CFTC Commitments of Traders

Futures Only 4/04/20


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CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,589 COMMITMENTS 107,015 62,153 107,576 127,545 157,849 342,136 327,578 30,453 45,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,860) 9,578 -468 -13,805 13,575 24,040 9,348 9,767 3,512 3,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 16.7 28.9 34.2 42.4 91.8 87.9 8.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 335) 101 87 109 77 106 245 253
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 25,492 COMMITMENTS 10,176 150 1,550 13,052 23,557 24,778 25,257 714 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,392) 1,175 -210 660 -528 922 1,307 1,372 85 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 0.6 6.1 51.2 92.4 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 1 3 15 23 21 27
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,797 COMMITMENTS 57,420 50,808 45,908 102,104 109,198 205,432 205,914 21,365 20,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,281) 9,980 -1,803 -185 -7,177 4,930 2,618 2,942 663 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 22.4 20.2 45.0 48.1 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 61 56 67 71 77 177 165
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,565 COMMITMENTS 10,733 18,490 2,043 50,183 45,744 62,959 66,277 12,606 9,288 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 741) 1,155 -1,984 -488 400 2,158 1,067 -314 -326 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 24.5 2.7 66.4 60.5 83.3 87.7 16.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 12 13 6 53 39 69 56
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,389,346 COMMITMENTS 235,355 274,291 264,026 700,617 674,703 1199,998 1213,020 189,348 176,326 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,638) -31,454 -26,044 16,280 25,905 7,425 10,731 -2,339 -4,093 8,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 19.7 19.0 50.4 48.6 86.4 87.3 13.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 697) 112 136 144 324 319 532 523
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,202 COMMITMENTS 158,029 68,618 153,971 419,762 511,329 731,762 733,918 61,440 59,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,744) 11,828 -17,236 2,345 8,165 36,230 22,338 21,339 1,406 2,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 8.7 19.4 52.9 64.5 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 498) 155 93 157 180 182 413 373
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 13,337 COMMITMENTS 4,269 1,992 46 9,022 11,299 13,337 13,337 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -737) 0 30 -30 -700 -730 -730 -730 -7 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 14.9 0.3 67.6 84.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 3 1 12 9 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 44,264 COMMITMENTS 20,903 13,169 95 23,081 30,815 44,079 44,079 185 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,939) -7,030 -3,517 -10 -1,815 -5,338 -8,855 -8,865 -84 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 29.8 0.2 52.1 69.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 7 1 20 12 32 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 96,587 COMMITMENTS 30,886 38,176 494 65,063 57,817 96,443 96,487 144 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,571) 2,352 -704 -41 -16,197 -14,701 -13,886 -15,446 -1,685 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 39.5 0.5 67.4 59.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 24 11 3 29 17 55 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,408 COMMITMENTS 62,090 29,960 2,666 119,652 151,782 184,408 184,408 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 208) 258 -200 -50 0 458 208 208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 16.2 1.4 64.9 82.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 8 3 17 15 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 153,149 COMMITMENTS 20,092 17,749 7,577 125,480 127,823 153,149 153,149 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -412) -350 -50 0 -62 -362 -412 -412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 11.6 4.9 81.9 83.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 3 4 17 11 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,029 COMMITMENTS 12,304 2,906 1,487 20,213 29,636 34,004 34,029 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -239) 15 -375 -178 -71 314 -234 -239 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 8.5 4.4 59.4 87.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 10 4 2 12 16 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,409 COMMITMENTS 6,350 1,000 0 28,059 33,409 34,409 34,409 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 2.9 0.0 81.5 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 1 0 13 8 20 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,474 COMMITMENTS 9,270 1,871 4,132 20,072 27,421 33,474 33,424 0 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -104) -325 -450 250 -24 96 -99 -104 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 5.6 12.3 60.0 81.9 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 3 3 14 14 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,648 COMMITMENTS 1,345 2,170 200 22,378 22,278 23,923 24,648 725 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -845) -40 0 0 -655 -785 -695 -785 -150 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 8.8 0.8 90.8 90.4 97.1 **** 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 1 15 11 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,151 COMMITMENTS 1,245 3,628 50 10,856 8,473 12,151 12,151 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 29.9 0.4 89.3 69.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 1 10 8 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,438 COMMITMENTS 2,464 7,722 120 17,829 12,596 20,413 20,438 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -301) 11 222 -322 10 -201 -301 -301 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 37.8 0.6 87.2 61.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 9 1 12 10 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,362 COMMITMENTS 13,436 9,620 1,430 17,496 21,312 32,362 32,362 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -306) -680 570 130 244 -1,006 -306 -306 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 29.7 4.4 54.1 65.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 5 3 14 11 21 16
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 448,165 COMMITMENTS 60,914 56,893 85,772 270,101 277,875 416,787 420,540 31,378 27,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,926) -4,773 3,798 -3,786 5,425 -3,128 -3,134 -3,116 208 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 12.7 19.1 60.3 62.0 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 61 74 94 107 81 233 212
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,257 COMMITMENTS 66,845 172,554 8,086 781,878 695,023 856,809 875,663 144,448 125,594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -81,488) -18,765 18,062 -491 -64,375 -100,893 -83,631 -83,322 2,143 1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 17.2 0.8 78.1 69.4 85.6 87.5 14.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 18 33 17 84 90 111 131
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,390 COMMITMENTS 85,373 358,141 1,902 832,756 596,491 920,031 956,534 131,359 94,856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,650) 7,282 23,388 -100 -24,435 -38,965 -17,253 -15,677 -3,397 -4,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 34.1 0.2 79.2 56.7 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 13 17 7 78 77 94 98
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 38,029 COMMITMENTS 2,417 1,047 4,652 30,928 32,231 37,997 37,930 32 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,537) -5 -203 1,303 1,210 1,428 2,508 2,528 29 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.8 12.2 81.3 84.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 3 6 29 27 37 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,060 COMMITMENTS 656 5,482 2,960 31,822 28,608 35,438 37,050 1,622 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,603) 2 1,399 188 2,353 1,016 2,543 2,603 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 14.8 8.0 85.9 77.2 95.6 **** 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 5 22 22 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 9,177 COMMITMENTS 2,809 0 1,383 4,879 7,764 9,071 9,147 106 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,161) 828 -93 93 240 1,161 1,161 1,161 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.0 15.1 53.2 84.6 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 3 18 15 21 18
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,882 COMMITMENTS 3,265 1,211 2,008 14,589 16,358 19,862 19,577 20 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,425) 161 161 163 1,158 1,081 1,482 1,405 -57 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 6.1 10.1 73.4 82.3 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 8 28 31 38 39
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,675 COMMITMENTS 12 1,098 223 7,240 6,151 7,475 7,472 200 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -125) -107 -69 -13 25 -43 -95 -125 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.3 2.9 94.3 80.1 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 3 3 20 15 23 19
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 353,331 COMMITMENTS 38,097 48,084 79,329 197,259 190,451 314,685 317,864 38,646 35,467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,164) 3,109 -2,753 -3,039 3,481 4,705 3,551 -1,087 -2,387 2,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 13.6 22.5 55.8 53.9 89.1 90.0 10.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 43 37 56 82 84 154 150
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,788 COMMITMENTS 0 1,852 300 35,197 46,548 35,497 48,700 16,291 3,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,655) 0 675 0 4,078 4,470 4,078 5,145 -423 -1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.6 68.0 89.9 68.5 94.0 31.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 1 21 23 22 24
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,506,036 COMMITMENTS 622,322 59,366 401,314 4441,983 5024,572 5465,619 5485,252 40,417 20,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,701) ******* -22,724 -22,964 -183,187 -50,936 -100,825 -96,624 5,124 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.1 7.3 80.7 91.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 41 24 46 150 126 204 183
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 214,631 COMMITMENTS 15,835 21,571 55,122 143,016 136,841 213,973 213,534 658 1,097 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,499) -1,120 -15,582 -9,080 -21,938 -7,838 -32,138 -32,500 639 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 10.1 25.7 66.6 63.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 7 9 25 16 35 29
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 287,367 COMMITMENTS 5,271 3,575 153 253,147 279,725 258,571 283,453 28,796 3,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,783) 0 0 0 2,635 4,110 2,635 4,110 -852 -2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.2 0.1 88.1 97.3 90.0 98.6 10.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 1 25 18 28 20
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,063 COMMITMENTS 1,609 0 447 134,764 141,423 136,820 141,870 13,243 8,193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,830) -1,124 0 43 -2,127 5,356 -3,208 5,399 9,038 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.3 89.8 94.2 91.2 94.5 8.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 2 19 24 21 26
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,568 COMMITMENTS 10,659 962 7,772 313,907 333,370 332,338 342,104 16,230 6,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) 509 227 496 -1,741 -1,226 -736 -503 520 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.3 2.2 90.1 95.6 95.3 98.1 4.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 2 4 31 27 37 31
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 924,051 COMMITMENTS 2,440 12,155 1,737 907,177 908,052 911,354 921,944 12,697 2,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,904) 89 -24 -131 5,883 5,338 5,841 5,183 63 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 3 3 37 29 41 34
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,072 COMMITMENTS 3,145 6,777 2,045 379,141 377,018 384,331 385,840 10,741 9,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,633) -67 62 -124 2,761 5,840 2,570 5,778 1,063 -2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.5 96.0 95.4 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 4 2 40 37 43 41
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,368 COMMITMENTS 0 815 273 583,655 580,709 583,928 581,797 8,440 10,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,755) -1,208 399 -66 16,026 15,175 14,752 15,508 1,003 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 98.5 98.0 98.6 98.2 1.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 0 3 2 38 41 40 44
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,790 COMMITMENTS 0 2,774 0 437,612 429,956 437,612 432,730 15,178 20,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,677) 0 -574 -152 9,607 9,449 9,455 8,723 222 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.6 95.0 96.6 95.6 3.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 0 2 0 39 30 39 32
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,363 COMMITMENTS 620 4,869 0 105,427 102,475 106,047 107,344 3,316 2,019 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,848) 0 60 0 1,847 1,578 1,847 1,638 1 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 0.0 96.4 93.7 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 0 19 24 20 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 41,372 COMMITMENTS 0 217 0 40,394 40,112 40,394 40,329 978 1,043 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 60 -60 810 780 750 780 180 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.6 97.0 97.6 97.5 2.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 1 0 17 21 17 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 318,454 COMMITMENTS 0 10,223 62 313,101 299,827 313,163 310,112 5,291 8,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,708) 0 455 -62 3,473 5,051 3,411 5,444 297 -1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 98.3 94.2 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 1 23 24 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 203,125 COMMITMENTS 0 0 0 198,050 196,286 198,050 196,286 5,075 6,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 579) 0 0 0 74 -34 74 -34 505 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 96.6 97.5 96.6 2.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 29 23 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 323,261 COMMITMENTS 1,712 2,736 0 314,561 319,091 316,273 321,827 6,988 1,434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,964) 0 -454 0 6,426 6,268 6,426 5,814 -462 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.0 97.3 98.7 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 1 0 26 25 27 26
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 59,856 COMMITMENTS 9,176 899 0 48,910 58,379 58,086 59,278 1,770 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,150) 438 0 0 2,430 2,880 2,868 2,880 282 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.5 0.0 81.7 97.5 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 0 21 19 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 624,393 COMMITMENTS 15,118 7,264 9,073 584,613 600,239 608,804 616,576 15,589 7,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,487) -250 -220 792 11,482 9,559 12,024 10,131 -537 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 1.5 93.6 96.1 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 4 12 8 50 47 58 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 213,046 COMMITMENTS 0 16 1,456 205,251 204,142 206,707 205,614 6,339 7,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,140) -1,291 0 -181 6,380 6,078 4,908 5,897 1,232 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.7 96.3 95.8 97.0 96.5 3.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 23 19 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 48,059 COMMITMENTS 0 337 0 46,316 45,649 46,316 45,986 1,743 2,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 540) 0 120 0 540 270 540 390 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 96.4 95.0 96.4 95.7 3.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 116,674 COMMITMENTS 0 0 0 111,064 113,187 111,064 113,187 5,610 3,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,655) 0 0 0 9,388 9,869 9,388 9,869 267 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 97.0 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 264,116 COMMITMENTS 13,290 2,098 810 246,004 258,748 260,104 261,656 4,012 2,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,755) 5,730 1,650 -30 11,395 16,569 17,095 18,189 660 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.8 0.3 93.1 98.0 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 7 2 1 31 34 39 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 276,317 COMMITMENTS 23,576 6,624 5,050 245,856 263,586 274,482 275,260 1,835 1,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,729) 3,986 -459 2,259 16,160 22,073 22,405 23,873 324 -1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 2.4 1.8 89.0 95.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 8 8 5 44 47 55 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 131,901 COMMITMENTS 0 0 0 129,084 129,340 129,084 129,340 2,817 2,561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,615) 0 0 0 3,582 3,681 3,582 3,681 33 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 98.1 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 0 0 22 26 22 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 47,401 COMMITMENTS 217 3,016 0 45,312 43,008 45,529 46,024 1,872 1,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 0 -60 0 600 572 600 512 -150 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.4 0.0 95.6 90.7 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 0 19 15 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 294,441 COMMITMENTS 1,104 3,077 404 285,264 279,342 286,772 282,823 7,669 11,618 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,069) 267 976 -947 4,448 5,389 3,768 5,418 1,301 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.0 0.1 96.9 94.9 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 4 2 39 34 41 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 133,068 COMMITMENTS 0 217 0 132,000 132,671 132,000 132,888 1,068 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 758) 0 0 0 578 578 578 578 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.2 99.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,157 COMMITMENTS 792 0 0 103,208 101,351 104,000 101,351 11,157 13,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 553) 342 0 -515 576 -60 403 -575 150 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 89.6 88.0 90.3 88.0 9.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 17 18 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 252,811 COMMITMENTS 288 722 1,505 247,871 245,743 249,664 247,970 3,147 4,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,728) -604 722 31 3,334 2,827 2,761 3,580 -1,033 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.6 98.0 97.2 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 1 2 26 30 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 204,927 COMMITMENTS 0 680 0 194,695 201,953 194,695 202,633 10,232 2,294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,235) 0 -60 0 1,233 2,003 1,233 1,943 2 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 95.0 98.5 95.0 98.9 5.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 0 19 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 92,840 COMMITMENTS 0 911 124 80,696 85,913 80,820 86,948 12,020 5,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532) 0 61 0 942 272 942 333 -410 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.1 86.9 92.5 87.1 93.7 12.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 16 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 54,449 COMMITMENTS 1,260 1,020 180 50,019 52,976 51,459 54,176 2,990 273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,268) 0 0 180 6,750 7,088 6,930 7,268 338 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.9 0.3 91.9 97.3 94.5 99.5 5.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 18 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,409 COMMITMENTS 3,921 0 20 192,335 195,653 196,276 195,673 7,133 7,736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,600) 38 0 -130 2,743 2,478 2,651 2,348 -51 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 94.6 96.2 96.5 96.2 3.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 1 14 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 212,303 COMMITMENTS 4,826 8,662 6,853 190,313 184,731 201,992 200,246 10,311 12,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,859) 276 -759 -711 3,348 2,046 2,913 576 -1,054 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.1 3.2 89.6 87.0 95.1 94.3 4.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 2 2 29 26 32 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 36,003 COMMITMENTS 3,796 1,057 0 29,493 32,921 33,289 33,978 2,714 2,025 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 10.5 2.9 0.0 81.9 91.4 92.5 94.4 7.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 10 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,115 COMMITMENTS 0 889 0 29,782 27,361 29,782 28,250 333 1,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 120 0 301 31 301 151 -181 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.9 90.9 98.9 93.8 1.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 9 13 9 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBtu OPEN INTEREST: 54,463 COMMITMENTS 0 0 0 51,024 53,087 51,024 53,087 3,439 1,376 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 93.7 97.5 93.7 97.5 6.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 80,744 COMMITMENTS 0 1,414 0 79,707 77,175 79,707 78,589 1,037 2,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 1,980 3,143 1,980 3,143 180 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.7 95.6 98.7 97.3 1.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 1 0 15 21 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 261,776 COMMITMENTS 2,404 804 3,851 247,536 250,515 253,791 255,170 7,985 6,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,462) 33 184 240 9,648 8,555 9,921 8,979 -459 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 1.5 94.6 95.7 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 1 2 29 35 32 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 139,164 COMMITMENTS 0 1,269 3 131,345 134,617 131,348 135,889 7,816 3,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 917) 0 270 0 1,010 283 1,010 553 -93 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 94.4 96.7 94.4 97.6 5.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 2 1 22 24 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 30,351 COMMITMENTS 1,954 0 0 27,973 30,046 29,927 30,046 424 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) 0 0 0 961 900 961 900 89 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 92.2 99.0 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 11 12 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 180,051 COMMITMENTS 586 0 0 168,509 175,676 169,095 175,676 10,956 4,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,838) 186 0 0 1,224 1,838 1,410 1,838 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 93.6 97.6 93.9 97.6 6.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 13 21 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 53,198 COMMITMENTS 582 0 0 49,320 50,778 49,902 50,778 3,296 2,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,960) 303 0 0 2,670 2,812 2,973 2,812 -1,013 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 92.7 95.5 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 0 17 22 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 271,668 COMMITMENTS 0 1,080 0 250,441 270,250 250,441 271,330 21,227 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,782) 0 360 0 3,944 4,572 3,944 4,932 838 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 92.2 99.5 92.2 99.9 7.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 0 24 19 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 100,602 COMMITMENTS 4,922 0 0 87,117 95,246 92,039 95,246 8,563 5,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,750) 0 0 0 4,719 3,013 4,719 3,013 31 1,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 86.6 94.7 91.5 94.7 8.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 28,183 COMMITMENTS 3,332 0 0 23,594 27,789 26,926 27,789 1,257 394 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 11.8 0.0 0.0 83.7 98.6 95.5 98.6 4.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 11 10 12 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 214,900 COMMITMENTS 0 1,208 0 207,477 208,375 207,477 209,583 7,423 5,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,913) 0 0 0 5,923 4,386 5,923 4,386 -1,010 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.5 97.0 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 19 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 29,615 COMMITMENTS 0 0 0 28,149 26,559 28,149 26,559 1,466 3,056 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 95.0 89.7 95.0 89.7 5.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 12 13 12
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,224,791 COMMITMENTS 193,301 291,663 386,653 582,961 508,457 1162,915 1186,773 61,876 38,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,942) 5,163 -5,925 4,359 -5,197 5,686 4,325 4,120 -1,383 -1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.8 31.6 47.6 41.5 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288) 91 98 123 73 66 243 228
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 271,880 COMMITMENTS 12,403 46,015 34,831 205,474 175,271 252,708 256,117 19,172 15,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,706) -4,577 -6,382 -2,215 -10,908 -8,268 -17,700 -16,865 -1,006 -1,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 16.9 12.8 75.6 64.5 92.9 94.2 7.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 6 13 17 42 38 61 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,800 COMMITMENTS 4,716 28,513 20,424 73,524 50,393 98,664 99,330 8,136 7,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -27,402) -9,030 -18,551 -5,793 -12,333 -3,016 -27,156 -27,360 -246 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 26.7 19.1 68.8 47.2 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 9 13 19 26 23 46 44
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,494 COMMITMENTS 779 4,448 2,324 16,532 12,900 19,635 19,672 859 822 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,125) -126 -501 196 -1,083 -867 -1,013 -1,172 -112 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 21.7 11.3 80.7 62.9 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 6 6 17 16 24 24
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 6,844 COMMITMENTS 210 268 75 6,483 6,239 6,768 6,582 76 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -682) -23 -12 -37 -622 -643 -682 -692 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 1.1 94.7 91.2 98.9 96.2 1.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 17 19 19 22
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,003 COMMITMENTS 9,909 953 2,890 20,819 29,925 33,618 33,768 385 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,541) 112 -89 443 997 1,214 1,552 1,568 -11 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 2.8 8.5 61.2 88.0 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 14 8 10 44 54 63 69
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 400,871 COMMITMENTS 84,046 21,879 44,099 228,187 312,741 356,332 378,719 44,539 22,152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,826) -1,402 -4,683 -6,466 -258 7,998 -8,126 -3,151 3,300 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 5.5 11.0 56.9 78.0 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 82 35 66 100 86 216 163
CFTC# 3265 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,371 COMMITMENTS 175 150 0 1,931 1,846 2,106 1,996 265 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14) -30 0 -20 -14 -34 -64 -54 50 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.3 0.0 81.4 77.9 88.8 84.2 11.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 0 15 15 18 18
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 199,435 COMMITMENTS 42,644 52,085 32,668 114,551 104,443 189,863 189,196 9,572 10,239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,753) -83 3,853 3,478 407 -3,180 3,802 4,151 -49 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 26.1 16.4 57.4 52.4 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 72 101 85 68 62 192 203
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 724,455 COMMITMENTS 100,253 10,269 20,748 575,383 675,058 696,384 706,075 28,071 18,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,275) -16,138 -1,944 933 -6,496 -21,859 -21,701 -22,870 -574 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 1.4 2.9 79.4 93.2 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 3 6 35 31 42 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,202 COMMITMENTS 8,509 11,711 16,028 109,440 103,160 133,977 130,899 4,225 7,303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -694) -3,255 3,739 7,596 -5,501 -11,240 -1,160 95 466 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.5 11.6 79.2 74.6 96.9 94.7 3.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 9 5 14 25 22 39 36
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,591 COMMITMENTS 3,176 936 702 5,807 8,688 9,685 10,326 1,906 1,265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 427) -223 41 -84 359 321 52 278 375 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 8.1 6.1 50.1 75.0 83.6 89.1 16.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 22 5 6 14 16 38 25
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,085 COMMITMENTS 3,258 2,667 660 7,252 8,818 11,170 12,145 1,915 940 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,454) -297 -2,880 368 -1,027 905 -956 -1,607 -498 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 20.4 5.0 55.4 67.4 85.4 92.8 14.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 22 14 8 17 11 44 30
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,854,827 COMMITMENTS 686,117 854,572 26,638 1970,802 1885,172 2683,557 2766,382 171,270 88,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -228,296) -40,535 31,346 -8,019 -162,545 -242,124 -211,099 -218,797 -17,197 -9,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 29.9 0.9 69.0 66.0 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 342) 71 45 22 163 149 244 206
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,258,687 COMMITMENTS 506,947 559,983 56,064 2316,791 2309,635 2879,802 2925,682 378,885 333,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155,844) 23,339 -135,654 -7,739 -169,365 -26,948 -153,765 -170,341 -2,079 14,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 17.2 1.7 71.1 70.9 88.4 89.8 11.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 351) 63 58 36 171 159 253 234
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,530 COMMITMENTS 46,919 108,486 5,074 606,999 472,711 658,992 586,271 96,538 169,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,244) 4,578 592 -468 -59,774 -59,693 -55,664 -59,569 -2,580 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 14.4 0.7 80.3 62.6 87.2 77.6 12.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 9 15 9 56 63 70 82
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,846,802 COMMITMENTS 478,606 750,480 34,516 3045,291 2796,068 3558,413 3581,064 288,389 265,738 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -168,715) -58,467 106,343 -11,120 -98,576 -147,971 -168,163 -52,748 -552-115,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 19.5 0.9 79.2 72.7 92.5 93.1 7.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304) 55 38 21 139 159 202 210
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,692,857 COMMITMENTS 364,079 79,987 306,849 986,912 1263,726 1657,840 1650,562 35,017 42,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,932) 6,965 -16,289 -308 4,507 28,348 11,164 11,751 -5,232 -5,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 4.7 18.1 58.3 74.7 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 27 21 34 64 69 106 110
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,918 COMMITMENTS 12 2,172 755 10,693 8,485 11,460 11,412 458 506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -180) -117 -166 85 8 -178 -24 -259 -156 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 18.2 6.3 89.7 71.2 96.2 95.8 3.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 12 9 29 22 38 35
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,774 COMMITMENTS 9,984 5,141 1,242 9,571 10,120 20,797 16,503 1,977 6,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,219) 1,302 1,036 265 1,587 1,495 3,154 2,796 65 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 22.6 5.5 42.0 44.4 91.3 72.5 8.7 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 13 20 15 17 19 36 49
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,842 COMMITMENTS 1,570 823 580 8,142 8,791 10,292 10,194 550 648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 744) 404 1 -24 497 749 877 726 -133 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 7.6 5.3 75.1 81.1 94.9 94.0 5.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 4 9 34 26 45 36
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,015 COMMITMENTS 887 2,677 430 4,414 2,424 5,731 5,531 284 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -82) -47 -41 188 -244 -167 -103 -20 21 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 44.5 7.1 73.4 40.3 95.3 92.0 4.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 7 8 14 13 22 23
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,366 COMMITMENTS 75,290 54,663 43,036 95,674 108,735 214,000 206,434 15,366 22,932 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,115) 887 1,449 39 -1,178 -1,590 -252 -102 -863 -1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 23.8 18.8 41.7 47.4 93.3 90.0 6.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 73 94 93 69 77 199 222
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,447 COMMITMENTS 73,796 49,930 41,614 120,154 141,515 235,564 233,059 28,883 31,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,093) -3,698 -5,564 -1,276 -4,615 -1,749 -9,589 -8,589 -1,504 -2,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 18.9 15.7 45.4 53.5 89.1 88.1 10.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 348) 92 78 115 116 133 273 283
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,824 COMMITMENTS 261 847 57 1,622 1,243 1,940 2,147 884 677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72) -125 78 29 134 26 38 133 34 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 30.0 2.0 57.4 44.0 68.7 76.0 31.3 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 15 5 13 11 23 26
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,767 COMMITMENTS 10,696 8,483 6,381 9,266 7,142 26,343 22,006 6,424 10,761 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,157) 550 -1,163 -2,977 -667 455 -3,094 -3,685 -1,063 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 25.9 19.5 28.3 21.8 80.4 67.2 19.6 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 32 48 39 40 47 102 111
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,543 COMMITMENTS 1,332 10,384 736 24,281 14,329 26,349 25,449 194 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,318) 7 1,603 82 2,231 531 2,320 2,216 -2 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 39.1 2.8 91.5 54.0 99.3 95.9 0.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 14 7 18 26 28 43
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 11,826 COMMITMENTS 3,196 880 330 8,085 10,379 11,611 11,589 215 237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,056) -66 528 330 1,007 176 1,271 1,034 -215 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 7.4 2.8 68.4 87.8 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 7 4 16 18 23 28
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,873 COMMITMENTS 3,877 915 2,103 35,796 39,157 41,776 42,175 1,097 698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 348) -93 -218 -27 -627 -90 -747 -335 1,095 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.1 4.9 83.5 91.3 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 5 6 24 24 30 32
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 33,664 COMMITMENTS 2,925 676 1,903 28,446 31,080 33,274 33,659 390 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,495) -125 75 425 1,045 990 1,345 1,490 150 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.0 5.7 84.5 92.3 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 2 6 22 20 28 27
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 142,721 COMMITMENTS 3,259 8,542 10,319 128,935 123,764 142,513 142,625 208 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,502) 5 -1,306 730 777 2,078 1,512 1,502 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.0 7.2 90.3 86.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 6 14 12 32 34 47 51
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,600 COMMITMENTS 1,391 2,868 3,697 68,512 67,015 73,600 73,580 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 403) -350 40 375 378 -12 403 403 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.9 5.0 93.1 91.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 5 4 24 24 31 32
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,855 COMMITMENTS 325 675 825 35,705 35,355 36,855 36,855 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 865) -25 -50 150 740 765 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.8 2.2 96.9 95.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 4 13 17 18 22
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,659 COMMITMENTS 17,031 1,510 4,892 37,567 53,244 59,490 59,646 169 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27) 100 -62 47 -120 42 27 27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 2.5 8.2 63.0 89.2 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 4 2 23 23 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 78,614 COMMITMENTS 25,686 3,681 2,892 49,404 71,993 77,982 78,566 632 48 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) -415 -80 0 -252 -555 -667 -635 37 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 4.7 3.7 62.8 91.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 8 5 3 26 25 36 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,712 COMMITMENTS 2,208 80 2,208 67,577 70,170 71,993 72,458 719 254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) -47 -300 50 427 655 430 405 -60 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.1 3.0 92.9 96.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 26 25 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 89,497 COMMITMENTS 2,212 325 2,750 83,712 86,220 88,674 89,295 823 202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 703) -33 -234 50 746 907 763 723 -60 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.4 3.1 93.5 96.3 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 28 29 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,421 COMMITMENTS 250 170 230 42,519 42,593 42,999 42,993 422 428 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -747) 0 0 0 -747 -757 -747 -757 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.5 97.9 98.1 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,751 COMMITMENTS 460 946 0 24,751 24,805 25,211 25,751 540 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 0 -15 0 -525 -510 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.0 96.1 96.3 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 0 19 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 88,237 COMMITMENTS 19,908 1,351 2,491 65,471 84,154 87,870 87,996 367 241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 831 82 103 -434 300 500 485 -4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 1.5 2.8 74.2 95.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 16 6 10 38 37 56 51
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,149 COMMITMENTS 7,980 499 251 31,638 39,087 39,869 39,837 280 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.2 0.6 78.8 97.4 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 2 19 22 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,131 COMMITMENTS 350 102 273 49,328 49,446 49,951 49,821 180 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -625) 0 0 0 -625 -630 -625 -630 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.5 98.4 98.6 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 24 21 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 37,650 COMMITMENTS 135 1,640 120 36,112 35,513 36,367 37,273 1,283 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -355) 0 -120 0 -355 -235 -355 -355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.4 0.3 95.9 94.3 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 7 1 21 23 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 66,197 COMMITMENTS 1,824 245 185 63,440 65,527 65,449 65,957 748 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 730) 0 0 0 730 730 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 23 16 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 70,090 COMMITMENTS 2,583 295 90 67,092 69,525 69,765 69,910 325 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 539) 34 0 0 505 539 539 539 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 3 2 25 20 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 76,865 COMMITMENTS 1,093 768 972 74,563 75,125 76,628 76,865 237 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) -77 67 70 2,822 2,678 2,815 2,815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.0 1.3 97.0 97.7 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 5 5 29 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 94,616 COMMITMENTS 1,885 2,193 2,246 90,125 90,141 94,256 94,580 360 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 447) -399 -13 100 726 360 427 447 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.3 2.4 95.3 95.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 7 7 27 29 35 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 63,668 COMMITMENTS 600 5,965 50 62,998 57,653 63,648 63,668 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 198) -125 -72 50 273 220 198 198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.4 0.1 98.9 90.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 5 1 16 15 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 53,265 COMMITMENTS 1,000 700 525 51,740 52,040 53,265 53,265 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 1.0 97.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 4 2 13 10 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 61,314 COMMITMENTS 1,386 1,391 1,074 58,810 58,652 61,270 61,117 44 197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 347) 0 110 0 347 222 347 332 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.3 1.8 95.9 95.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 6 3 24 22 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 68,533 COMMITMENTS 1,634 3,887 2,527 64,260 61,742 68,421 68,156 112 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 712) 0 -35 40 672 707 712 712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.7 3.7 93.8 90.1 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 5 3 23 20 30 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 25,559 COMMITMENTS 0 511 75 25,285 24,650 25,360 25,236 199 323 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11) 0 5 0 -15 -19 -15 -14 4 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.3 98.9 96.4 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 1 17 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 25,320 COMMITMENTS 75 0 0 24,899 25,320 24,974 25,320 346 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29) 0 0 0 25 29 25 29 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.3 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 17 13 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,052 COMMITMENTS 300 1,164 1,355 30,356 29,528 32,011 32,047 41 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -696) 110 144 -85 -726 -755 -701 -696 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.6 4.2 94.7 92.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 5 21 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 20,500 COMMITMENTS 651 2,199 325 18,400 17,686 19,376 20,210 1,124 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -579) -20 0 20 -580 -599 -580 -579 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.7 1.6 89.8 86.3 94.5 98.6 5.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 13 12 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 61,694 COMMITMENTS 4,881 5,158 1,628 55,123 54,878 61,632 61,664 62 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,352) 415 30 -169 2,106 2,461 2,352 2,322 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 8.4 2.6 89.3 89.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 4 6 31 28 39 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,848 COMMITMENTS 1,125 1,040 1,248 36,314 36,475 38,687 38,763 161 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,295) 325 20 56 914 1,219 1,295 1,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.7 3.2 93.5 93.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 4 5 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,344 COMMITMENTS 625 796 276 19,213 19,272 20,114 20,344 230 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) -75 120 0 220 125 145 245 80 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 1.4 94.4 94.7 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 5 2 19 18 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 21,948 COMMITMENTS 500 475 0 21,228 21,473 21,728 21,948 220 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 -65 25 -65 25 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.2 0.0 96.7 97.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,536 COMMITMENTS 125 1,500 25 9,221 8,011 9,371 9,536 165 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 25 -50 0 55 130 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 15.7 0.3 96.7 84.0 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 1 12 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,635 COMMITMENTS 125 1,950 0 9,400 7,685 9,525 9,635 110 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 25 50 0 75 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 20.2 0.0 97.6 79.8 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 0 13 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,827 COMMITMENTS 795 380 460 11,324 11,987 12,579 12,827 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 0 0 425 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.0 3.6 88.3 93.5 98.1 **** 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 13 18 15 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,055 COMMITMENTS 795 160 550 10,462 11,345 11,807 12,055 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -153) -40 10 35 -148 -198 -153 -153 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 4.6 86.8 94.1 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,055 COMMITMENTS 1,195 2,100 2,270 33,550 32,685 37,015 37,055 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 -200 200 0 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 5.7 6.1 90.5 88.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 2 22 14 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,976 COMMITMENTS 1,195 1,535 2,550 33,190 32,891 36,935 36,976 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 210) 0 -200 190 20 220 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.2 6.9 89.8 89.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 108,677 COMMITMENTS 1,985 5,579 1,275 105,353 101,823 108,613 108,677 64 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,947) 0 170 -70 2,012 1,847 1,942 1,947 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.1 1.2 96.9 93.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 8 8 38 31 48 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 123,454 COMMITMENTS 2,692 6,344 2,267 118,408 114,808 123,367 123,419 87 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 833) 150 235 -75 731 673 806 833 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.1 1.8 95.9 93.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 5 13 10 41 35 55 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 282,444 COMMITMENTS 31,748 16,624 24,386 225,985 241,368 282,119 282,378 325 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,444) -200 316 333 2,371 1,789 2,504 2,438 -60 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 5.9 8.6 80.0 85.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 25 21 23 49 40 82 76 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,876 COMMITMENTS 5,070 600 55 13,316 18,151 18,441 18,806 435 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,065) 0 0 0 3,065 3,065 3,065 3,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 3.2 0.3 70.5 96.2 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 1 18 11 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,744 COMMITMENTS 4,525 600 55 10,581 15,084 15,161 15,739 583 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 925) 0 0 0 925 925 925 925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 3.8 0.3 67.2 95.8 96.3 **** 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 1 17 10 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 16 MWh OPEN INTEREST: 1,680 COMMITMENTS 150 425 0 1,320 1,000 1,470 1,425 210 255 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 8.9 25.3 0.0 78.6 59.5 87.5 84.8 12.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 15 9 18 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,943 COMMITMENTS 6,285 1,451 0 5,658 10,482 11,943 11,933 0 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 620) 585 250 0 35 360 620 610 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 12.1 0.0 47.4 87.8 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 13 17 17 18
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 82,183 COMMITMENTS 0 3,870 95 74,764 69,514 74,859 73,479 7,324 8,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,200) 0 0 0 4,405 3,025 4,405 3,025 -205 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.1 91.0 84.6 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 19 20 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,583 COMMITMENTS 0 4,575 30 62,573 56,218 62,603 60,823 5,980 7,760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,972) 0 0 0 3,967 2,187 3,967 2,187 5 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 91.2 82.0 91.3 88.7 8.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 17 20 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 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 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 8 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 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 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 8 14 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,213 COMMITMENTS 11,680 3,710 4,685 39,528 47,788 55,893 56,183 3,320 3,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,710) 0 300 0 2,705 2,405 2,705 2,705 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 6.3 7.9 66.8 80.7 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 2 20 19 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,288 COMMITMENTS 3,295 385 3,415 30,826 34,246 37,536 38,046 2,752 2,242 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,480) -300 0 0 2,820 2,460 2,520 2,460 -40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.0 8.5 76.5 85.0 93.2 94.4 6.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 18 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,295 COMMITMENTS 535 15,835 140 25,930 11,020 26,605 26,995 1,690 1,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 0 0 0 -490 -490 -490 -490 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 56.0 0.5 91.6 38.9 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 11,765 8,820 12,140 12,900 1,830 1,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -285 -285 -285 -285 285 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.2 0.0 84.2 63.1 86.9 92.3 13.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 11 13 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 97,063 COMMITMENTS 14,145 3,640 2,150 61,143 71,638 77,438 77,428 19,625 19,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.8 2.2 63.0 73.8 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 19 22 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 90,720 COMMITMENTS 14,365 6,480 980 56,145 64,000 71,490 71,460 19,230 19,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 170 170 170 170 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 7.1 1.1 61.9 70.5 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 3 3 18 20 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,537 COMMITMENTS 4,030 10,785 1,240 15,887 10,027 21,157 22,052 3,380 2,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,565) 0 835 165 1,332 497 1,497 1,497 68 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 44.0 5.1 64.7 40.9 86.2 89.9 13.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,337 COMMITMENTS 4,735 10,080 1,760 15,101 10,636 21,596 22,476 2,741 1,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 325 1,160 -100 1,395 560 1,620 1,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 41.4 7.2 62.0 43.7 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,188 COMMITMENTS 12,840 5,780 1,045 16,374 24,319 30,259 31,144 2,929 2,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) 780 575 5 -79 246 706 826 99 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 17.4 3.1 49.3 73.3 91.2 93.8 8.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 2 13 7 16 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,913 COMMITMENTS 23,060 0 45 26,049 48,645 49,154 48,690 2,759 3,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 50 50 50 50 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 0.0 0.1 50.2 93.7 94.7 93.8 5.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 1 13 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 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 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,750 COMMITMENTS 19,554 0 2,035 29,181 48,915 50,770 50,950 2,980 2,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,790) -400 0 0 2,120 1,720 1,720 1,720 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.0 3.8 54.3 91.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 0 3 17 13 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,825 COMMITMENTS 17,554 0 2,265 27,431 45,165 47,250 47,430 2,575 2,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) -1,050 0 130 985 -65 65 65 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 0.0 4.5 55.1 90.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 0 3 18 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,295 COMMITMENTS 2,860 5,660 1,240 15,525 13,400 19,625 20,300 2,670 1,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 15 90 120 100 25 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.4 5.6 69.6 60.1 88.0 91.1 12.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 5 4 14 11 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,400 COMMITMENTS 4,050 5,785 850 14,365 13,060 19,265 19,695 2,135 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 125 140 70 100 25 295 235 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 27.0 4.0 67.1 61.0 90.0 92.0 10.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 5 4 15 9 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 74,730 COMMITMENTS 18,065 18,420 2,485 48,565 48,255 69,115 69,160 5,615 5,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,075) 1,200 200 -150 470 1,470 1,520 1,520 555 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 24.6 3.3 65.0 64.6 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 2 4 16 15 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 69,215 COMMITMENTS 14,460 18,420 2,475 47,555 43,640 64,490 64,535 4,725 4,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 700 200 -160 -330 170 210 210 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 26.6 3.6 68.7 63.0 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 2 3 16 15 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 61,736 COMMITMENTS 14,928 13,845 4,685 38,273 38,741 57,886 57,271 3,850 4,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,336) 620 300 0 711 71 1,331 371 5 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 22.4 7.6 62.0 62.8 93.8 92.8 6.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 4 20 12 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,898 COMMITMENTS 6,433 8,130 5,670 35,133 33,781 47,236 47,581 2,662 2,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 120 -250 200 50 420 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 16.3 11.4 70.4 67.7 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 5 19 13 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 169,587 COMMITMENTS 2,990 25,622 12,860 117,568 94,156 133,418 132,638 36,169 36,949 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,480) 500 1,615 -680 1,345 -430 1,165 505 1,315 1,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 15.1 7.6 69.3 55.5 78.7 78.2 21.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 7 5 26 32 31 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 138,657 COMMITMENTS 4,730 20,002 10,596 96,061 80,079 111,387 110,677 27,270 27,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 500 640 -5 530 -95 1,025 540 125 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 14.4 7.6 69.3 57.8 80.3 79.8 19.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 6 24 28 30 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,585 COMMITMENTS 770 14,765 1,905 55,420 41,565 58,095 58,235 5,490 5,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,160) -100 2,100 -150 1,360 -840 1,110 1,110 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.2 3.0 87.2 65.4 91.4 91.6 8.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 2 17 19 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,645 COMMITMENTS 770 15,215 1,745 48,095 33,770 50,610 50,730 6,035 5,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,140) 0 2,100 -250 1,370 -730 1,120 1,120 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 26.9 3.1 84.9 59.6 89.3 89.6 10.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,875 COMMITMENTS 19,975 0 2,695 18,220 38,675 40,890 41,370 2,985 2,505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,025) 2,000 0 0 25 2,025 2,025 2,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 0.0 6.1 41.5 88.1 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 3 14 17 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,095 COMMITMENTS 36,635 0 2,815 11,930 48,655 51,380 51,470 1,715 1,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,905) 2,000 0 50 -145 1,855 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 0.0 5.3 22.5 91.6 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 3 12 16 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 135,905 COMMITMENTS 8,935 2,025 6,950 92,140 99,255 108,025 108,230 27,880 27,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 300 -200 120 -110 390 310 310 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 5.1 67.8 73.0 79.5 79.6 20.5 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 2 27 27 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,156 COMMITMENTS 9,414 1,765 6,836 79,161 86,900 95,411 95,501 18,745 18,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 -400 75 0 400 75 75 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.5 6.0 69.3 76.1 83.6 83.7 16.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 24 25 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,550 COMMITMENTS 5,535 300 575 21,600 26,835 27,710 27,710 1,840 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 -190 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.0 1.9 73.1 90.8 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,950 COMMITMENTS 4,585 300 500 22,210 26,555 27,295 27,355 1,655 1,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -120) 0 0 0 -190 -190 -190 -190 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 1.0 1.7 76.7 91.7 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 5,006 COMMITMENTS 54 164 103 4,071 3,879 4,228 4,146 778 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 1 53 217 161 270 215 -10 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.3 2.1 81.3 77.5 84.5 82.8 15.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 23 26 26 31
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,683 COMMITMENTS 2,845 0 30 31,478 34,591 34,353 34,621 330 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.1 90.8 99.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 1 35 37 37 38
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 22,375 COMMITMENTS 70 0 24 22,179 21,721 22,273 21,745 102 630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,897) 0 0 0 2,887 2,937 2,887 2,937 10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 99.1 97.1 99.5 97.2 0.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 22 26 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,717 COMMITMENTS 245 405 128 7,499 7,831 7,872 8,364 845 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) -30 132 46 485 342 501 520 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.6 1.5 86.0 89.8 90.3 96.0 9.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 3 3 27 28 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 43,955 COMMITMENTS 2,725 625 63 40,572 43,227 43,360 43,915 595 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,465) 249 113 0 2,216 2,387 2,465 2,500 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.4 0.1 92.3 98.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 4 4 1 29 48 34 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 57,017 COMMITMENTS 1,786 1,627 2,023 51,896 51,841 55,705 55,491 1,312 1,526 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 779) -34 -52 126 517 373 609 447 170 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.9 3.5 91.0 90.9 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 9 8 11 66 63 79 78
CFTC# 6665 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,858 COMMITMENTS 206 27 22 1,218 1,302 1,446 1,351 412 507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 159) 10 0 0 218 224 228 224 -69 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.5 1.2 65.6 70.1 77.8 72.7 22.2 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 1 19 16 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,649 COMMITMENTS 125 73 160 3,641 3,811 3,926 4,044 723 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 198) -16 19 -20 147 141 111 140 87 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.6 3.4 78.3 82.0 84.4 87.0 15.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 3 27 27 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,479 COMMITMENTS 1,071 25 123 59,165 60,025 60,359 60,173 120 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,396) 9 0 53 1,334 1,343 1,396 1,396 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.2 97.8 99.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 5 1 3 41 42 46 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,195 COMMITMENTS 3,869 2,802 2,703 132,434 133,768 139,006 139,273 1,189 922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,403) 239 711 -160 4,266 4,076 4,345 4,627 58 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.0 1.9 94.5 95.4 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 9 11 10 85 75 98 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,740 COMMITMENTS 3,590 680 130 37,943 40,368 41,663 41,178 77 562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,151) 0 -15 0 1,146 1,206 1,146 1,191 5 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.6 0.3 90.9 96.7 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 2 3 1 29 37 32 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 62,246 COMMITMENTS 4,245 1,030 1,432 56,178 59,266 61,855 61,728 391 518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,310) 839 175 472 1,279 1,603 2,590 2,250 -280 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.7 2.3 90.3 95.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 14 4 9 57 54 73 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,402 COMMITMENTS 1,000 289 74 38,980 39,375 40,054 39,738 348 664 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,797) 80 -38 50 1,760 1,855 1,890 1,867 -93 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.7 0.2 96.5 97.5 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 4 3 32 37 36 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,870 COMMITMENTS 102 608 762 19,167 19,336 20,031 20,706 839 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) -34 5 -254 1,286 1,168 998 919 -35 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.9 3.7 91.8 92.6 96.0 99.2 4.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 2 3 32 31 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,320 COMMITMENTS 0 25 35 2,257 2,215 2,292 2,275 28 45 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 1.1 1.5 97.3 95.5 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 9 16 11
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 693,669 COMMITMENTS 209,471 37,819 150,416 322,114 491,535 682,001 679,770 11,668 13,899 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,066) 2,174 -2,004 1,796 9,196 9,288 13,166 9,080 -1,100 2,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 5.5 21.7 46.4 70.9 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 31 26 52 65 61 125 117
CFTC# 6741 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 260,404 COMMITMENTS 555 204,190 665 252,109 35,262 253,329 240,117 7,075 20,287 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 0.2 78.4 0.3 96.8 13.5 97.3 92.2 2.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 2 12 7 14 11
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 28,477 COMMITMENTS 0 0 0 27,050 26,899 27,050 26,899 1,427 1,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,572) 0 0 0 1,450 1,450 1,450 1,450 122 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 94.5 95.0 94.5 5.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 0 0 28 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 11,239 COMMITMENTS 0 0 0 11,149 11,058 11,149 11,058 90 181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 90 120 90 120 60 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 98.4 99.2 98.4 0.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 239,295 COMMITMENTS 2,520 0 510 225,818 225,805 228,848 226,315 10,447 12,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,530) 1,555 0 -180 -6,987 -10,288 -5,612 -10,468 -3,918 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.2 94.4 94.4 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 1 16 21 17 22
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,340,672 COMMITMENTS 624,397 189,289 715,602 886,042 1365,436 2226,041 2270,327 114,631 70,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 199,388) 46,031 46,936 56,342 81,951 94,452 184,324 197,730 15,064 1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 8.1 30.6 37.9 58.3 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 375) 109 122 153 109 111 310 310
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,124 COMMITMENTS 57,012 30,462 2,256 109,855 118,027 169,123 150,745 16,001 34,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,398) 6,160 1,636 -4,204 18,695 20,223 20,651 17,655 -3,253 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 16.5 1.2 59.3 63.8 91.4 81.4 8.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 4 5 23 28 30 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,026 COMMITMENTS 0 81,167 2,400 130,791 46,719 133,191 130,286 10,835 13,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,935) 0 -5,810 -344 -5 6,860 -349 706 -1,586 -2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 56.4 1.7 90.8 32.4 92.5 90.5 7.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 7 4 18 11 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 276,946 COMMITMENTS 42,788 98,814 81,285 144,877 89,975 268,950 270,074 7,996 6,872 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -709) -3,086 -521 3,590 -1,563 -3,094 -1,059 -25 350 -684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 35.7 29.4 52.3 32.5 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 24 20 35 22 24 59 67
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,503 COMMITMENTS 14,432 0 113 181,036 182,928 195,581 183,041 6,922 19,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,168) 11,132 0 -1,102 -11,036 962 -1,006 -140 -5,162 -6,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.1 89.4 90.3 96.6 90.4 3.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 23 27 25 28
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,261 COMMITMENTS 4,426 0 655 117,348 108,521 122,429 109,176 9,832 23,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,440) 1,415 0 -970 -6,507 -5,452 -6,062 -6,422 -378 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.5 88.7 82.1 92.6 82.5 7.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 14 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,628 COMMITMENTS 0 0 0 6,280 6,358 6,280 6,358 348 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 95.9 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 235,796 COMMITMENTS 51,196 44,981 45,528 127,844 138,613 224,568 229,122 11,228 6,674 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,416) -4,841 4,910 -5,424 2,722 -5,793 -7,543 -6,307 127 -1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 19.1 19.3 54.2 58.8 95.2 97.2 4.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 203) 72 48 77 62 47 175 145
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 7,655 COMMITMENTS 2,267 1,355 473 3,765 4,796 6,505 6,624 1,150 1,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -582) -410 -1,031 -35 -107 512 -552 -554 -30 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 17.7 6.2 49.2 62.7 85.0 86.5 15.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 26 15 7 25 28 54 47
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,148 COMMITMENTS 31,051 11,203 1,126 15,666 39,504 47,843 51,833 6,305 2,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,423) -2,156 292 -1,491 -4,361 -8,002 -8,008 -9,201 -1,415 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 20.7 2.1 28.9 73.0 88.4 95.7 11.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 77 38 18 30 40 115 88
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,015,678 COMMITMENTS 193,490 112,969 117,864 628,561 723,098 939,915 953,931 75,763 61,747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,660) -896 7,260 -9,268 6,595 4,527 -3,569 2,519 5,229 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 11.1 11.6 61.9 71.2 92.5 93.9 7.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244) 78 53 82 92 79 212 177
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 240,712 COMMITMENTS 47,277 15,478 51,064 133,957 167,685 232,298 234,227 8,414 6,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,156) 1,407 -5,380 -2,909 -3,719 2,493 -5,221 -5,796 65 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 6.4 21.2 55.7 69.7 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 344) 120 57 105 126 122 295 251
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 139,256 COMMITMENTS 47,050 16,172 7,344 64,811 106,111 119,205 129,627 20,051 9,629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,444) -6,027 -3,218 -3,388 -104 -3,484 -9,519 -10,090 -1,925 -1,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 11.6 5.3 46.5 76.2 85.6 93.1 14.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 164) 74 28 44 36 39 129 96
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 182,253 COMMITMENTS 42,278 67,111 35,623 92,716 64,860 170,617 167,594 11,636 14,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,462) -4,221 -5,835 -2,199 3,400 6,364 -3,020 -1,670 1,558 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 36.8 19.5 50.9 35.6 93.6 92.0 6.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232) 67 84 66 57 48 171 166
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 495,652 COMMITMENTS 287,529 28,680 32,344 128,083 412,042 447,956 473,066 47,696 22,586 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -51,682) -30,399 -882 -11,535 -7,628 -35,492 -49,562 -47,909 -2,120 -3,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 5.8 6.5 25.8 83.1 90.4 95.4 9.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 183 55 63 57 52 269 146
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,867 COMMITMENTS 6,954 2,800 40 14,918 18,687 21,912 21,527 955 1,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -954) -713 99 6 -26 -992 -733 -887 -221 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 12.2 0.2 65.2 81.7 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 9 1 7 6 18 16
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,891 COMMITMENTS 21,517 43,446 2,102 75,075 48,465 98,694 94,013 24,197 28,878 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,335) 194 -7,122 -1,575 1,015 5,725 -366 -2,972 -969 1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 35.4 1.7 61.1 39.4 80.3 76.5 19.7 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 18 21 8 34 34 55 61
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 29,657 COMMITMENTS 10,389 5,442 67 9,119 13,872 19,575 19,381 10,082 10,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,110) 95 39 -20 -1,542 -436 -1,467 -417 357 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 18.3 0.2 30.7 46.8 66.0 65.4 34.0 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 8 1 11 13 17 21
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,712 COMMITMENTS 28,435 20,770 326 69,611 77,274 98,372 98,370 4,340 4,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,611) -12,348 1,966 -3 4,200 -9,501 -8,151 -7,538 540 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 20.2 0.3 67.8 75.2 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 23 44 4 19 28 43 75
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 165,226 COMMITMENTS 37,149 32,156 4,740 107,046 102,567 148,935 139,463 16,291 25,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,326) -9,385 -3,494 -273 -3,929 -7,933 -13,587 -11,700 -739 -2,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 19.5 2.9 64.8 62.1 90.1 84.4 9.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 20 23 10 34 43 57 73
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,270 COMMITMENTS 48,444 30,162 534 53,154 68,221 102,132 98,917 18,138 21,353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,324) -8,084 -2,503 -1,012 4,377 -1,031 -4,719 -4,546 -605 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 25.1 0.4 44.2 56.7 84.9 82.2 15.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 22 24 9 36 35 65 61
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,972 COMMITMENTS 22,952 8,887 678 2,073 17,744 25,703 27,309 3,269 1,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 634) 496 -1,049 -86 25 2,111 435 976 199 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 30.7 2.3 7.2 61.2 88.7 94.3 11.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 38 18 6 7 6 47 29
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 551,752 COMMITMENTS 155,047 80,800 10,205 315,522 415,776 480,774 506,781 70,978 44,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,334) 2,687 -10,270 -804 -10,696 909 -8,813 -10,165 -10,521 -9,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 14.6 1.8 57.2 75.4 87.1 91.8 12.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 73 44 22 97 74 173 137
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,493 COMMITMENTS 4,156 31,960 1,849 40,581 11,607 46,586 45,416 1,907 3,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -881) 963 -4,502 1,325 -3,311 1,927 -1,023 -1,250 142 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 65.9 3.8 83.7 23.9 96.1 93.7 3.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 10 28 6 7 9 21 40
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,987 COMMITMENTS 121,351 33,252 42,041 179,513 269,758 342,905 345,051 20,082 17,936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,301) 616 2,257 -5,156 -951 -5,379 -5,491 -8,278 -2,810 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 9.2 11.6 49.5 74.3 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 72 51 75 88 110 201 204
CFTC# 11165 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,172 COMMITMENTS 519 2,150 417 6,055 4,211 6,991 6,778 2,181 2,394 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 5.7 23.4 4.5 66.0 45.9 76.2 73.9 23.8 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 5 3 12 14 17 19
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,527 COMMITMENTS 0 0 0 14,318 12,832 14,318 12,832 209 1,695 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,888) 0 0 0 1,814 2,018 1,814 2,018 74 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 88.3 98.6 88.3 1.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 18 15 18 15
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,144 COMMITMENTS 8,040 24,146 964 28,677 8,574 37,681 33,684 1,463 5,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,522) 1,047 1,137 346 130 184 1,523 1,667 -1 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 61.7 2.5 73.3 21.9 96.3 86.1 3.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 18 30 7 19 16 40 50
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 235,004 COMMITMENTS 64,575 82,952 38,945 112,091 89,543 215,611 211,440 19,393 23,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,251) -17,691 -18,022 1,645 -14,384 -13,660 -30,430 -30,037 -2,821 -3,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 35.3 16.6 47.7 38.1 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 34 49 44 32 29 95 97
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,951 COMMITMENTS 2,740 4,708 0 9,836 6,092 12,576 10,800 375 2,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,979) 652 1,084 0 2,835 747 3,487 1,831 -1,508 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 36.4 0.0 75.9 47.0 97.1 83.4 2.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 10 0 4 5 8 15
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 28,194 COMMITMENTS 3,718 8,540 27 19,216 13,453 22,961 22,019 5,233 6,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,113) -673 5,481 -383 5,155 -3,348 4,099 1,751 -986 1,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 30.3 0.1 68.2 47.7 81.4 78.1 18.6 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 14 16 3 35 20 49 39
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 56,387 COMMITMENTS 7,435 17,079 54 38,432 26,905 45,921 44,038 10,466 12,349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,226) -1,345 10,962 -766 10,309 -6,695 8,198 3,501 -1,972 2,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 30.3 0.1 68.2 47.7 81.4 78.1 18.6 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 14 16 3 35 20 49 39
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,287 COMMITMENTS 3,842 2,800 0 39,057 42,882 42,899 45,682 3,388 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,574) 171 -2,297 0 5,071 8,927 5,242 6,630 1,332 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 6.0 0.0 84.4 92.6 92.7 98.7 7.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 0 12 14 14 18
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1993,762 2880,814 5924,561 5211,346 ******** ******** 567,377 700,113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315,042) -92,365 442,296 96,926 285,262 -193,759 289,823 345,463 25,219 -30,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 18.5 26.7 54.9 48.3 94.7 93.5 5.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 228) 57 45 77 107 109 205 197
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,947 COMMITMENTS 2,598 3,303 90 0 0 2,688 3,393 1,259 554 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38) 332 165 -50 0 0 282 115 -244 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 83.7 2.3 0.0 0.0 68.1 86.0 31.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 27 17 6 0 0 31 19
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 165,689 COMMITMENTS 36,738 30,745 28,283 100,611 104,103 165,632 163,131 57 2,558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,114) 6,195 -4,392 -8,501 -3,531 5,436 -5,837 -7,457 -277 1,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.6 17.1 60.7 62.8 **** 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 12 14 19 9 16 32 40
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 371,091 COMMITMENTS 20,482 91,459 21,981 328,486 254,522 370,949 367,962 142 3,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,736) -5,390 -797 -1,308 28,395 23,322 21,697 21,217 39 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 24.6 5.9 88.5 68.6 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 26 26 25 38 53 78
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 171,538 COMMITMENTS 3,730 49,949 15,678 151,356 104,149 170,764 169,776 774 1,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,753) -105 -8,158 -1,310 -2,192 5,822 -3,607 -3,646 -146 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 29.1 9.1 88.2 60.7 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 24 89 25 29 47 72 150
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 754,083 COMMITMENTS 82,475 84,607 22,555 536,224 517,075 641,254 624,237 112,829 129,846 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58,772) 5,613 10,753 7,402 23,671 4,644 36,686 22,799 22,086 35,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 11.2 3.0 71.1 68.6 85.0 82.8 15.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 618) 96 120 61 276 287 401 439
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 66,169 COMMITMENTS 8,189 4,557 0 47,497 6,347 55,686 10,904 10,483 55,265 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 12.4 6.9 0.0 71.8 9.6 84.2 16.5 15.8 83.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 4 0 12 7 16 11
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: 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: 9,677 COMMITMENTS 902 754 0 7,326 7,488 8,228 8,242 1,449 1,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -222) 536 215 -84 -153 -382 299 -251 -521 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.8 0.0 75.7 77.4 85.0 85.2 15.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 0 11 8 13 10
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,439,568 COMMITMENTS 428,621 457,441 55,584 2443,635 2553,638 2927,840 3066,663 511,728 372,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 119,407) 37,708 79,216 -3,088 -7,995 -4,990 26,625 71,138 92,782 48,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 13.3 1.6 71.0 74.2 85.1 89.2 14.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 618) 95 121 58 273 285 398 434
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 29,724 COMMITMENTS 2,998 2,576 0 26,339 26,995 29,337 29,571 387 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,002) -90 75 0 1,050 930 960 1,005 42 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 8.7 0.0 88.6 90.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 1 0 21 21 25 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,024 COMMITMENTS 4,421 7,555 1,800 16,633 13,474 22,854 22,829 170 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,085) -798 -836 871 -2,201 -2,188 -2,128 -2,153 43 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 32.8 7.8 72.2 58.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 3 5 18 14 25 22
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 37,304 COMMITMENTS 12,725 8,445 399 18,781 21,546 31,905 30,389 5,399 6,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,667) -620 583 -100 -1,048 -3,403 -1,769 -2,921 -899 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 22.6 1.1 50.3 57.8 85.5 81.5 14.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 59 40 16 95 92 160 142
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,519 COMMITMENTS 63,626 42,223 1,993 93,904 107,731 159,523 151,947 26,996 34,572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,336) -3,099 2,915 -502 -5,242 -17,016 -8,843 -14,603 -4,493 1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 22.6 1.1 50.3 57.8 85.5 81.5 14.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 59 40 16 95 92 160 142
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 16,134 COMMITMENTS 10,173 14,730 180 5,586 1,205 15,939 16,115 195 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -522) 123 -70 55 -723 -511 -545 -526 23 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 91.3 1.1 34.6 7.5 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 13 14 2 4 3 19 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,982 COMMITMENTS 27,315 58,979 825 87,450 42,986 115,590 102,790 15,392 28,192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,115) -3,709 2,748 -1,119 1,888 -5,351 -2,940 -3,722 -1,175 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 45.0 0.6 66.8 32.8 88.2 78.5 11.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 16 25 7 22 34 44 60
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 537,461 COMMITMENTS 61,047 74,259 4,007 457,123 442,556 522,177 520,822 15,284 16,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -765) 6,034 -432 327 -8,774 -2,283 -2,413 -2,388 1,648 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 13.8 0.7 85.1 82.3 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 44 42 15 135 121 184 173
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,807 COMMITMENTS 3,129 4,300 220 22,802 18,655 26,151 23,175 5,656 8,632 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,128) -1,971 -1,977 -75 -935 -7,112 -2,981 -9,164 -4,147 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 13.5 0.7 71.7 58.7 82.2 72.9 17.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 7 11 2 24 26 33 37
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 525,956 COMMITMENTS 46,822 37,843 535 468,982 483,965 516,339 522,343 9,617 3,613 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41,399) 20,273 7,902 -24 19,114 35,973 39,363 43,851 2,036 -2,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.2 0.1 89.2 92.0 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 17 19 5 89 95 109 116
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,341,820 COMMITMENTS 206,601 112,998 9,598 1090,238 1159,759 1306,437 1282,355 35,383 59,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,931) -8,476 3,115 -1,343 -24,448 -72,136 -34,267 -70,364 2,336 38,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 8.4 0.7 81.3 86.4 97.4 95.6 2.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 83 46 26 195 154 286 218
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 63,997 COMMITMENTS 7,076 14,583 36,391 20,498 12,427 63,965 63,401 32 596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,782) 102 1,966 1,800 1,881 137 3,783 3,903 -1 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 22.8 56.9 32.0 19.4 99.9 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 5 1 5 10 10 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 80,977 COMMITMENTS 7,196 2,380 513 65,892 73,500 73,601 76,393 7,376 4,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,207) -2,135 1 513 350 -1,944 -1,272 -1,430 65 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.9 0.6 81.4 90.8 90.9 94.3 9.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 7 5 2 45 34 52 41
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: 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: 145,118 COMMITMENTS 62,411 51 1,441 81,112 143,295 144,964 144,787 154 331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -979) 4,251 2 -5 -5,240 -1,265 -994 -1,268 15 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 0.0 1.0 55.9 98.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 14 1 4 28 24 43 28
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,822 COMMITMENTS 3,195 452 60 21,200 24,290 24,455 24,802 367 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 323) 30 0 0 323 333 353 333 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 1.8 0.2 85.4 97.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 1 31 21 34 25
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,421 COMMITMENTS 319 2,561 179 4,350 2,212 4,848 4,952 573 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 0 114 78 108 -6 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 47.2 3.3 80.2 40.8 89.4 91.3 10.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 7 3 11 6 15 14
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,693 COMMITMENTS 1,479 44 407 4,724 6,143 6,610 6,594 83 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 235 -24 144 77 364 456 484 -26 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 0.7 6.1 70.6 91.8 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 4 18 21 22 25