16,674 137,780 50,026 65,827 3,295 27,429 20,925 270 74,237 4,285 : : : : Changes from: January 5, 2021 : : 994 0 491 -1,791 767 -72 2,032 106 0 1,284 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 6.3 51.7 18.8 24.7 1.2 10.3 7.9 0.1 27.9 1.6 : : : : 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 January 12, 2021 : 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 6,707 : : Positions : : 4,181 4,277 619 163 690 0 0 0 163 413 270 : : : : Changes from: January 5, 2021 : : 285 340 114 107 -74 0 0 0 -24 -22 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 63.8 9.2 2.4 10.3 0.0 0.0 0.0 2.4 6.2 4.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . . 4 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 30,968 : : Positions : : 24,046 27,178 3,808 2,033 1,528 599 0 0 775 38 160 : : : : Changes from: January 5, 2021 : : 647 282 75 510 5 47 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.8 12.3 6.6 4.9 1.9 0.0 0.0 2.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 32 6 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 20,121 : : Positions : : 18,296 15,141 105 4,173 578 0 0 0 1,071 0 15 : : : : Changes from: January 5, 2021 : : 706 688 0 158 125 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 75.2 0.5 20.7 2.9 0.0 0.0 0.0 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 13,340 : : Positions : : 10,564 9,155 1,135 2,307 729 49 0 0 234 87 368 : : : : Changes from: January 5, 2021 : : 2,257 1,052 -90 1,212 -158 10 0 0 104 7 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.6 8.5 17.3 5.5 0.4 0.0 0.0 1.8 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 28 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 6,627 : : Positions : : 5,687 4,253 80 1,384 485 0 0 0 15 200 75 : : : : Changes from: January 5, 2021 : : 274 229 0 45 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 64.2 1.2 20.9 7.3 0.0 0.0 0.0 0.2 3.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 24,510 : : Positions : : 23,405 14,530 0 8,487 238 0 0 0 700 1,086 159 : : : : Changes from: January 5, 2021 : : 450 810 0 265 -38 0 0 0 700 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 59.3 0.0 34.6 1.0 0.0 0.0 0.0 2.9 4.4 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 30 0 9 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 56,369 : : Positions : : 36,921 45,101 5,760 3,980 3,822 1,230 0 0 6,098 1,119 2,033 : : : : Changes from: January 5, 2021 : : 1,855 573 184 648 47 35 0 0 -1,033 0 882 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 80.0 10.2 7.1 6.8 2.2 0.0 0.0 10.8 2.0 3.6 : : : : Number of Traders in Each Category Total Traders: 99 : : 56 52 10 6 9 . 0 0 6 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 2,516 : : Positions : : 1,190 1,910 326 0 183 0 0 0 71 69 47 : : : : Changes from: January 5, 2021 : : 287 443 -30 0 50 0 0 0 -58 69 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 75.9 13.0 0.0 7.3 0.0 0.0 0.0 2.8 2.7 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 1,627 : : Positions : : 858 1,049 0 41 84 0 0 0 73 40 27 : : : : Changes from: January 5, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 64.5 0.0 2.5 5.2 0.0 0.0 0.0 4.5 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 4,747 : : Positions : : 3,392 3,403 132 9 450 0 0 0 113 61 195 : : : : Changes from: January 5, 2021 : : 387 262 -4 9 90 0 0 0 -13 17 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 71.7 2.8 0.2 9.5 0.0 0.0 0.0 2.4 1.3 4.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 32 32 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 53,160 : : Positions : : 49,385 21,032 1,494 31,160 105 0 0 0 1,863 445 114 : : : : Changes from: January 5, 2021 : : 1,915 677 -10 1,390 -30 0 0 0 95 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 39.6 2.8 58.6 0.2 0.0 0.0 0.0 3.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 31 . 8 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 125,477 : : Positions : : 93,426 95,426 10,392 16,434 5,805 4,404 828 1,665 4,893 1,684 3,323 : : : : Changes from: January 5, 2021 : : -7,547 -10,976 -994 908 -580 -972 -20 8 -1,409 -780 514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 76.1 8.3 13.1 4.6 3.5 0.7 1.3 3.9 1.3 2.6 : : : : Number of Traders in Each Category Total Traders: 127 : : 70 62 9 8 9 9 . . 11 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 55,354 : : Positions : : 38,911 36,371 7,127 15,018 3,039 4,202 30 60 1,770 0 160 : : : : Changes from: January 5, 2021 : : 2,036 818 -42 1,771 -50 0 -655 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 65.7 12.9 27.1 5.5 7.6 0.1 0.1 3.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 . 7 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 55,592 : : Positions : : 46,872 39,492 2,097 14,233 271 3,362 0 33 1,134 452 782 : : : : Changes from: January 5, 2021 : : 2,139 1,376 741 1,078 -107 -900 0 0 220 37 -238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 71.0 3.8 25.6 0.5 6.0 0.0 0.1 2.0 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 98 : : 55 49 . 10 . 7 0 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 29,598 : : Positions : : 26,615 16,962 378 10,548 737 900 360 0 796 748 15 : : : : Changes from: January 5, 2021 : : 1,614 485 -30 629 -47 0 0 0 140 580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 57.3 1.3 35.6 2.5 3.0 1.2 0.0 2.7 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 20 . 6 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 17,917 : : Positions : : 13,078 12,773 3,013 2,636 756 0 405 0 104 417 394 : : : : Changes from: January 5, 2021 : : 894 -543 236 1,297 -279 0 0 0 0 58 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 71.3 16.8 14.7 4.2 0.0 2.3 0.0 0.6 2.3 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 19 7 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 1,891 : : Positions : : 1,584 1,355 26 90 179 0 0 0 37 37 45 : : : : Changes from: January 5, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 71.7 1.4 4.8 9.5 0.0 0.0 0.0 2.0 2.0 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2021