Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 6,188,443                :
: Positions                                                                                                    :
:3,823,285 1,217,778   495,978 4,151,874   280,710   731,505     5,992   192,985   311,791     9,804   314,737 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
: -123,756   -47,178   -40,650  -118,977    14,140    -9,198     4,163   -45,184   -13,641   -22,100    -6,203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      19.7       8.0      67.1       4.5      11.8       0.1       3.1       5.0       0.2       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   243                     :
:      122       106        15        17        21        19         .        15        39        12        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 1,719,613                :
: Positions                                                                                                    :
:  126,737   130,719    30,283    79,046   734,907    10,470    58,304   444,515   110,785    10,552   258,874 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    4,950     4,193   -13,832     4,294    27,255    -9,559    12,917    20,940    20,238   -18,929    15,099 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.4       7.6       1.8       4.6      42.7       0.6       3.4      25.8       6.4       0.6      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       33        28         4        12        15         .         5         7        18         7        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   224,028                :
: Positions                                                                                                    :
:  169,594   207,205    24,155     1,317     8,698       390       162        64     2,621        16       650 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,467       108    -1,157        63       345         0       162        64      -353        16       199 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      92.5      10.8       0.6       3.9       0.2       0.1       0.0       1.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        16         6         .         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   160,634                :
: Positions                                                                                                    :
:  140,302    98,908        63    45,844     1,913         0       345       478     4,265         0       246 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      829     1,504        63       190       -33         0      -323       298         1         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      61.6       0.0      28.5       1.2       0.0       0.2       0.3       2.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        13         .         7         5         0         .         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   271,505                :
: Positions                                                                                                    :
:  174,268   129,921    65,684   120,681     8,974     2,294     3,623       384     5,437       992       491 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -929     2,502     6,642     6,284    -1,498       339    -1,099      -155        62       155        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      47.9      24.2      44.4       3.3       0.8       1.3       0.1       2.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       23        24         5         9         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   923,327                :
: Positions                                                                                                    :
:  848,800    67,994    12,202   795,875    32,712     1,527       368     3,758     5,464     3,709     6,222 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      971     1,587       188    -7,422       856      -459         0       186       876        -1      -450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9       7.4       1.3      86.2       3.5       0.2       0.0       0.4       0.6       0.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       34        17         .        10         9         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   340,570                :
: Positions                                                                                                    :
:  208,010   241,811    83,411    61,961    24,563     5,156         0        62     5,702         0     1,659 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -883    -6,156    -1,063     3,568    -1,989      -153         0        62       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      71.0      24.5      18.2       7.2       1.5       0.0       0.0       1.7       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        25         5         9         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   650,575                :
: Positions                                                                                                    :
:  544,537   462,821    28,479   145,957    36,593    15,153         0        27    15,173       151     2,213 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    3,211     9,153       150    -2,849     4,176     4,321         0         0      -641        25        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      71.1       4.4      22.4       5.6       2.3       0.0       0.0       2.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       34        23         4        10         8         .         0         .        12         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   465,569                :
: Positions                                                                                                    :
:  377,464   143,980    41,163   252,168    33,563         0    14,437     1,121         0     1,609       741 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    7,799     3,254      -812     2,033     1,151         0     2,771       -29         0       -88       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      30.9       8.8      54.2       7.2       0.0       3.1       0.2       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       28        19         .        10         9         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   112,655                :
: Positions                                                                                                    :
:   86,149    99,398    20,673     4,040       486         0     3,014        62     1,613     1,530       611 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      392     1,100       951         0         0         0        31         0       342       -61        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      88.2      18.4       3.6       0.4       0.0       2.7       0.1       1.4       1.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       12        16         4         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    44,786                :
: Positions                                                                                                    :
:   32,675    38,873     6,757     4,461        31         0         0         0     1,132       294       310 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:       30       906         0         0         0         0         0         0         0        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      86.8      15.1      10.0       0.1       0.0       0.0       0.0       2.5       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        15         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   359,372                :
: Positions                                                                                                    :
:  332,088    63,885     2,051   275,073    14,204         0        29       753         0     1,616       149 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,655     1,776       305       119       152         0        29       753       -64       148      -738 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      17.8       0.6      76.5       4.0       0.0       0.0       0.2       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        18         .        13         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   203,537                :
: Positions                                                                                                    :
:  179,326    23,385     4,528   169,345     6,961     2,924         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -588     1,155       426       707       -66     2,118         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      11.5       2.2      83.2       3.4       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        13         .         9         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   247,260                :
: Positions                                                                                                    :
:  239,934   171,133         0    48,072     2,370         0     4,726       351     1,530    12,745         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    4,169       461         0     3,253         0         0      -351       351         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      69.2       0.0      19.4       1.0       0.0       1.9       0.1       0.6       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        12         0         6         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    41,188                :
: Positions                                                                                                    :
:   18,042    29,479    12,131     3,443       240     4,676         0     1,287     1,278     2,949     2,267 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    1,030     2,052      -600       531       240     2,291         0       381       240       210        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      71.6      29.5       8.4       0.6      11.4       0.0       3.1       3.1       7.2       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       13        19         4         .         .         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   665,593                :
: Positions                                                                                                    :
:  522,843   179,412    64,768   426,751    37,009    18,549     7,588     2,556     7,798     5,644     2,605 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    5,653    17,820      -137    -1,440     5,186     7,369     1,518      -482     1,003    -2,178      -220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      27.0       9.7      64.1       5.6       2.8       1.1       0.4       1.2       0.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       48        31         4        11        12         .         .         .         4         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   145,996                :
: Positions                                                                                                    :
:   53,060    87,258    63,286    32,102    21,721         0         0         0       450         0       151 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      552       552         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      59.8      43.3      22.0      14.9       0.0       0.0       0.0       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         4         .         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   214,969                :
: Positions                                                                                                    :
:  190,638    93,051     7,822   113,233     5,054     2,604         0     1,430       620         0       464 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -3,359      -884     1,498      -215    -1,219     1,252         0       148      -400         0       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      43.3       3.6      52.7       2.4       1.2       0.0       0.7       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16         9         .         8         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   176,728                :
: Positions                                                                                                    :
:   88,943   131,864    56,408    27,957     5,074    16,255     3,240         0     8,040     4,116         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    4,020    11,250    -1,590      -300       630     7,223     1,800         0     4,320       960         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      74.6      31.9      15.8       2.9       9.2       1.8       0.0       4.5       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       25        31         7         6         6         .         .         0         5         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   213,132                :
: Positions                                                                                                    :
:   92,344   163,005    62,373    31,120     5,972    25,344     3,465     2,041    23,941     5,612       543 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,518     9,600    -1,800      -390       420     6,660     1,145       655     4,469     1,257       183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      76.5      29.3      14.6       2.8      11.9       1.6       1.0      11.2       2.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       32        35         8         6         7         .         .         .         9         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   196,189                :
: Positions                                                                                                    :
:  168,109   170,401    22,515    22,620       614     1,704         0        48     1,818       640        31 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      476     6,486     3,775       360      -120     1,704         0        48         0       153         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      86.9      11.5      11.5       0.3       0.9       0.0       0.0       0.9       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        22         5         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    31,332                :
: Positions                                                                                                    :
:   17,940    27,661     9,402         0     1,812         0         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:       60       300       -90         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      88.3      30.0       0.0       5.8       0.0       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   222,282                :
: Positions                                                                                                    :
:  152,890   126,648    47,418    76,588    13,206         0     1,747         0       312         0       615 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      814      -429       837     2,266       206         0         0         0       312       -86       146 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      57.0      21.3      34.5       5.9       0.0       0.8       0.0       0.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        31         4         7         5         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    82,417                :
: Positions                                                                                                    :
:   52,280    47,712    10,766    20,284     7,566     1,279         0        29         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      514      -122         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      57.9      13.1      24.6       9.2       1.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         4         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   203,982                :
: Positions                                                                                                    :
:  188,636   131,064     3,209    62,596       749     3,348         0     1,950         0     1,024         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    1,787     2,233         0       301        29     1,707         0        -6         0       301         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      64.3       1.6      30.7       0.4       1.6       0.0       1.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        22         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   171,428                :
: Positions                                                                                                    :
:  139,530   150,987    10,351     1,524     8,980         0         0         0         0     2,187       248 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -1,215    -2,036         0         0         0         0         0         0         0       267        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      88.1       6.0       0.9       5.2       0.0       0.0       0.0       0.0       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    92,774                :
: Positions                                                                                                    :
:   55,622    58,063    30,055    30,250       822         0         0         0     1,199         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:       14     2,481        -2       -31        31         0         0         0       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      62.6      32.4      32.6       0.9       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         5         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    37,952                :
: Positions                                                                                                    :
:   25,667    35,483     3,025         0        30     1,606         0         0     3,663         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:        0       604         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      93.5       8.0       0.0       0.1       4.2       0.0       0.0       9.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        13         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   225,167                :
: Positions                                                                                                    :
:  190,228   147,920    13,997    56,186     4,482     4,457         0        97     5,058         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,816       786      -582       992       642      -279         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      65.7       6.2      25.0       2.0       2.0       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        13         .         4         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   154,238                :
: Positions                                                                                                    :
:  120,966    81,000     8,271    53,128    11,018         0         0         0     3,151     1,625       756 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      334       941         0    -1,029       870         0         0         0       303        30        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      52.5       5.4      34.4       7.1       0.0       0.0       0.0       2.0       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        18         .        10         9         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    21,620                :
: Positions                                                                                                    :
:   18,786    16,399     2,162     3,154         0         0       563         0         0       371         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      75.9      10.0      14.6       0.0       0.0       2.6       0.0       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         7         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    48,259                :
: Positions                                                                                                    :
:   34,247    42,003     9,571         0     2,958         0     1,197       540       360         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      330       243       390         0         0         0       240      -240         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      87.0      19.8       0.0       6.1       0.0       2.5       1.1       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        20         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   241,497                :
: Positions                                                                                                    :
:  198,262    89,412    18,937   120,170    12,675         0     8,421     1,812     3,352       360         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      942     2,882      -756      -961       857         0       213         0       305         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      37.0       7.8      49.8       5.2       0.0       3.5       0.8       1.4       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        22         5         5         5         0         5         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   138,173                :
: Positions                                                                                                    :
:  117,827    75,383     9,736    53,600     5,857       612       372         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      773     2,403      -272      -456       730         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      54.6       7.0      38.8       4.2       0.4       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        16         5         4         4         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   105,375                :
: Positions                                                                                                    :
:   79,568    88,750    11,825    11,645     1,634     4,593         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      136       570         0         0         0     1,380         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      84.2      11.2      11.1       1.6       4.4       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        13         5         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    52,223                :
: Positions                                                                                                    :
:   48,997    25,938     2,384    19,386        90         0     2,690        77         0       359        31 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    8,290     2,021      -151     3,020        90         0     2,690        77         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      49.7       4.6      37.1       0.2       0.0       5.2       0.1       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        12         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   341,675                :
: Positions                                                                                                    :
:  245,341    57,189    78,912   268,605     4,393         0     1,815         0         0     3,520         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   10,517     6,432       647     4,140      -473         0     1,815         0         0       -62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      16.7      23.1      78.6       1.3       0.0       0.5       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        16         .         6         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   101,361                :
: Positions                                                                                                    :
:   69,017    33,851    16,927    56,260     8,685       758         0       450         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:       62         0       334       184        31       -30         0        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      33.4      16.7      55.5       8.6       0.7       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV   2,500 MMBtus                                            :
CFTC Code #0233DU                                                    Open Interest is    58,432                :
: Positions                                                                                                    :
:   52,539    31,073         0    22,038     3,029         0         0         0     1,158         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:        0         0         0       151         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      53.2       0.0      37.7       5.2       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 Index (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DW                                                    Open Interest is    40,330                :
: Positions                                                                                                    :
:   14,697    38,657    19,748         0         0     4,694         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,092     3,804     1,712         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      95.9      49.0       0.0       0.0      11.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        12         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   227,693                :
: Positions                                                                                                    :
:  202,408   183,692    11,902    32,572     6,899         0         0         0         0       548         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    4,394     3,822      -359       151       545         0         0         0       -32       548      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      80.7       5.2      14.3       3.0       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        20         .         6         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 INDEX - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233ED                                                    Open Interest is    28,930                :
: Positions                                                                                                    :
:   22,996    27,861     4,558         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -360      -360         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      96.3      15.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 1,250,531                :
: Positions                                                                                                    :
:  190,246   284,288   234,663    80,548    85,940   253,734   213,127   263,217    40,899   167,925   122,991 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   10,474    13,636    12,195     1,052    -1,773    10,607    -3,879    20,775    -2,765    22,511     7,750 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      22.7      18.8       6.4       6.9      20.3      17.0      21.0       3.3      13.4       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   299                     :
:       40        39        20        14        28        83        42        71        30        54        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   583,780                :
: Positions                                                                                                    :
:  108,318    59,001     8,003   184,450   187,453   112,631     2,879    66,294    24,337     7,460    69,264 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   11,015     4,619       557    11,874     9,463     1,992     2,040    11,337     7,227       261     9,715 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      10.1       1.4      31.6      32.1      19.3       0.5      11.4       4.2       1.3      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       34        30         .        17        19        20         8        17        28        12        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   404,413                :
: Positions                                                                                                    :
:  115,644    89,937    41,082   149,991    54,903    25,748    10,601    24,878    89,242    31,149    36,785 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:  -13,101   -11,800    -1,818    -3,292    -4,187       576     3,120   -14,203     1,557     3,255    -6,133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      22.2      10.2      37.1      13.6       6.4       2.6       6.2      22.1       7.7       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       28        21         7        16        18         5         .         5        17        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   128,401                :
: Positions                                                                                                    :
:    5,652    23,045    73,483    17,178    19,726     1,161    37,340     7,730     9,220     9,730     6,349 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -3,585      -883    -2,495    -2,874    -1,667    -3,458     5,632    -7,682    -1,098   -15,066       189 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.4      17.9      57.2      13.4      15.4       0.9      29.1       6.0       7.2       7.6       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       12        13        10         5        11         .         6         5         8         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   584,445                :
: Positions                                                                                                    :
:  199,308    68,476   145,759   386,851   100,140    14,722         0       976    99,766    11,087     2,813 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:  -15,925    -4,044    -3,627   -16,872       713         0      -200         0    -2,425    -1,134      -508 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      11.7      24.9      66.2      17.1       2.5       0.0       0.2      17.1       1.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       12        11         7        14        17         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   234,340                :
: Positions                                                                                                    :
:   34,416    26,083   121,040    40,743    60,197       798    23,017     5,743     2,290    65,822     4,857 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -2,468    -5,138    -9,910    -1,798    -4,565      -240    -2,411    -5,326      -741    -2,181    -3,402 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7      11.1      51.7      17.4      25.7       0.3       9.8       2.5       1.0      28.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10         9        11         5        15         .         4         4         4         8         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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     7,018                :
: Positions                                                                                                    :
:    4,229     4,329       607       269       527         0         0         0       449       367       453 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:        6       -88       -31        42       -11         0         0         0        21       -80        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      61.7       8.6       3.8       7.5       0.0       0.0       0.0       6.4       5.2       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        25         .         .         .         0         0         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    34,556                :
: Positions                                                                                                    :
:   25,872    27,516     1,848     3,768     1,099       560         0         0     3,197        90     1,869 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      859     1,190      -125        34        87         0         0         0       525        15      -110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      79.6       5.3      10.9       3.2       1.6       0.0       0.0       9.3       0.3       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       31        34         .         4         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    18,943                :
: Positions                                                                                                    :
:   17,853    11,947         0     4,333       240         0         0         0       645     1,695         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      135       100         0       -71         0         0         0         0        10       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      63.1       0.0      22.9       1.3       0.0       0.0       0.0       3.4       8.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         0         6         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    19,774                :
: Positions                                                                                                    :
:   12,508    14,307       194     2,487       897        44         0         0     4,312       901       653 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      832       997       -25       -45        87        10         0         0       -70       -30       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      72.4       1.0      12.6       4.5       0.2       0.0       0.0      21.8       4.6       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       35        35         .         .         4         .         0         0         4         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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     8,453                :
: Positions                                                                                                    :
:    6,446     5,559       232     1,279       974         0         0         0         0        55        70 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      571       386      -175        10        95         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      65.8       2.7      15.1      11.5       0.0       0.0       0.0       0.0       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    31,925                :
: Positions                                                                                                    :
:   21,442    21,493         0     5,966     1,274         0         0         0     5,438       332     2,412 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -201        72         0       -55       -15         0         0         0      -537       145        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      67.3       0.0      18.7       4.0       0.0       0.0       0.0      17.0       1.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        26         0         7         .         0         0         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    68,616                :
: Positions                                                                                                    :
:   38,582    46,480     7,721     5,128     4,575     1,875         0         0     9,579     5,802     4,783 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -415       593       360      -493        26       255         0         0      -174      -192       249 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      67.7      11.3       7.5       6.7       2.7       0.0       0.0      14.0       8.5       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   106                     :
:       57        62         6         9        10         .         0         0        12         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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     2,604                :
: Positions                                                                                                    :
:    1,423     1,681       191         0       166        40         0         0        38        62        74 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:      116        73        14         0         2         8         0         0         0        47         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      64.6       7.3       0.0       6.4       1.5       0.0       0.0       1.5       2.4       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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     4,733                :
: Positions                                                                                                    :
:    2,837     3,584       120        41       367        56         0         0       390         0        68 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -428      -372       116       -43      -130         4         0         0        10       -39       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      75.7       2.5       0.9       7.8       1.2       0.0       0.0       8.2       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       23        26         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    52,381                :
: Positions                                                                                                    :
:   44,289    14,409       161    36,308       768         0         0         0     6,839       407        60 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -4,935    -2,156       161    -3,614      -169         0         0         0      -931       286      -353 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      27.5       0.3      69.3       1.5       0.0       0.0       0.0      13.1       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        21         .         8         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   132,949                :
: Positions                                                                                                    :
:  105,231    88,153     8,965    23,098     6,011     3,324       620     1,057     3,082     9,356     4,404 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:    2,767     3,706       437       145      -900        90         0       -25        30      -272       682 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      66.3       6.7      17.4       4.5       2.5       0.5       0.8       2.3       7.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   132                     :
:       78        66         8         9        12         9         .         .        11         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    43,451                :
: Positions                                                                                                    :
:   31,471    28,636     5,546    12,625     1,742     3,497         0         0       982         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -1,265    -1,325        34      -569       -24      -192         0         0      -501         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      65.9      12.8      29.1       4.0       8.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        27         .         8         .         6         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    52,603                :
: Positions                                                                                                    :
:   43,917    33,785     1,451    15,269       778     2,389         0         0     2,331     1,165     1,244 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -4,042    -2,319      -421    -2,108         1       -67         0         0       -82      -327      -244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      64.2       2.8      29.0       1.5       4.5       0.0       0.0       4.4       2.2       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       49        44         .         7         .         5         0         0         6         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    28,916                :
: Positions                                                                                                    :
:   27,049    16,326       113    11,364       653       525       210         0       430        95        50 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:   -1,485      -897         1      -629      -107       -75       -30         0       -10        20       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      56.5       0.4      39.3       2.3       1.8       0.7       0.0       1.5       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       15        22         .         7         4         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665S                                                    Open Interest is     6,966                :
: Positions                                                                                                    :
:    6,406     1,563         0     4,459       126         0         0         0         0        99       120 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -492      -179         0      -327         0         0         0         0         0       -12         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      22.4       0.0      64.0       1.8       0.0       0.0       0.0       0.0       1.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         0         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    18,713                :
: Positions                                                                                                    :
:   12,771    13,623     2,633     2,707     1,038         0       345         0       434         0       744 :
:                                                                                                              :
: Changes from:     May 25, 2021                                                                               :
:     -461      -306       -24       219      -239         0         0         0       363         0      -486 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      72.8      14.1      14.5       5.5       0.0       1.8       0.0       2.3       0.0       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        26         5         5         6         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated June 04, 2021