CFTC Commitments of Traders

Futures+Options 3/16/19


Click On INDEX (user browser back button to return to top)

3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT TREASURY BONDS      

CBT 10-YR US T-NOTES      CBT 2-YR US T-NOTES         

CBT 30-DAY FED FUNDS      CBT 5-YR US T-NOTES         

CBT CORN                  CBT OATS                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

CME Russell 2000 Mini     CME S&P 400 E-Mini          

CME S&P CONSOLIDATED      CRUDE OIL AVG PRICE OPTIO   

CSCE COCOA                CSCE COFFEE C               

CSCE SUGAR NO. 11         DJ UBS Excess Return        

EAST WEST FUEL OIL SWAP   EUR STYLE NAT GAS OPTIONS   

GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil    

IMM 3-MO EURODOLLARS      IMM AUSTRALIAN $            

IMM BRAZILIAN REAL        IMM CANADIAN DOLLAR         

IMM EURO FX               IMM JAPANESE YEN            

IMM MEXICAN PESO          IMM NEW ZEALAND DOLLAR      

IMM NIKKEI STK INDEX      IMM POUND STERLING          

IMM RUSSIAN RUBLE         IMM S&P 500 STK INDX        

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP   

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp RBOB CALENDAR SWAP          

SING 180 380 Fuel Oil Swa SING JET KERO GASOIL SWAP   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 655,148 COMMITMENTS 117,128 180,202 265,343 220,961 160,905 603,433 606,451 51,716 48,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52,186) -618 -1,299 41,241 11,315 14,202 51,938 54,144 248 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 27.5 40.5 33.7 24.6 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 445) 152 145 181 115 108 361 351
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 14,704 COMMITMENTS 4,625 1,199 1,719 8,088 11,670 14,432 14,588 272 116 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,364) 48 649 631 684 68 1,362 1,348 2 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 8.2 11.7 55.0 79.4 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 3 6 16 11 26 18
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,359 COMMITMENTS 79,643 114,701 90,461 134,513 113,757 304,617 318,918 34,742 20,441 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,499) -3,829 -1,167 13,805 9,397 5,918 19,373 18,555 -874 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 33.8 26.7 39.6 33.5 89.8 94.0 10.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 86 61 79 103 89 227 197
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 64,529 COMMITMENTS 12,001 18,355 4,475 36,792 31,867 53,268 54,698 11,261 9,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,046) 921 762 1,090 81 1,186 2,092 3,038 955 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 28.4 6.9 57.0 49.4 82.5 84.8 17.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 18 15 11 53 31 75 54
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,150,365 COMMITMENTS 323,836 516,311 678,564 878,377 743,341 1880,777 1938,216 269,588 212,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 138,970) -7,507 71,007 82,101 51,692 -9,560 126,286 143,548 12,684 -4,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 24.0 31.6 40.8 34.6 87.5 90.1 12.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 856) 226 166 241 379 365 713 682
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,437 COMMITMENTS 1,554 707 301 1,178 2,369 3,033 3,377 1,404 1,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -69) -75 101 38 59 -171 22 -32 -91 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 15.9 6.8 26.5 53.4 68.4 76.1 31.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 8 5 4 10 9 21 15
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 817,173 COMMITMENTS 120,851 188,931 225,680 414,663 304,598 761,193 719,208 55,980 97,965 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 53,373) -2,981 36,525 10,722 43,953 4,122 51,694 51,369 1,679 2,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 23.1 27.6 50.7 37.3 93.1 88.0 6.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 630) 149 178 220 205 238 483 529
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 48,472 COMMITMENTS 13,817 10,382 1,240 33,392 36,850 48,449 48,472 23 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 710) -125 0 360 475 350 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 21.4 2.6 68.9 76.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 11 4 2 13 14 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 44,421 COMMITMENTS 6,919 26,584 0 37,502 17,837 44,421 44,421 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 59.8 0.0 84.4 40.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 8 0 10 8 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 52,726 COMMITMENTS 11,261 37,784 0 41,465 14,942 52,726 52,726 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 71.7 0.0 78.6 28.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 10 0 12 8 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 35,304 COMMITMENTS 5,120 19,150 100 30,084 16,054 35,304 35,304 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -329) 0 -300 0 -329 -29 -329 -329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 54.2 0.3 85.2 45.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 6 1 7 12 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AN PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 32,238 COMMITMENTS 7,820 9,675 0 24,418 22,563 32,238 32,238 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42) 0 500 0 -42 -542 -42 -42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 30.0 0.0 75.7 70.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 5 0 10 8 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 67,653 COMMITMENTS 18,478 12,396 11,469 37,691 43,778 67,638 67,643 15 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,056) 1,934 1,282 3,135 7,027 7,638 12,096 12,056 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 18.3 17.0 55.7 64.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 20 7 10 23 16 47 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063B1 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 29,177 COMMITMENTS 12,364 3,750 0 16,813 25,427 29,177 29,177 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28) 250 0 0 -278 -28 -28 -28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 12.9 0.0 57.6 87.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 2 0 10 4 15 6 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063BD NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 39,029 COMMITMENTS 10,580 30,061 0 28,440 8,968 39,020 39,029 9 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 1,000 1,500 0 0 -500 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 77.0 0.0 72.9 23.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 7 0 8 6 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063BF NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 12,839 COMMITMENTS 3,800 6,291 0 9,039 6,525 12,839 12,816 0 23 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 823) 1,000 1,500 0 -177 -700 823 800 0 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 49.0 0.0 70.4 50.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 0 9 5 14 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 13,729 COMMITMENTS 4,033 2,310 146 9,550 11,223 13,729 13,679 0 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 869) 1,030 260 14 -175 595 869 869 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 16.8 1.1 69.6 81.7 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 5 1 10 9 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CD RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,974 COMMITMENTS 4,150 446 0 30,822 34,528 34,972 34,974 2 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3) 200 0 0 -203 -3 -3 -3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.3 0.0 88.1 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 13 9 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 17,289 COMMITMENTS 5,914 3,100 3,875 7,500 10,314 17,289 17,289 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 507) -18 0 0 525 507 507 507 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 17.9 22.4 43.4 59.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 2 9 8 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 12,577 COMMITMENTS 858 77 148 11,571 12,352 12,577 12,577 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -90) -230 0 50 90 -140 -90 -90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.6 1.2 92.0 98.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 2 2 14 11 19 14
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,032 COMMITMENTS 122,824 74,121 144,978 198,564 252,469 466,366 471,568 33,666 28,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,295) 5,676 3,138 -11,661 -8,576 -7,277 -14,561 -15,800 -734 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 14.8 29.0 39.7 50.5 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 341) 116 85 136 82 87 276 258
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,153,204 COMMITMENTS 135,499 170,447 135,938 692,470 689,673 963,908 996,059 189,296 157,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,664) 18,338 10,591 -14,367 -1,162 30,042 2,810 26,267 10,854 -12,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 14.8 11.8 60.0 59.8 83.6 86.4 16.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 199) 46 41 55 91 95 164 164
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,120,568 COMMITMENTS 121,258 402,784 22,969 817,456 600,784 961,683 1026,537 158,885 94,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,575) 9,515 -11,818 -2,416 -16,220 4,571 -9,121 -9,664 -2,454 -1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 35.9 2.0 73.0 53.6 85.8 91.6 14.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 134) 24 16 21 76 65 108 94
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 46,111 COMMITMENTS 7,628 67 3,617 34,724 42,378 45,969 46,062 142 49 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,721) -680 0 467 6,934 6,254 6,721 6,721 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.1 7.8 75.3 91.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 3 6 25 25 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 38,846 COMMITMENTS 1,640 8,319 2,637 33,791 27,690 38,068 38,646 778 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,740) 170 154 262 1,308 1,324 1,740 1,740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 21.4 6.8 87.0 71.3 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 4 6 31 19 40 25
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,664 COMMITMENTS 2,059 2,158 3,615 17,850 17,811 23,524 23,584 140 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 573) 13 -79 -50 592 673 555 544 18 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 9.1 15.3 75.4 75.3 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 4 4 4 26 36 32 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,456 COMMITMENTS 393 235 807 3,833 3,753 5,033 4,795 423 661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) -29 57 49 135 41 155 147 13 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 4.3 14.8 70.3 68.8 92.2 87.9 7.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 5 20 21 25 27
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,308 COMMITMENTS 2,114 374 448 12,286 14,171 14,848 14,993 460 315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 408) 112 159 -55 411 304 468 408 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 2.4 2.9 80.3 92.6 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 3 21 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,593 COMMITMENTS 978 3,848 16 3,465 1,348 4,459 5,212 1,134 381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) -9 -22 0 66 113 57 91 -6 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 68.8 0.3 62.0 24.1 79.7 93.2 20.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 7 2 21 19 27 26
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 427,295 COMMITMENTS 47,330 61,484 109,284 222,246 225,681 378,860 396,448 48,436 30,847 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36,612) -747 -152 -6,901 -29,234 -32,280 -36,882 -39,333 269 2,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 14.4 25.6 52.0 52.8 88.7 92.8 11.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 204) 51 49 58 92 89 179 164
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,037,502 COMMITMENTS 313,823 64,622 441,770 4244,362 4521,087 4999,955 5027,479 37,547 10,023 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,831) -26,673 9,149 12,776 47,401 6,727 33,504 28,652 -4,673 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.3 8.8 84.3 89.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 215) 44 19 43 138 113 196 161
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 730,088 COMMITMENTS 24,684 43,612 186,821 516,671 497,259 728,176 727,691 1,912 2,397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,968) 1,192 -2,598 5,971 10,831 14,552 17,994 17,925 -27 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 6.0 25.6 70.8 68.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 11 15 22 56 52 81 75
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,995 COMMITMENTS 0 5,006 0 258,149 258,427 258,149 263,433 8,846 3,562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,575) -646 0 -660 2,718 1,992 1,412 1,332 163 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 96.7 96.8 96.7 98.7 3.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 0 27 22 27 23
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,980 COMMITMENTS 3,253 0 16 120,661 122,276 123,930 122,292 6,050 7,688 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,465) -123 -423 -92 2,741 3,771 2,526 3,256 939 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 92.8 94.1 95.3 94.1 4.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 25 23 26 24
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,525 COMMITMENTS 8,740 0 152 316,875 331,734 325,767 331,886 12,758 6,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,993) 718 0 -715 10,875 11,051 10,878 10,336 115 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 93.6 98.0 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 0 1 31 25 35 26
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 774,410 COMMITMENTS 2,200 7,251 10,532 749,761 753,226 762,493 771,009 11,917 3,401 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,935) -534 223 -130 8,120 3,493 7,456 3,586 -2,521 1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.9 1.4 96.8 97.3 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 3 34 21 38 24
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,441 COMMITMENTS 0 0 0 364,838 366,902 364,838 366,902 12,603 10,539 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,910) 0 0 0 1,878 1,656 1,878 1,656 32 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 97.2 96.7 97.2 3.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 0 0 0 37 35 37 35
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 461,036 COMMITMENTS 3,291 922 915 447,213 453,767 451,419 455,604 9,617 5,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,962) 3,291 -150 -1 5,697 4,967 8,987 4,816 -5,025 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.2 97.0 98.4 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 2 2 38 34 41 36
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,596 COMMITMENTS 297 0 0 279,847 281,628 280,144 281,628 6,452 4,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,066) 297 0 0 591 -947 888 -947 -1,954 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.6 98.3 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 1 0 0 37 33 38 33
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 97,090 COMMITMENTS 1,871 0 0 89,165 89,596 91,036 89,596 6,054 7,494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,067) 0 0 0 1,469 2,022 1,469 2,022 598 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 91.8 92.3 93.8 92.3 6.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 17 19 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,260 COMMITMENTS 0 0 0 26,384 26,865 26,384 26,865 1,876 1,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,416) 0 0 0 2,988 3,416 2,988 3,416 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 95.1 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 16 12 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 264,096 COMMITMENTS 0 1,220 0 252,298 256,786 252,298 258,006 11,798 6,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,650) 0 -366 0 4,857 4,823 4,857 4,457 -1,207 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 95.5 97.2 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 1 0 17 23 17 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 186,484 COMMITMENTS 0 1,712 0 174,797 181,384 174,797 183,096 11,687 3,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,430) 0 0 0 3,104 5,610 3,104 5,610 2,326 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 93.7 97.3 93.7 98.2 6.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 1 0 26 20 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 213,618 COMMITMENTS 0 0 0 209,010 212,762 209,010 212,762 4,608 856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,708) 0 0 0 -1,314 -2,170 -1,314 -2,170 -3,394 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 99.6 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 15 17 15 17
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 20,975 COMMITMENTS 0 248 0 19,468 19,648 19,468 19,896 1,507 1,079 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,594) 0 0 0 4,687 5,450 4,687 5,450 -93 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 92.8 93.7 92.8 94.9 7.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 17 15 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 604,526 COMMITMENTS 11,665 5,322 1,845 578,294 586,789 591,804 593,956 12,722 10,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,598) 470 345 323 1,562 2,041 2,355 2,709 1,243 889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.9 0.3 95.7 97.1 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 3 3 3 47 42 51 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 209,511 COMMITMENTS 0 0 0 204,840 203,221 204,840 203,221 4,671 6,290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,400) 0 -288 -270 -1,365 -1,054 -1,635 -1,612 -765 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 97.0 97.8 97.0 2.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 24 28 24 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 76,829 COMMITMENTS 0 0 0 73,910 72,102 73,910 72,102 2,919 4,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 405) 0 0 0 221 149 221 149 184 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.2 93.8 96.2 93.8 3.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 18 15 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 143,426 COMMITMENTS 0 0 0 142,694 141,708 142,694 141,708 732 1,718 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,105) 0 0 0 4,015 5,175 4,015 5,175 90 -1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 98.8 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 16 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 131,096 COMMITMENTS 5,642 1,116 0 120,132 128,958 125,774 130,074 5,322 1,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 78) 0 0 0 -196 172 -196 172 274 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.9 0.0 91.6 98.4 95.9 99.2 4.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 2 0 28 33 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,954 COMMITMENTS 0 0 0 161,894 162,142 161,894 162,142 2,060 1,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,406) 0 0 0 -2,588 -2,406 -2,588 -2,406 182 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 98.9 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 19 20 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 27,931 COMMITMENTS 0 1,674 0 26,762 25,730 26,762 27,404 1,169 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,509) 0 0 0 1,568 1,478 1,568 1,478 -59 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 95.8 92.1 95.8 98.1 4.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 8 14 8 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 295,673 COMMITMENTS 0 1,807 363 288,664 282,639 289,027 284,809 6,646 10,864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,233) 0 -214 0 1,775 1,252 1,775 1,038 1,458 2,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.1 97.6 95.6 97.8 96.3 2.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 2 1 33 36 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,154 COMMITMENTS 280 0 792 104,588 100,763 105,660 101,555 8,494 12,599 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,923) -85 0 12 3,333 3,701 3,260 3,713 -337 -790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.7 91.6 88.3 92.6 89.0 7.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 18 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 190,582 COMMITMENTS 0 0 0 185,757 186,772 185,757 186,772 4,825 3,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,161) 0 0 0 519 1,161 519 1,161 642 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 98.0 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 21 25 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 185,637 COMMITMENTS 0 0 0 160,602 179,095 160,602 179,095 25,035 6,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 707) 0 0 0 -6,144 1,476 -6,144 1,476 6,851 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.5 96.5 86.5 96.5 13.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 75,195 COMMITMENTS 0 0 0 68,735 70,617 68,735 70,617 6,460 4,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,784) 0 0 0 2,166 4,180 2,166 4,180 1,618 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.4 93.9 91.4 93.9 8.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 174,483 COMMITMENTS 3,025 0 0 167,055 167,615 170,080 167,615 4,403 6,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,392) 0 0 0 7,044 7,662 7,044 7,662 -1,652 -2,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 95.7 96.1 97.5 96.1 2.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 15 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 194,907 COMMITMENTS 0 370 976 182,235 181,568 183,211 182,914 11,696 11,993 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,651) 0 304 97 18,484 19,961 18,581 20,362 70 -1,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 93.5 93.2 94.0 93.8 6.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 1 1 30 29 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 49,737 COMMITMENTS 0 558 0 48,323 48,435 48,323 48,993 1,414 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,712) 0 0 0 1,712 1,712 1,712 1,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.2 97.4 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 10 15 10 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 234,396 COMMITMENTS 0 5,696 153 226,264 222,150 226,417 227,999 7,979 6,397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,775) 0 2,208 -120 10,527 11,489 10,407 13,577 368 -2,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.1 96.5 94.8 96.6 97.3 3.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 2 1 31 32 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 138,715 COMMITMENTS 539 0 908 134,229 133,367 135,676 134,275 3,039 4,440 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,594) 539 -518 39 4,208 4,120 4,786 3,641 -1,192 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.7 96.8 96.1 97.8 96.8 2.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 17 22 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 135,388 COMMITMENTS 0 0 0 125,831 134,410 125,831 134,410 9,557 978 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 99.3 92.9 99.3 7.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 45,071 COMMITMENTS 217 3,192 0 41,883 38,147 42,100 41,339 2,971 3,732 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 634) 0 882 0 451 -248 451 634 183 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.1 0.0 92.9 84.6 93.4 91.7 6.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 0 10 13 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 249,431 COMMITMENTS 905 240 444 230,024 247,228 231,373 247,912 18,058 1,519 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,341) 513 240 -29 2,405 3,131 2,889 3,342 452 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 0.2 92.2 99.1 92.8 99.4 7.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 1 1 27 17 28 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 88,674 COMMITMENTS 61 8,774 1,009 82,252 76,641 83,322 86,424 5,352 2,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 604) -147 0 86 428 514 367 600 237 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.9 1.1 92.8 86.4 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 17 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 178,340 COMMITMENTS 1,520 0 0 173,461 174,984 174,981 174,984 3,359 3,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,343) 0 0 0 5,647 4,307 5,647 4,307 -304 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 97.3 98.1 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 0 18 19 19 19
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,206,009 COMMITMENTS 260,139 284,368 312,288 560,311 571,154 1132,737 1167,810 73,272 38,199 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,140) 10,872 -12,348 -172 -21,948 56 -11,248 -12,464 108 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 23.6 25.9 46.5 47.4 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 118 72 134 76 62 266 214
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 338,260 COMMITMENTS 45,706 16,344 77,783 207,921 239,918 331,410 334,045 6,849 4,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,815) -2,115 -6,105 585 -3,094 1,053 -4,623 -4,466 -192 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.8 23.0 61.5 70.9 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 36 33 50 56 54 122 107
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 411,317 COMMITMENTS 172,367 95,705 61,647 158,517 244,394 392,531 401,746 18,786 9,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,713) -842 -2,037 -881 -2,107 -1,040 -3,830 -3,958 117 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 23.3 15.0 38.5 59.4 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 25 8 24 42 40 74 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,300 COMMITMENTS 21,157 33,160 8,630 54,625 43,499 84,412 85,289 7,888 7,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,176) -124 1,925 242 1,939 -242 2,057 1,925 119 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 35.9 9.3 59.2 47.1 91.5 92.4 8.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 13 11 18 24 25 44 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 174,027 COMMITMENTS 6,902 2,397 40,898 126,178 130,733 173,978 174,027 50 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,718) -885 -1,361 881 -2,631 -2,199 -2,635 -2,678 -83 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.4 23.5 72.5 75.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 8 16 14 14 30 30
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 21,456 COMMITMENTS 7,862 3,585 2,112 10,661 14,659 20,635 20,356 821 1,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 548) 227 47 23 417 676 667 746 -119 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 16.7 9.8 49.7 68.3 96.2 94.9 3.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 6 10 15 15 27 29
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,598 COMMITMENTS 309 854 2 924 404 1,235 1,260 363 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 159) 55 428 -40 74 -248 89 140 70 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 53.4 0.1 57.8 25.3 77.3 78.8 22.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 8 1 8 7 15 16
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,691 COMMITMENTS 0 285 225 4,146 4,056 4,371 4,566 320 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) 0 -90 -15 -75 15 -90 -90 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 4.8 88.4 86.5 93.2 97.3 6.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 16 14 17 16
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,371 COMMITMENTS 11,432 1,460 4,057 26,273 36,412 41,762 41,930 609 441 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 362) -552 44 -450 1,319 854 317 448 45 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 3.4 9.6 62.0 85.9 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 18 10 10 50 55 73 70
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 486,153 COMMITMENTS 87,811 106,260 106,159 244,473 235,070 438,443 447,489 47,709 38,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,533) 295 2,431 4,527 8,150 3,764 12,972 10,722 561 2,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 21.9 21.8 50.3 48.4 90.2 92.0 9.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 315) 76 93 97 116 96 253 237
CFTC#03265A EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 120 10 209 1,718 1,661 2,047 1,880 580 747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.4 8.0 65.4 63.2 77.9 71.6 22.1 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 4 16 17 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,461 COMMITMENTS 1,051 599 438 3,652 4,115 5,141 5,152 320 309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 727) 47 161 20 690 526 757 707 -30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 11.0 8.0 66.9 75.4 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 3 16 18 21 22
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 266,487 COMMITMENTS 60,865 62,565 61,962 128,384 127,113 251,211 251,640 15,276 14,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 114) -913 -1,026 -2,194 3,072 2,859 -35 -361 150 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 23.5 23.3 48.2 47.7 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 122 96 102 71 69 244 223
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,438 COMMITMENTS 464,074 37,334 24,370 519,866 955,065 1008,310 1016,769 26,128 17,669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,330) 5,596 -120 1,140 -3,371 1,884 3,365 2,904 -35 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 3.6 2.4 50.3 92.3 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 12 3 8 38 36 52 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,892 COMMITMENTS 9,894 19,218 16,698 108,216 98,135 134,808 134,051 6,084 6,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) -470 -106 243 92 128 -135 265 290 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 13.6 11.9 76.8 69.7 95.7 95.1 4.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 10 10 16 23 23 40 42
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,470 COMMITMENTS 648 4,200 627 5,731 2,542 7,005 7,369 1,464 1,101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -551) -114 -699 104 -381 162 -391 -432 -160 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 49.6 7.4 67.7 30.0 82.7 87.0 17.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 13 16 11 17 11 34 34
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,789 COMMITMENTS 2,094 10,768 3,306 15,734 8,737 21,134 22,810 3,654 1,978 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 396) 175 -353 27 -48 1,039 154 713 242 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 43.4 13.3 63.5 35.2 85.3 92.0 14.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 21 35 17 30 11 60 56
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,023,666 COMMITMENTS 735,375 870,448 89,934 2016,902 1931,980 2842,211 2892,362 181,455 131,303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 42,331) 33,753 -13,776 -25,765 56,770 73,074 64,759 33,533 -22,428 8,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.8 3.0 66.7 63.9 94.0 95.7 6.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 63 56 50 160 136 253 212
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,534,691 COMMITMENTS 642,877 758,344 661,044 2761,968 2694,957 4065,890 4114,344 468,802 420,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200,014) 93,059 -11,209 86,326 -5,378 119,177 174,007 194,294 26,007 5,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 16.7 14.6 60.9 59.4 89.7 90.7 10.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 419) 90 75 98 200 211 337 337
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 668,669 COMMITMENTS 68,268 110,844 12,832 475,494 389,758 556,594 513,434 112,074 155,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,022) 4,602 -7,641 -1,683 1,208 8,052 4,127 -1,272 -105 5,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 16.6 1.9 71.1 58.3 83.2 76.8 16.8 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 13 14 13 61 61 81 81
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,556,613 COMMITMENTS 781,513 968,692 306,326 3068,882 2929,111 4156,721 4204,128 399,892 352,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,538) 76,721 49,247 27,309 -73,142 -6,973 30,889 69,583 41,650 2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 21.3 6.7 67.3 64.3 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 336) 62 63 63 151 165 239 265
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,715,331 COMMITMENTS 265,245 326,103 396,644 1020,668 934,491 1682,557 1657,238 32,774 58,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70,567) 34,081 15,181 9,642 28,689 40,905 72,412 65,729 -1,846 4,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 19.0 23.1 59.5 54.5 98.1 96.6 1.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 29 40 45 62 72 115 138
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,038 COMMITMENTS 293 4,308 1,672 8,486 4,448 10,450 10,427 588 611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 324) 7 13 33 329 281 369 327 -45 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 39.0 15.1 76.9 40.3 94.7 94.5 5.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 12 10 23 21 34 35
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,601 COMMITMENTS 8,781 3,009 14,259 20,365 18,107 43,405 35,374 3,196 11,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) -92 -157 517 161 5 586 365 -134 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 6.5 30.6 43.7 38.9 93.1 75.9 6.9 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 19 22 25 39 32 69 68
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,031 COMMITMENTS 970 1,884 4,076 9,753 9,177 14,799 15,136 1,232 895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 689) -60 -38 140 643 402 724 504 -34 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 11.7 25.4 60.8 57.2 92.3 94.4 7.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 10 11 30 23 43 37
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,513 COMMITMENTS 5,747 368 1,251 2,174 5,535 9,172 7,154 341 2,359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153) -71 -5 101 153 86 184 183 -31 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 3.9 13.1 22.9 58.2 96.4 75.2 3.6 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 2 7 13 15 22 23
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,023 COMMITMENTS 73,881 61,789 116,363 107,727 108,303 297,972 286,456 33,052 44,567 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -663) -7,191 -10,817 6,891 -1,210 2,565 -1,510 -1,360 847 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 18.7 35.2 32.5 32.7 90.0 86.5 10.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 323) 130 86 137 80 84 270 257
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 480,933 COMMITMENTS 183,021 30,409 122,330 142,065 254,374 447,415 407,113 33,518 73,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,444) 1,755 2,321 4,339 1,276 -2,030 7,370 4,630 1,074 3,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 6.3 25.4 29.5 52.9 93.0 84.7 7.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 491) 173 84 156 154 195 406 375
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,041 COMMITMENTS 890 1,023 531 819 881 2,240 2,435 801 606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -81) -25 -97 131 56 -127 163 -92 -243 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 33.6 17.5 26.9 29.0 73.7 80.1 26.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 12 10 8 15 13 31 27
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,637 COMMITMENTS 17,802 15,723 16,894 18,079 12,183 52,775 44,800 9,862 17,836 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,342) 482 -251 -746 -719 -8 -983 -1,004 -360 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 25.1 27.0 28.9 19.5 84.3 71.5 15.7 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211) 60 59 60 65 66 162 155
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,312 COMMITMENTS 2,357 8,379 5,498 21,855 14,575 29,710 28,451 602 1,860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 553) 60 -132 93 453 453 605 413 -52 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 27.6 18.1 72.1 48.1 98.0 93.9 2.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 10 23 17 30 27 51 56
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 32,495 COMMITMENTS 6,327 600 3,756 21,758 27,188 31,842 31,544 653 951 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 511) -130 85 193 428 236 491 513 20 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 1.8 11.6 67.0 83.7 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 8 9 14 21 19 36 35
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 44,796 COMMITMENTS 6,170 1,409 231 38,392 43,140 44,794 44,781 2 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 165) 220 -116 46 157 229 423 159 -258 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 3.1 0.5 85.7 96.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 8 3 5 23 24 32 31
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 23,254 COMMITMENTS 4,350 631 475 18,429 22,148 23,254 23,254 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 975) 375 28 25 715 922 1,115 975 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 2.7 2.0 79.3 95.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 2 3 20 19 27 24
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 145,103 COMMITMENTS 12,435 1,184 6,600 125,841 137,258 144,876 145,042 227 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -789) 1,500 -43 -35 -2,255 -711 -790 -789 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.8 4.5 86.7 94.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 8 4 7 33 37 43 46
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,703 COMMITMENTS 375 4,748 417 51,656 47,504 52,448 52,668 255 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,414) 125 462 -255 -3,284 -3,367 -3,414 -3,159 0 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.0 0.8 98.0 90.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 8 3 21 21 27 29
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,147 COMMITMENTS 0 75 0 27,147 27,072 27,147 27,147 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,320) 0 0 0 -1,175 -845 -1,175 -845 -145 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 **** 99.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 8 14 8 15
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 65,847 COMMITMENTS 17,740 5,873 857 47,093 59,002 65,690 65,732 157 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,455) 2,400 175 -175 230 2,450 2,455 2,450 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 8.9 1.3 71.5 89.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 1 25 25 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 85,811 COMMITMENTS 27,087 3,969 2,796 55,587 78,973 85,470 85,738 341 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,343) 2,621 140 -115 833 3,308 3,339 3,333 4 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 4.6 3.3 64.8 92.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 8 2 5 27 26 37 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 78,084 COMMITMENTS 4,277 200 1,345 71,918 76,357 77,540 77,902 544 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 258) 0 0 0 258 402 258 402 0 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.3 1.7 92.1 97.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 1 1 26 26 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 112,397 COMMITMENTS 5,781 175 1,695 104,348 110,318 111,824 112,188 573 209 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 373) 0 0 0 348 563 348 563 25 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.2 1.5 92.8 98.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 1 2 29 28 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 45,660 COMMITMENTS 75 0 0 45,364 45,195 45,439 45,195 221 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -758) 0 -50 0 -844 -678 -844 -728 86 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.4 99.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 19 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,751 COMMITMENTS 316 0 45 21,195 21,701 21,556 21,746 195 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -612) 0 0 0 -612 -612 -612 -612 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.2 97.4 99.8 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 21 20 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 12,260 COMMITMENTS 775 0 50 11,435 12,210 12,260 12,260 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -695) -200 0 0 -495 -695 -695 -695 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.4 93.3 99.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 1 15 11 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 69,522 COMMITMENTS 4,813 5,809 3,374 61,035 60,256 69,222 69,438 300 84 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,017) -219 169 -221 -1,629 -2,004 -2,069 -2,056 52 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 8.4 4.9 87.8 86.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 7 6 12 29 29 42 41
CFTC#0643A5 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 4,350 COMMITMENTS 100 100 300 3,950 3,450 4,350 3,850 0 500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,350) -600 -1,100 200 -950 -950 -1,350 -1,850 0 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.3 6.9 90.8 79.3 **** 88.5 0.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 2 11 9 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,836 COMMITMENTS 1,000 1,350 300 13,210 12,910 14,510 14,560 326 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,976) -300 5 -10 -1,686 -1,971 -1,996 -1,976 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 9.1 2.0 89.0 87.0 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 4 1 15 15 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 56,086 COMMITMENTS 205 0 120 55,611 55,725 55,936 55,845 150 241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,407) -210 -50 0 -2,301 -2,344 -2,511 -2,394 104 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.2 99.2 99.4 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 0 1 21 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 35,303 COMMITMENTS 2,480 75 140 32,068 34,998 34,688 35,213 615 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -732) -307 -44 -5 -378 -695 -690 -744 -42 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.2 0.4 90.8 99.1 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 2 23 22 29 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 66,870 COMMITMENTS 3,601 200 7 62,794 66,325 66,402 66,532 468 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,335) 20 0 0 1,315 1,335 1,335 1,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.3 0.0 93.9 99.2 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 23 18 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,128 COMMITMENTS 4,064 1,700 10 67,226 70,418 71,300 72,128 828 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,810) 0 0 0 1,810 1,810 1,810 1,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.4 0.0 93.2 97.6 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 1 23 17 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 88,865 COMMITMENTS 313 435 766 87,690 87,663 88,769 88,864 96 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,227) 255 168 -100 -2,503 -1,828 -2,348 -1,760 -879 -1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.9 98.7 98.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 3 3 23 26 27 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 110,762 COMMITMENTS 1,923 3,051 936 107,714 106,764 110,573 110,751 189 11 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,021) 987 -621 -154 -4,063 -3,097 -3,230 -3,872 -791 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.8 0.8 97.2 96.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 6 5 26 31 32 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 47,030 COMMITMENTS 0 550 0 47,015 46,390 47,015 46,940 15 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,905) 0 0 0 -2,420 -1,050 -2,420 -1,050 -485 -1,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 **** 98.6 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 3 0 14 15 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 55,387 COMMITMENTS 1,300 512 382 52,730 54,417 54,412 55,311 975 76 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 163) 0 -175 0 177 332 177 157 -14 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.9 0.7 95.2 98.2 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 2 20 19 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 58,463 COMMITMENTS 19,237 622 60 38,253 57,554 57,550 58,236 913 227 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 267) 0 -50 -15 282 332 267 267 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 1.1 0.1 65.4 98.4 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 1 2 21 22 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,615 COMMITMENTS 145 50 280 32,123 32,208 32,548 32,538 67 77 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 135) 0 0 0 135 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.9 98.5 98.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 20 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 30,425 COMMITMENTS 0 0 0 30,360 30,305 30,360 30,305 65 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 18 12 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 28,747 COMMITMENTS 260 830 100 28,251 27,791 28,611 28,721 136 26 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -40 0 -15 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.9 0.3 98.3 96.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 2 2 19 21 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,478 COMMITMENTS 50 600 25 21,730 21,700 21,805 22,325 673 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 475) -25 325 25 185 103 185 453 290 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.7 0.1 96.7 96.5 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 1 14 14 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 45,266 COMMITMENTS 1,596 1,344 305 43,267 43,608 45,168 45,257 98 9 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 457) 230 -245 -35 262 741 457 461 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.0 0.7 95.6 96.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 2 1 22 26 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,068 COMMITMENTS 1,585 120 260 36,203 37,688 38,048 38,068 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 873) 0 0 0 873 873 873 873 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.3 0.7 95.1 99.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 1 2 23 21 27 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 16,479 COMMITMENTS 586 0 0 15,744 16,479 16,330 16,479 149 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -375) 0 0 0 -375 -375 -375 -375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 95.5 **** 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 0 0 16 12 21 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,976 COMMITMENTS 3,021 100 305 13,650 16,571 16,976 16,976 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 510 0 -60 -340 170 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.6 1.8 80.4 97.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 2 15 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,954 COMMITMENTS 2,569 800 355 15,030 16,799 17,954 17,954 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 510 0 -60 -340 170 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 4.5 2.0 83.7 93.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 2 15 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,920 COMMITMENTS 2,365 2,685 610 16,518 16,585 19,493 19,880 427 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -200 -325 0 250 375 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 13.5 3.1 82.9 83.3 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 2 13 12 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,876 COMMITMENTS 3,755 395 2,485 43,392 46,891 49,632 49,771 244 105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) 0 0 0 150 -25 150 -25 -190 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.8 5.0 87.0 94.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 2 18 11 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,209 COMMITMENTS 4,215 1,170 1,950 42,772 45,984 48,937 49,104 272 105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20) 0 0 0 135 10 135 10 -155 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.4 4.0 86.9 93.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 2 18 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 121,669 COMMITMENTS 10,695 14,370 545 110,324 106,672 121,564 121,587 105 82 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 477) -275 -200 130 622 547 477 477 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 11.8 0.4 90.7 87.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 7 4 4 32 22 41 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 128,421 COMMITMENTS 8,300 16,190 985 119,031 111,158 128,316 128,333 105 88 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,217) -275 -200 50 1,442 1,367 1,217 1,217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 12.6 0.8 92.7 86.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 5 4 36 28 45 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 287,727 COMMITMENTS 25,362 23,464 25,478 236,266 238,665 287,105 287,607 622 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,169) -689 2,979 -1,511 1,603 -2,618 -597 -1,149 -572 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 8.2 8.9 82.1 82.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 15 14 22 39 41 64 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,300 COMMITMENTS 5,865 75 210 17,945 24,015 24,020 24,300 280 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 0.3 0.9 73.8 98.8 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 2 16 7 20 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,329 COMMITMENTS 5,383 1,150 210 17,466 21,969 23,059 23,329 270 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 4.9 0.9 74.9 94.2 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 2 14 7 17 10
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,585 COMMITMENTS 0 800 25 24,104 23,485 24,129 24,310 5,456 5,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -575) 0 100 25 -601 -630 -576 -505 1 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.1 81.5 79.4 81.6 82.2 18.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 11 15 12 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,431 COMMITMENTS 0 420 255 23,710 23,501 23,965 24,176 4,466 4,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -294) 0 300 0 -270 -454 -270 -154 -24 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.9 83.4 82.7 84.3 85.0 15.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 11 17 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 61,956 COMMITMENTS 5,235 5,365 3,790 44,079 43,421 53,104 52,576 8,852 9,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,403) -1,230 25 -345 -1,479 -2,703 -3,054 -3,023 -349 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 8.7 6.1 71.1 70.1 85.7 84.9 14.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 2 17 22 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,786 COMMITMENTS 5,165 6,130 4,015 44,827 43,281 54,007 53,426 6,779 7,360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,495) -1,035 -120 -50 -1,935 -2,840 -3,020 -3,010 -475 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 10.1 6.6 73.7 71.2 88.8 87.9 11.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 2 16 21 19 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,017 COMMITMENTS 0 9,985 1,350 17,891 8,252 19,241 19,587 3,776 3,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,375) 0 -575 -160 -1,151 -555 -1,311 -1,290 -64 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.4 5.9 77.7 35.9 83.6 85.1 16.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 6 2 17 8 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,278 COMMITMENTS 0 9,135 1,825 16,707 7,892 18,532 18,852 3,746 3,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,100) 0 -500 65 -1,130 -630 -1,065 -1,065 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.0 8.2 75.0 35.4 83.2 84.6 16.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 6 2 18 7 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,171 COMMITMENTS 11,045 0 75 16,443 27,242 27,563 27,317 3,608 3,854 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,643) -1,935 0 -50 627 -1,307 -1,358 -1,357 -285 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 0.0 0.2 52.8 87.4 88.4 87.6 11.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 0 1 12 16 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,933 COMMITMENTS 10,565 0 75 15,473 26,019 26,113 26,094 3,820 3,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,789) -1,375 0 -50 -44 -1,439 -1,469 -1,489 -320 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 0.0 0.3 51.7 86.9 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 0 1 10 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,615 COMMITMENTS 7,115 605 2,450 16,895 23,625 26,460 26,680 3,155 2,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,295) 410 40 -710 -2,950 -2,580 -3,250 -3,250 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 2.0 8.3 57.0 79.8 89.3 90.1 10.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 2 2 16 10 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,755 COMMITMENTS 7,380 255 2,550 15,700 23,045 25,630 25,850 3,125 2,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,925) -90 40 -210 -2,650 -2,780 -2,950 -2,950 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 0.9 8.9 54.6 80.1 89.1 89.9 10.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 1 2 16 9 23 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,430 COMMITMENTS 230 4,420 450 11,145 7,240 11,825 12,110 1,605 1,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,230) -170 -20 -90 -820 -990 -1,080 -1,100 -150 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 32.9 3.4 83.0 53.9 88.0 90.2 12.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 5 1 15 11 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 12,800 COMMITMENTS 430 4,420 440 10,355 6,590 11,225 11,450 1,575 1,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,200) -70 -10 -90 -890 -970 -1,050 -1,070 -150 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 34.5 3.4 80.9 51.5 87.7 89.5 12.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 5 1 14 11 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,800 COMMITMENTS 11,450 16,280 3,285 29,465 25,185 44,200 44,750 4,600 4,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,465) -70 -440 -220 -1,920 -1,580 -2,210 -2,240 -255 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 33.4 6.7 60.4 51.6 90.6 91.7 9.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 4 5 15 18 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,815 COMMITMENTS 11,345 16,495 3,255 29,560 24,930 44,160 44,680 4,655 4,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,430) -35 -280 -225 -1,920 -1,695 -2,180 -2,200 -250 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 33.8 6.7 60.6 51.1 90.5 91.5 9.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 5 6 14 18 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,580 COMMITMENTS 18,595 15,215 1,065 32,307 35,907 51,967 52,187 2,613 2,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,770) -450 -80 -320 -1,655 -2,035 -2,425 -2,435 -345 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 27.9 2.0 59.2 65.8 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 3 4 19 11 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,086 COMMITMENTS 17,950 12,080 1,065 27,942 34,887 46,957 48,032 3,129 2,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,350) -425 220 -345 -2,120 -1,920 -2,890 -2,045 540 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 24.1 2.1 55.8 69.7 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 3 4 17 10 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 128,614 COMMITMENTS 18,729 7,620 8,765 86,092 97,006 113,586 113,391 15,028 15,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,185) -220 45 -435 -3,588 -3,768 -4,243 -4,158 -942 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 5.9 6.8 66.9 75.4 88.3 88.2 11.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 4 5 24 24 30 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 120,491 COMMITMENTS 12,699 5,592 9,750 85,147 91,999 107,596 107,341 12,895 13,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,525) 531 85 -821 -3,716 -3,261 -4,006 -3,997 -1,519 -1,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.6 8.1 70.7 76.4 89.3 89.1 10.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 5 5 20 23 26 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,865 COMMITMENTS 1,570 5,650 1,905 30,245 26,050 33,720 33,605 1,145 1,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,065) -150 -200 -165 -120 -555 -435 -920 -630 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 16.2 5.5 86.7 74.7 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 2 14 16 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,820 COMMITMENTS 1,220 3,895 2,800 25,105 22,285 29,125 28,980 695 840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -735) 50 -60 -120 -110 -395 -180 -575 -555 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 13.1 9.4 84.2 74.7 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 3 2 11 15 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,770 COMMITMENTS 17,330 0 0 8,705 26,165 26,035 26,165 735 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -250) -475 0 0 315 -155 -160 -155 -90 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 0.0 0.0 32.5 97.7 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 11 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,415 COMMITMENTS 325 11,475 875 52,420 41,295 53,620 53,645 11,795 11,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,293) -270 -465 -50 -308 -273 -628 -788 -665 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 17.5 1.3 80.1 63.1 82.0 82.0 18.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 3 2 21 21 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,020 COMMITMENTS 700 7,060 500 39,570 33,750 40,770 41,310 13,250 12,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,075) -125 -300 160 -965 -765 -930 -905 -1,145 -1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.1 0.9 73.3 62.5 75.5 76.5 24.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 2 1 20 19 23 21
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 2,863 COMMITMENTS 87 39 125 2,205 1,821 2,417 1,985 446 878 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 98) 20 27 -34 227 85 213 78 -115 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.4 4.4 77.0 63.6 84.4 69.3 15.6 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 1 17 18 20 19
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 37,229 COMMITMENTS 3,875 2,210 983 32,131 33,800 36,989 36,993 240 236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,498) 180 597 166 1,152 735 1,498 1,498 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 5.9 2.6 86.3 90.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 3 3 29 33 34 38
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 13,868 COMMITMENTS 627 81 149 12,818 13,225 13,594 13,455 274 413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 707) 10 81 89 648 503 747 673 -40 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 1.1 92.4 95.4 98.0 97.0 2.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 3 18 22 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 12,311 COMMITMENTS 593 713 497 10,801 10,666 11,891 11,876 420 435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 673) 285 234 67 454 362 806 663 -133 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.8 4.0 87.7 86.6 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 2 3 35 27 40 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 24,092 COMMITMENTS 95 1,775 87 23,719 21,933 23,901 23,795 191 297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,850) 0 96 9 1,835 1,754 1,844 1,859 6 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 7.4 0.4 98.5 91.0 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 2 8 2 25 28 29 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 56,619 COMMITMENTS 2,860 3,795 2,562 50,780 49,669 56,202 56,026 417 593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,359) 80 9 -57 1,289 1,402 1,312 1,354 47 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 6.7 4.5 89.7 87.7 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 12 15 22 56 54 81 79
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,668 COMMITMENTS 203 659 275 3,680 3,181 4,158 4,115 510 553 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 301) 26 -39 105 148 189 279 255 22 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 14.1 5.9 78.8 68.1 89.1 88.2 10.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 6 7 17 21 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,342 COMMITMENTS 3,355 4,064 83 54,766 53,799 58,204 57,946 138 396 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,468) 596 0 -23 3,895 4,541 4,468 4,518 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 7.0 0.1 93.9 92.2 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 8 3 1 23 34 31 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 118,526 COMMITMENTS 6,783 3,908 4,673 105,704 109,742 117,160 118,323 1,366 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,383) 199 32 259 6,962 7,128 7,420 7,419 -37 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.3 3.9 89.2 92.6 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 20 12 24 74 63 102 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,484 COMMITMENTS 5,347 3,711 130 30,877 32,122 36,354 35,963 130 521 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 328) 45 872 0 323 -336 368 536 -40 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 10.2 0.4 84.6 88.0 99.6 98.6 0.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 6 2 31 35 38 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,659 COMMITMENTS 3,045 2,405 709 32,219 33,115 35,973 36,229 686 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,415) 282 15 98 1,076 1,302 1,456 1,415 -41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 6.6 1.9 87.9 90.3 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 11 7 5 48 44 61 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,056 COMMITMENTS 2,388 355 130 12,812 14,627 15,330 15,112 726 944 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -157) 17 12 -14 -215 -215 -212 -217 55 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 2.2 0.8 79.8 91.1 95.5 94.1 4.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 2 3 22 23 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,105 COMMITMENTS 1,848 2,722 843 13,574 13,007 16,265 16,572 840 533 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 298) 34 210 -40 294 125 288 295 10 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 15.9 4.9 79.4 76.0 95.1 96.9 4.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 4 4 31 22 38 29
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 823,099 COMMITMENTS 150,174 33,703 243,381 410,427 533,426 803,981 810,510 19,118 12,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,799) 1,372 2,568 3,162 -10,352 -10,727 -5,819 -4,997 19 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 4.1 29.6 49.9 64.8 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 41 27 55 70 68 134 128
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 46,178 COMMITMENTS 3,450 0 0 42,613 46,073 46,063 46,073 115 105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,747) 0 0 0 2,677 2,687 2,677 2,687 70 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.0 92.3 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 0 22 17 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 12,644 COMMITMENTS 210 305 715 11,719 11,624 12,644 12,644 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 30 120 0 610 520 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.4 5.7 92.7 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 2 19 19 23 21
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,767,949 COMMITMENTS 475,731 89,793 1117,608 1082,308 1473,381 2675,646 2680,782 92,302 87,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,489) 2,109 -9,964 14,493 -49,928 -40,337 -33,325 -35,807 836 3,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 3.2 40.4 39.1 53.2 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 144 114 209 108 114 360 340
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 239,985 COMMITMENTS 170,779 76,671 35,038 34,159 127,381 239,977 239,090 8 895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,272) -10,955 -5,237 6,718 2,969 -2,747 -1,268 -1,266 -5 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 31.9 14.6 14.2 53.1 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 3 14 14 18 20
CFTC#06765A WTI CRUDE OIL CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,950 COMMITMENTS 51,177 23,822 2,999 72,944 83,984 127,120 110,805 21,830 38,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,034) 3,481 1,826 564 1,642 -209 5,687 2,181 -3,653 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 16.0 2.0 49.0 56.4 85.3 74.4 14.7 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 3 19 21 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,745 COMMITMENTS 27,548 227 6,782 45,451 72,079 79,782 79,089 12,963 13,656 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,053) 1,617 1 790 1,259 3,406 3,667 4,198 1,386 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 0.2 7.3 49.0 77.7 86.0 85.3 14.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 2 7 17 17 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,453 COMMITMENTS 9,364 90,628 864 104,561 30,310 114,789 121,802 18,664 11,651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,450) 1,180 3,275 490 3,408 0 5,078 3,765 -628 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 67.9 0.6 78.4 22.7 86.0 91.3 14.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 5 3 14 6 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 237,543 COMMITMENTS 47,544 89,135 65,157 110,318 69,911 223,018 224,203 14,525 13,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,261) 6,353 241 1,376 708 7,874 8,437 9,491 1,824 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 37.5 27.4 46.4 29.4 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 25 20 39 25 30 69 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,969 COMMITMENTS 7,178 6,629 24,172 23,349 23,438 54,699 54,239 270 730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,965) 875 1,705 -214 1,232 531 1,893 2,022 72 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 12.1 44.0 42.5 42.6 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 4 6 16 16 23 24
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,850 COMMITMENTS 695 0 210 108,523 102,192 109,428 102,402 26,422 33,448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,057) 45 0 0 7,292 7,347 7,337 7,347 720 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.2 79.9 75.2 80.6 75.4 19.4 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 14 19 15 20
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,714 COMMITMENTS 6,960 356 890 107,040 118,302 114,890 119,548 21,824 17,166 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 117) 0 50 0 1,847 1,397 1,847 1,447 -1,730 -1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.3 0.7 78.3 86.5 84.0 87.4 16.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 2 11 16 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 18,405 COMMITMENTS 2,295 270 0 16,000 18,105 18,295 18,375 110 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 0 0 0 515 515 515 515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 1.5 0.0 86.9 98.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 18 12 19 13
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 286,559 COMMITMENTS 50,523 68,053 71,712 149,857 131,478 272,092 271,243 14,467 15,316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,740) -481 7,161 4,440 5,862 -2,083 9,821 9,518 1,919 2,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 23.7 25.0 52.3 45.9 95.0 94.7 5.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 217) 84 62 81 61 43 182 156
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,966 COMMITMENTS 17,496 4,405 1,448 5,490 18,693 24,434 24,546 2,532 2,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 337) -587 -17 441 211 -157 66 267 271 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 16.3 5.4 20.4 69.3 90.6 91.0 9.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 79 37 14 31 33 116 78
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 79,367 COMMITMENTS 42,874 25,010 5,139 20,770 45,899 68,783 76,049 10,584 3,318 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -260) -1,185 4,172 -1,153 1,628 -2,855 -711 165 450 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 31.5 6.5 26.2 57.8 86.7 95.8 13.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239) 127 48 34 34 40 177 110
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,024,632 COMMITMENTS 153,971 235,653 228,521 552,206 479,708 934,698 943,882 89,934 80,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63,533) -1,726 47,323 18,916 44,186 -16,927 61,376 49,312 2,157 14,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 23.0 22.3 53.9 46.8 91.2 92.1 8.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 80 63 89 101 86 226 202
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 384,338 COMMITMENTS 54,150 123,265 110,577 193,607 139,399 358,333 373,241 26,005 11,097 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,920) 373 4,534 4,209 -513 -2,603 4,070 6,140 1,851 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 32.1 28.8 50.4 36.3 93.2 97.1 6.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 524) 183 160 153 154 120 418 365
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 221,854 COMMITMENTS 74,778 48,688 30,175 84,241 130,403 189,194 209,266 32,660 12,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 384) -516 4,723 1,070 -328 -6,367 226 -574 158 957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 21.9 13.6 38.0 58.8 85.3 94.3 14.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 119 51 66 49 43 192 138
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 275,086 COMMITMENTS 89,275 64,257 75,303 91,893 120,830 256,471 260,390 18,615 14,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,829) -4,934 941 4,415 3,781 -846 3,262 4,511 567 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 23.4 27.4 33.4 43.9 93.2 94.7 6.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 135 78 95 56 60 238 195
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 773,326 COMMITMENTS 215,315 116,463 209,696 284,599 414,967 709,610 741,126 63,716 32,200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 73,846) 11,606 10,150 19,775 37,743 43,562 69,124 73,487 4,721 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 15.1 27.1 36.8 53.7 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 232 78 159 62 60 351 243
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,966 COMMITMENTS 35,636 13,059 2 28,895 51,715 64,533 64,776 1,433 1,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,685) 3,081 40 2 12,926 15,515 16,009 15,557 -324 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 19.8 0.0 43.8 78.4 97.8 98.2 2.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 15 9 1 5 7 21 16
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,289 COMMITMENTS 20,157 61,206 10,182 105,865 53,570 136,204 124,958 35,086 46,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,352) 1,280 2,498 1,486 2,389 -2,271 5,156 1,713 6,196 9,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 35.7 5.9 61.8 31.3 79.5 73.0 20.5 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 21 37 16 34 34 66 76
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,813 COMMITMENTS 12,174 35,752 2,480 62,623 20,659 77,277 58,890 9,537 27,924 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,220) 648 -473 1,578 2,872 3,345 5,098 4,450 1,122 1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 41.2 2.9 72.1 23.8 89.0 67.8 11.0 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 12 22 8 16 17 31 44
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 273,543 COMMITMENTS 177,204 102,086 16,295 73,312 151,153 266,812 269,534 6,731 4,009 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,683) 427 13,628 14,507 11,402 7,414 26,335 35,549 -652 -9,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.8 37.3 6.0 26.8 55.3 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166) 78 44 14 16 30 101 84
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 220,454 COMMITMENTS 30,436 66,768 20,380 139,766 98,799 190,583 185,947 29,871 34,507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,936) -6,799 -559 -1,112 -2,306 -5,760 -10,218 -7,432 281 -2,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 30.3 9.2 63.4 44.8 86.5 84.3 13.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 28 32 20 36 45 73 88
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,768 COMMITMENTS 21,437 80,775 17,880 143,908 80,119 183,225 178,774 32,543 36,994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,245) -7,482 -1,969 -8,039 -4,058 -8,449 -19,579 -18,457 334 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 37.4 8.3 66.7 37.1 84.9 82.9 15.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 25 35 27 42 40 81 89
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,247 COMMITMENTS 45,034 9,961 6,320 3,747 40,883 55,100 57,164 5,147 3,083 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,312) 3,359 1,981 1,687 -340 689 4,706 4,357 606 955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 16.5 10.5 6.2 67.9 91.5 94.9 8.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 71 24 12 3 7 79 40
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 585,955 COMMITMENTS 149,098 228,856 45,572 297,251 234,813 491,922 509,241 94,034 76,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,555) -7,502 -7,573 7,464 -10,898 -17,459 -10,936 -17,568 -3,619 3,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 39.1 7.8 50.7 40.1 84.0 86.9 16.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 87 70 60 95 86 205 195
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,798 COMMITMENTS 9,327 13,785 811 6,386 2,773 16,524 17,369 2,274 1,429 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,891) -545 7,051 706 2,967 -5,266 3,128 2,491 -237 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 73.3 4.3 34.0 14.8 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 11 16 4 6 6 18 25
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 414,452 COMMITMENTS 133,093 46,545 76,064 179,765 274,135 388,922 396,743 25,531 17,709 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,274) 3,794 3,179 6,638 4,165 5,106 14,596 14,923 -323 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 11.2 18.4 43.4 66.1 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 81 46 84 92 106 217 202
CFTC#11165K RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,385 COMMITMENTS 2,457 814 481 5,191 4,898 8,129 6,193 1,256 3,192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 8.7 5.1 55.3 52.2 86.6 66.0 13.4 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 1 2 9 10 16 13
CFTC#111A11 SINGAPORE MOGUS 92 - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 15,290 COMMITMENTS 1,129 3,082 663 13,408 11,420 15,200 15,165 90 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,117) -349 0 350 2,116 1,817 2,117 2,167 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 20.2 4.3 87.7 74.7 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 4 15 16 19 21
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,328 COMMITMENTS 20,974 16,377 2,660 15,196 17,238 38,830 36,275 3,498 6,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,000) 287 -2,885 857 1,325 4,137 2,468 2,109 532 891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 38.7 6.3 35.9 40.7 91.7 85.7 8.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 32 25 12 12 16 48 50
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 356,766 COMMITMENTS 88,770 177,775 69,487 173,435 81,326 331,692 328,588 25,074 28,178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,318) 4,688 -448 3,544 7,458 12,425 15,690 15,521 -372 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 49.8 19.5 48.6 22.8 93.0 92.1 7.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 201) 56 91 74 38 29 148 150
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 30,441 COMMITMENTS 13,148 13,524 3,195 13,093 12,322 29,436 29,041 1,005 1,400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,127) 54 292 204 3,065 2,675 3,323 3,171 -196 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 44.4 10.5 43.0 40.5 96.7 95.4 3.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 7 3 4 5 12 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 50,229 COMMITMENTS 18,545 7,157 3,191 20,141 31,838 41,878 42,187 8,351 8,042 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,379) -975 -2,134 555 3,493 7,134 3,072 5,555 1,307 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 14.2 6.4 40.1 63.4 83.4 84.0 16.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 28 27 12 33 34 68 67
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 100,457 COMMITMENTS 37,090 14,315 6,383 40,283 63,677 83,756 84,374 16,701 16,083 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,759) -1,951 -4,267 1,109 6,986 14,267 6,144 11,109 2,614 -2,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 14.2 6.4 40.1 63.4 83.4 84.0 16.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 28 27 12 33 34 68 67
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,632 COMMITMENTS 2,511 676 0 31,703 34,247 34,214 34,923 2,418 1,709 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,063) -166 230 0 3,346 3,011 3,180 3,241 883 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.8 0.0 86.5 93.5 93.4 95.3 6.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 0 13 12 15 14
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1557,782 ******** ******** 9885,562 ******** ******** 720,7461152,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 364,448) ******* 27,426 225,461 -9,315 142,996 390,105 395,884 -25,657 -31,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 6.4 48.2 43.9 40.7 97.0 95.3 3.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321) 70 108 149 120 130 288 297
CFTC#1330E1 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 4,109 COMMITMENTS 1,952 3,283 452 0 0 2,404 3,735 1,705 374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 213) 163 56 157 0 -90 320 123 -107 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 79.9 11.0 0.0 0.0 58.5 90.9 41.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 24 14 5 0 0 27 16
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,480 COMMITMENTS 2,307 2,663 331 0 256 2,638 3,250 842 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 104 174 166 0 22 270 362 -16 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 76.5 9.5 0.0 7.4 75.8 93.4 24.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 23 20 11 0 2 31 26
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 64,460 COMMITMENTS 17,098 12,859 16,888 29,615 33,771 63,601 63,518 859 942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,745) 1,338 1,212 -856 3,976 4,089 4,458 4,445 287 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 19.9 26.2 45.9 52.4 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 12 12 15 9 10 31 27
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 67,367 COMMITMENTS 15,046 10,779 6,648 45,422 49,301 67,116 66,728 251 639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,904) -767 936 650 5,177 2,221 5,060 3,807 -1,156 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 16.0 9.9 67.4 73.2 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 17 15 16 17 18 43 41
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 191,942 COMMITMENTS 33,356 92,343 28,923 127,591 69,052 189,870 190,318 2,072 1,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,155) -4,397 4,674 2,751 3,774 -4,458 2,128 2,967 1,026 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 48.1 15.1 66.5 36.0 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 240) 47 134 49 29 37 115 198
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 813,015 COMMITMENTS 74,471 80,269 160,733 480,758 469,853 715,962 710,855 97,053 102,159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 55,958) 1,503 -5,324 13,166 33,976 41,004 48,645 48,845 7,313 7,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 9.9 19.8 59.1 57.8 88.1 87.4 11.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 618) 133 125 163 286 281 498 491
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 69,210 COMMITMENTS 7,490 2,180 10,709 28,912 30,547 47,111 43,436 22,099 25,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,238) -855 616 1,092 -1,396 -2,880 -1,159 -1,172 -78 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 3.1 15.5 41.8 44.1 68.1 62.8 31.9 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 9 15 20 20 22 43 44
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 21,940 COMMITMENTS 2,030 0 229 12,738 17,941 14,997 18,170 6,943 3,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,595) -53 0 229 3,538 5,584 3,714 5,813 4,881 2,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 1.0 58.1 81.8 68.4 82.8 31.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 0 1 12 13 17 14
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,719,021 COMMITMENTS 371,174 426,716 713,850 2259,228 2196,530 3344,253 3337,096 374,769 381,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 285,980) 9,163 -32,328 62,998 176,861 219,417 249,022 250,087 36,958 35,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 11.5 19.2 60.7 59.1 89.9 89.7 10.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 608) 130 120 158 282 278 487 482 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 25,576 COMMITMENTS 201 0 2,653 20,840 22,008 23,694 24,661 1,882 915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,910) -204 0 2,653 4,979 4,639 7,428 7,292 482 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 10.4 81.5 86.0 92.6 96.4 7.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 1 9 17 11 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874E E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 19,404 COMMITMENTS 475 359 428 16,159 17,853 17,062 18,640 2,342 764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.9 2.2 83.3 92.0 87.9 96.1 12.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 18 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874F E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 17,996 COMMITMENTS 709 316 0 14,996 16,131 15,705 16,447 2,291 1,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,410) -563 0 0 845 601 282 601 1,128 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.8 0.0 83.3 89.6 87.3 91.4 12.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 11 11 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874I E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,239 COMMITMENTS 0 1,325 710 12,674 11,352 13,384 13,387 855 852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 5.0 89.0 79.7 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 3 2 11 13 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 21,101 COMMITMENTS 1,049 0 744 16,261 19,057 18,054 19,801 3,047 1,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,322) 74 -1,192 744 1,725 3,453 2,543 3,005 779 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 3.5 77.1 90.3 85.6 93.8 14.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 0 2 13 13 18 15
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 26,354 COMMITMENTS 6,449 2,780 814 19,018 22,445 26,281 26,039 73 315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 171) -260 112 148 260 -89 148 171 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 10.5 3.1 72.2 85.2 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 6 5 18 16 26 25
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,604 COMMITMENTS 4,965 5,835 1,787 12,384 11,893 19,136 19,515 468 89 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 133) 81 507 -512 553 178 122 173 11 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 29.8 9.1 63.2 60.7 97.6 99.5 2.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 6 5 16 11 26 19
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 55,621 COMMITMENTS 10,898 13,435 4,517 33,585 27,463 49,000 45,414 6,621 10,207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,622) 1,473 52 1,264 1,868 3,359 4,605 4,675 1,017 947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 24.2 8.1 60.4 49.4 88.1 81.6 11.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245) 50 57 30 93 98 162 166
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,105 COMMITMENTS 54,491 67,175 22,583 167,926 137,313 245,000 227,071 33,104 51,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,110) 7,363 261 6,320 9,341 16,793 23,024 23,375 5,086 4,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 24.2 8.1 60.4 49.4 88.1 81.6 11.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245) 50 57 30 93 98 162 166
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 34,605 COMMITMENTS 18,299 28,478 610 11,522 1,503 30,431 30,591 4,174 4,014 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,223) -125 3,661 297 4,080 300 4,252 4,258 3,971 3,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 82.3 1.8 33.3 4.3 87.9 88.4 12.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 22 17 4 4 2 29 20
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,841 COMMITMENTS 24,887 68,961 9,710 112,949 52,706 147,546 131,376 28,295 44,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,728) 2,401 4,910 653 13,254 9,892 16,307 15,455 3,421 4,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 39.2 5.5 64.2 30.0 83.9 74.7 16.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 21 36 18 30 32 58 80
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 581,023 COMMITMENTS 106,136 99,751 15,910 432,857 444,136 554,902 559,797 26,120 21,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,955) -1,680 -2,324 3,226 54,807 60,325 56,353 61,227 6,602 1,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 17.2 2.7 74.5 76.4 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 61 52 30 134 114 211 180
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,124 COMMITMENTS 10,044 17,721 40 9,526 3,119 19,610 20,880 4,514 3,244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,136) 795 -3,898 -8,505 -3,060 -1,319 -10,770 -13,722 -4,366 -1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 73.5 0.2 39.5 12.9 81.3 86.6 18.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 12 8 2 11 5 25 13
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,499 COMMITMENTS 25,469 12,406 22 16,817 20,322 42,308 32,750 9,191 18,749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,742) -5,129 1,733 -7,109 -23,024 -12,922 -35,262 -18,298 -480 -17,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 24.1 0.0 32.7 39.5 82.2 63.6 17.8 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 18 11 2 22 16 41 28
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 372,857 COMMITMENTS 65,576 12,904 1,967 282,596 334,796 350,139 349,667 22,718 23,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63,325) 1,807 2,375 451 47,120 44,064 49,378 46,890 13,947 16,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 3.5 0.5 75.8 89.8 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 159) 31 16 6 84 70 118 89
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,585,774 COMMITMENTS 281,208 85,892 63,423 1136,124 1370,336 1480,755 1519,651 105,019 66,123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 220,436) -9,453 -7,571 46,571 111,271 127,041 148,389 166,041 72,047 54,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 5.4 4.0 71.6 86.4 93.4 95.8 6.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 133 46 46 198 129 347 206
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,736 COMMITMENTS 16,813 7,791 163 10,712 16,424 27,688 24,378 48 3,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,747) 956 -4,011 15 -2,689 2,223 -1,718 -1,773 -29 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 28.1 0.6 38.6 59.2 99.8 87.9 0.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 11 3 5 15 15 27
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,462 COMMITMENTS 12,933 5,866 86 3,432 8,143 16,451 14,095 11 2,367 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,512) -128 -401 59 2,582 2,446 2,513 2,104 -1 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.6 35.6 0.5 20.8 49.5 99.9 85.6 0.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 9 3 3 9 11 19
CFTC#261P05 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 37,405 COMMITMENTS 13,026 14,111 11,731 11,251 11,406 36,009 37,248 1,396 157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,020) 163 -500 1,485 308 1,056 1,956 2,040 64 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 37.7 31.4 30.1 30.5 96.3 99.6 3.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 17 13 22 11 11 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P07 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 54,240 COMMITMENTS 18,718 23,157 16,124 17,629 14,361 52,471 53,641 1,769 599 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 956) -116 387 426 498 50 807 862 149 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 42.7 29.7 32.5 26.5 96.7 98.9 3.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 19 17 23 14 14 46 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P08 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 12,528 COMMITMENTS 6,052 4,977 3,706 2,325 3,365 12,083 12,048 445 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,135) 472 687 353 330 260 1,155 1,300 -20 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 39.7 29.6 18.6 26.9 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 11 9 7 8 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P09 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 12,993 COMMITMENTS 8,028 4,154 1,877 2,053 6,175 11,958 12,206 1,035 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2) 0 -7 0 -2 8 -2 1 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 32.0 14.4 15.8 47.5 92.0 93.9 8.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 8 4 6 7 17 16
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,275 COMMITMENTS 7,315 4,252 1,562 10,242 19,688 19,119 25,502 14,156 7,773 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,889) -314 -429 1,266 111 1,018 1,063 1,855 826 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 12.8 4.7 30.8 59.2 57.5 76.6 42.5 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 4 12 9 20 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 76,848 COMMITMENTS 12,773 3,868 442 52,286 68,552 65,501 72,862 11,347 3,986 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,199) -521 -1,364 14 8,402 9,973 7,895 8,623 1,304 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 5.0 0.6 68.0 89.2 85.2 94.8 14.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 10 6 5 43 38 56 46
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 74,532 COMMITMENTS 20,482 20,454 54,049 0 0 74,531 74,503 1 29 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 847) 502 500 345 0 0 847 845 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 27.4 72.5 0.0 0.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 16 5 0 0 8 18
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 88,635 COMMITMENTS 8,882 2,252 325 79,403 85,952 88,610 88,529 25 106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,339) 185 0 0 6,154 6,294 6,339 6,294 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 2.5 0.4 89.6 97.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 1 2 15 19 20 21
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,970 COMMITMENTS 2,125 25 225 24,506 26,588 26,856 26,838 114 132 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,915) 120 0 0 1,795 1,915 1,915 1,915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.1 0.8 90.9 98.6 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 1 2 29 17 34 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,505 COMMITMENTS 505 350 1,000 5,000 5,155 6,505 6,505 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 5.4 15.4 76.9 79.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 1 2 11 7 17 9
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,338 COMMITMENTS 1,238 1,393 712 4,855 4,639 6,805 6,744 533 594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 218) 0 300 0 218 -82 218 218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 19.0 9.7 66.2 63.2 92.7 91.9 7.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 2 8 12 14 20 22
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,130 COMMITMENTS 1,807 1,785 1,004 9,037 9,283 11,848 12,072 282 58 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 369) 640 61 17 -243 275 414 353 -45 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 14.7 8.3 74.5 76.5 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 4 5 22 23 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,523 COMMITMENTS 165 386 140 978 667 1,283 1,193 240 330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) -70 30 60 273 162 263 252 49 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 25.3 9.2 64.2 43.8 84.2 78.3 15.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 3 8 13 12 19