CFTC Commitments of Traders

Futures Only 2/27/21


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CBOT Dow Mini $5 Multi    CME NASDAQ E-MINI           
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NYME RBOB GASOLINE                                                      

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,668 COMMITMENTS 128,491 101,093 105,971 160,470 175,925 394,932 382,989 35,736 47,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,147) -3,798 626 -4,833 218 -5,375 -8,413 -9,582 -734 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 23.5 24.6 37.3 40.8 91.7 88.9 8.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 363) 101 111 108 74 118 246 278
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 16,456 COMMITMENTS 6,075 4,482 231 8,979 11,286 15,285 15,999 1,171 457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 625) -52 406 231 347 382 526 1,019 99 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 27.2 1.4 54.6 68.6 92.9 97.2 7.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 2 1 11 18 18 21
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,710 COMMITMENTS 74,020 24,813 49,336 82,518 134,486 205,874 208,635 22,836 20,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -702) -3,724 1,238 1,825 1,241 -3,215 -658 -152 -44 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 10.8 21.6 36.1 58.8 90.0 91.2 10.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 80 38 62 74 96 181 176
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,490 COMMITMENTS 19,730 5,018 6,066 42,251 60,754 68,047 71,838 15,443 11,652 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,164) 156 -1,866 -133 -6,365 -4,135 -6,342 -6,134 178 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 6.0 7.3 50.6 72.8 81.5 86.0 18.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 31 12 16 57 45 97 68
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,928,495 COMMITMENTS 606,483 76,649 288,751 872,738 1370,542 1767,972 1735,942 160,523 192,553 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,964) 4,273 -11,102 1,723 -23,355 -6,897 -17,359 -16,276 -2,605 -3,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 4.0 15.0 45.3 71.1 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 907) 239 109 172 345 437 666 665
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,327 COMMITMENTS 1,389 0 110 1,010 3,315 2,509 3,425 1,818 902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -132) -208 -13 89 -19 -77 -138 -1 6 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 0.0 2.5 23.3 76.6 58.0 79.2 42.0 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 10 0 1 9 10 19 11
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,784 COMMITMENTS 277,284 37,476 138,108 401,862 628,609 817,254 804,193 72,530 85,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,791) 3,470 -230 -768 -26,177 -28,407 -23,475 -29,405 2,684 8,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 4.2 15.5 45.2 70.6 91.8 90.4 8.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 620) 225 73 150 198 261 489 440
CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 42,849 COMMITMENTS 1,946 15,958 403 40,481 26,488 42,830 42,849 19 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,381) 122 72 25 2,234 2,284 2,381 2,381 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 37.2 0.9 94.5 61.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 8 8 4 17 18 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 197,160 COMMITMENTS 79,156 25,922 6,215 111,789 165,023 197,160 197,160 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 600 0 0 0 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 13.1 3.2 56.7 83.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 10 6 4 16 17 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 184,107 COMMITMENTS 33,650 34,790 6,105 144,352 143,212 184,107 184,107 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,375) 633 3,071 -2,062 -946 -3,384 -2,375 -2,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 18.9 3.3 78.4 77.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 4 7 20 13 31 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 123,657 COMMITMENTS 52,512 34,573 5,293 65,826 83,772 123,631 123,638 26 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,074) 897 385 1,602 7,580 8,069 10,079 10,056 -5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 28.0 4.3 53.2 67.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 30 11 8 26 24 60 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 32,629 COMMITMENTS 5,219 3,122 1,741 25,586 27,766 32,546 32,629 83 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) 14 27 55 67 64 136 146 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.6 5.3 78.4 85.1 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 4 2 15 11 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 PA SRECs) OPEN INTEREST: 12,011 COMMITMENTS 2,360 1,632 783 8,868 9,596 12,011 12,011 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 13.6 6.5 73.8 79.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 3 10 8 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 26,759 COMMITMENTS 2,132 15,326 2,305 22,312 9,107 26,749 26,738 10 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,337) 302 254 650 375 412 1,327 1,316 10 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 57.3 8.6 83.4 34.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 2 13 6 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: 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: 17,516 COMMITMENTS 2,115 3,274 230 15,171 14,012 17,516 17,516 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.7 1.3 86.6 80.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 11 11 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: 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: 21,500 COMMITMENTS 2,793 7,220 540 18,142 13,740 21,475 21,500 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -1 0 0 1 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 33.6 2.5 84.4 63.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 7 2 11 11 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 58,022 COMMITMENTS 32,264 24,060 2,837 22,921 31,125 58,022 58,022 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,488) 7,338 7,090 -1,064 214 462 6,488 6,488 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 41.5 4.9 39.5 53.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 5 4 14 14 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,872 COMMITMENTS 8,425 803 50 23,381 31,019 31,856 31,872 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39) -6 11 0 -33 -50 -39 -39 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 2.5 0.2 73.4 97.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 4 1 13 10 22 14
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 488,560 COMMITMENTS 150,378 21,240 90,438 201,964 351,700 442,780 463,378 45,780 25,182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,917) 3,839 -3,293 -5,834 -14,082 -8,784 -16,077 -17,911 -840 994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 4.3 18.5 41.3 72.0 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 132 39 71 102 93 265 181
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,249,239 COMMITMENTS 129,775 286,084 32,873 914,249 726,094 1076,897 1045,051 172,342 204,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 42,032) 28,070 -6,623 -2,247 -2,448 25,313 23,375 16,443 18,657 25,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 22.9 2.6 73.2 58.1 86.2 83.7 13.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 188) 32 32 26 88 92 138 134
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,911 COMMITMENTS 90,156 305,192 35,713 912,983 684,466 1038,852 1025,371 150,059 163,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,599) -1,629 -15,890 21,397 37,614 46,208 57,382 51,715 5,217 10,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 25.7 3.0 76.8 57.6 87.4 86.2 12.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 17 22 18 86 81 115 110
CFTC# 21397 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 7,621 COMMITMENTS 90 0 5 7,405 7,606 7,500 7,611 121 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -160 -160 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 97.2 99.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 16 18 17 19
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 30,154 COMMITMENTS 8,682 1,883 1,934 19,328 26,183 29,944 30,000 210 154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,302) 201 147 245 824 878 1,270 1,270 32 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 6.2 6.4 64.1 86.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 5 25 35 32 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 23,791 COMMITMENTS 2,669 7,708 831 19,553 15,252 23,053 23,791 738 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,105) 855 617 190 1,060 1,298 2,105 2,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 32.4 3.5 82.2 64.1 96.9 **** 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 5 4 24 16 29 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 5,357 COMMITMENTS 30 1,175 225 4,901 3,797 5,156 5,197 201 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 590) 30 -45 70 490 565 590 590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 21.9 4.2 91.5 70.9 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 3 2 12 10 14 15
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,953 COMMITMENTS 1,023 372 167 4,657 5,262 5,847 5,801 106 152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 82) 15 0 0 66 30 81 30 1 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.2 2.8 78.2 88.4 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 3 3 21 24 26 27
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 417,824 COMMITMENTS 62,024 57,295 72,452 237,088 264,937 371,564 394,684 46,260 23,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,919) -6,196 4,753 -3,063 1,353 -10,000 -7,906 -8,310 -13 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 13.7 17.3 56.7 63.4 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197) 58 29 61 87 98 172 166
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,767 COMMITMENTS 250 2,492 967 26,553 39,762 27,770 43,221 18,997 3,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,667) -836 1,567 -652 5,224 3,234 3,736 4,149 931 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.3 2.1 56.8 85.0 59.4 92.4 40.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 17 18 20 20
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 6,404,770 COMMITMENTS ******* 20,088 458,911 4607,330 5907,171 6370,749 6386,170 34,021 18,600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61,661) 8,257 1,246 22,488 31,066 38,136 61,811 61,870 -150 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.3 7.2 71.9 92.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 63 12 54 153 130 225 188
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 361,931 COMMITMENTS 32,987 86,255 108,674 212,430 164,460 354,091 359,389 7,840 2,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,216) 2,449 8,261 13,760 14,167 13,874 30,376 35,895 7,840 2,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 23.8 30.0 58.7 45.4 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 8 19 12 28 26 43 50
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,233 COMMITMENTS 1,931 1,006 0 167,033 186,303 168,964 187,309 25,269 6,924 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 297) 372 0 -31 -1,480 -1,758 -1,139 -1,789 1,436 2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.5 0.0 86.0 95.9 87.0 96.4 13.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 0 22 18 24 20
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,643 COMMITMENTS 1,424 1,453 1,012 129,204 123,206 131,640 125,671 7,003 12,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,236) 1,424 124 277 -1,370 1,097 331 1,498 905 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.0 0.7 93.2 88.9 94.9 90.6 5.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 2 20 22 23 24
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,245 COMMITMENTS 7,664 2,145 253 244,272 252,611 252,189 255,009 10,056 7,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -415) 1,174 -120 -451 -633 980 90 409 -505 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.8 0.1 93.1 96.3 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 3 3 29 33 35 38
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,051,437 COMMITMENTS 7,396 5,241 4,684 1027,413 1037,873 1039,493 1047,798 11,944 3,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,241) 984 217 519 5,821 6,619 7,324 7,355 -83 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.5 0.4 97.7 98.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 10 2 5 43 29 53 36
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,170 COMMITMENTS 8,119 1,248 0 335,135 338,892 343,254 340,140 15,916 19,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,173) 432 -2,160 0 844 3,205 1,276 1,045 -103 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.0 93.3 94.4 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 2 0 37 33 43 35
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 601,408 COMMITMENTS 8,095 1,949 369 586,614 594,089 595,078 596,407 6,330 5,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,425) -620 -1,700 -417 3,048 2,668 2,011 551 -586 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 0.1 97.5 98.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 6 1 1 42 37 48 39
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 455,161 COMMITMENTS 4,233 2,183 590 441,130 431,942 445,953 434,715 9,208 20,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,398) -235 1,135 590 1,183 -1,679 1,538 46 -140 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.1 96.9 94.9 98.0 95.5 2.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 4 2 3 33 30 38 34
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 90,471 COMMITMENTS 340 302 213 85,865 85,333 86,418 85,848 4,053 4,623 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 730) 0 0 0 913 1,861 913 1,861 -183 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.2 94.9 94.3 95.5 94.9 4.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 13 18 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 23,117 COMMITMENTS 322 0 112 21,273 21,961 21,707 22,073 1,410 1,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,440) 322 0 112 8,956 8,254 9,390 8,366 -950 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.5 92.0 95.0 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 19 17 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 331,917 COMMITMENTS 4,122 0 0 320,093 326,572 324,215 326,572 7,702 5,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -27) 172 0 0 1,962 -401 2,134 -401 -2,161 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.4 98.4 97.7 98.4 2.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 0 0 26 29 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 189,704 COMMITMENTS 0 0 0 178,876 185,135 178,876 185,135 10,828 4,569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,215) 0 0 0 2,184 2,153 2,184 2,153 31 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 97.6 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 24 22 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 248,571 COMMITMENTS 0 5,317 300 244,379 238,928 244,679 244,545 3,892 4,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 174) 0 540 0 144 90 144 630 30 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.1 98.3 96.1 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 1 20 20 21 22
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 43,873 COMMITMENTS 20,434 0 856 21,176 41,862 42,466 42,718 1,407 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,067) 7,758 0 0 2,815 10,416 10,573 10,416 494 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 0.0 2.0 48.3 95.4 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 10 0 1 13 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 643,870 COMMITMENTS 17,627 7,705 6,281 609,897 625,235 633,805 639,221 10,065 4,649 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,343) 2,788 1,065 -1,246 13,490 16,514 15,032 16,333 311 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 1.0 94.7 97.1 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 7 8 8 54 44 64 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,685 COMMITMENTS 217 244 0 157,910 158,122 158,127 158,366 5,558 5,319 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 0.1 0.1 0.0 96.5 96.6 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 18 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,595 COMMITMENTS 2,363 1,576 715 196,025 200,109 199,103 202,400 4,492 1,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,164) 1,473 -153 248 -2,277 -1,161 -556 -1,066 -608 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.8 0.4 96.3 98.3 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 3 18 20 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,099 COMMITMENTS 4,517 4,142 0 155,198 156,788 159,715 160,930 3,384 2,169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,869) 4,517 2,077 0 19,641 16,705 24,158 18,782 -5,289 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.5 0.0 95.2 96.1 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 4 0 27 28 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 180,362 COMMITMENTS 11,766 14,392 1,164 166,334 163,690 179,264 179,246 1,098 1,116 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,096) 4,066 1,637 620 14,074 16,647 18,760 18,904 336 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 8.0 0.6 92.2 90.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 6 12 4 40 43 50 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 124,982 COMMITMENTS 1,036 0 0 122,593 124,379 123,629 124,379 1,353 603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,582) 0 0 0 19,697 19,489 19,697 19,489 -115 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.1 99.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 1 0 0 27 30 28 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 28,530 COMMITMENTS 0 3,372 0 27,313 24,074 27,313 27,446 1,217 1,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,743) 0 2,728 0 4,135 2,053 4,135 4,781 608 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.8 0.0 95.7 84.4 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 4 0 14 10 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 225,772 COMMITMENTS 921 3,032 1,251 217,524 215,898 219,696 220,181 6,076 5,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,665) -311 2,327 42 1,943 -571 1,674 1,798 -9 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.3 0.6 96.3 95.6 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 2 5 3 33 35 38 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,294 COMMITMENTS 272 0 0 113,458 113,089 113,730 113,089 564 1,205 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 0.0 0.0 99.3 98.9 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 17 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,805 COMMITMENTS 0 0 0 73,968 71,185 73,968 71,185 9,837 12,620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -183) -226 0 -551 -8 -403 -785 -954 602 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.3 84.9 88.3 84.9 11.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 18 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 205,406 COMMITMENTS 0 558 0 198,244 196,199 198,244 196,757 7,162 8,649 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,500) 0 -18 -4 3,572 3,485 3,568 3,463 -68 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.5 95.5 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 2 0 25 31 25 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 182,860 COMMITMENTS 0 416 0 178,222 178,415 178,222 178,831 4,638 4,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -792) 0 0 0 -910 -913 -910 -913 118 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.5 97.6 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 25 21 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,867 COMMITMENTS 806 0 0 89,924 93,401 90,730 93,401 8,137 5,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 857) -124 0 0 851 -895 727 -895 130 1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 91.0 94.5 91.8 94.5 8.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 0 16 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,637 COMMITMENTS 1,373 0 0 23,325 25,842 24,698 25,842 2,939 1,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,949) 0 0 0 2,855 4,147 2,855 4,147 1,094 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 84.4 93.5 89.4 93.5 10.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 14 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 216,984 COMMITMENTS 2,695 0 0 204,453 194,917 207,148 194,917 9,836 22,067 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) -125 0 0 -223 -1,384 -348 -1,384 491 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 94.2 89.8 95.5 89.8 4.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 10 16 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 162,399 COMMITMENTS 3,918 1,254 124 149,087 150,884 153,129 152,262 9,270 10,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 253) -390 -62 62 -615 -3,542 -943 -3,542 1,196 3,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 0.1 91.8 92.9 94.3 93.8 5.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 1 1 33 28 37 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 50,847 COMMITMENTS 448 310 0 49,119 48,781 49,567 49,091 1,280 1,756 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,635) 0 310 0 2,387 4,165 2,387 4,475 248 -1,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.0 96.6 95.9 97.5 96.5 2.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 11 16 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 245,776 COMMITMENTS 3,431 3,923 730 233,486 231,015 237,647 235,668 8,129 10,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,542) 1,291 5 575 1,517 2,061 3,383 2,641 -841 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.6 0.3 95.0 94.0 96.7 95.9 3.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 5 2 26 33 30 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,597 COMMITMENTS 0 590 30 101,674 101,194 101,704 101,814 2,893 2,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97) -340 342 30 151 -807 -159 -435 62 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 97.2 96.7 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 2 1 25 25 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 113,546 COMMITMENTS 4,494 0 0 100,084 110,461 104,578 110,461 8,968 3,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,413) 0 0 0 2,568 1,561 2,568 1,561 -155 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 88.1 97.3 92.1 97.3 7.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 13 18 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 35,025 COMMITMENTS 448 0 0 33,025 33,118 33,473 33,118 1,552 1,907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,705) 0 0 0 1,767 2,062 1,767 2,062 -62 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 94.3 94.6 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 14 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 344,330 COMMITMENTS 372 1,606 0 331,738 337,405 332,110 339,011 12,220 5,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,423) 372 1,606 0 3,884 2,937 4,256 4,543 167 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 96.3 98.0 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 2 0 30 23 31 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 98,053 COMMITMENTS 0 0 0 89,903 96,183 89,903 96,183 8,150 1,870 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,730) 0 0 0 1,874 2,668 1,874 2,668 856 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 98.1 91.7 98.1 8.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 16 12 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 29,381 COMMITMENTS 2,742 248 0 26,372 29,021 29,114 29,269 267 112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,153) 2,294 248 0 5,760 8,101 8,054 8,349 99 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.8 0.0 89.8 98.8 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 14 17 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 195,399 COMMITMENTS 0 0 0 191,766 194,452 191,766 194,452 3,633 947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,456) 0 0 0 5,790 6,004 5,790 6,004 -334 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 99.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 22 26 22 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 27,230 COMMITMENTS 310 0 0 26,550 26,708 26,860 26,708 370 522 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 1.1 0.0 0.0 97.5 98.1 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 12 11 12
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,194,039 COMMITMENTS 274,544 246,434 373,198 481,952 535,124 1129,694 1154,756 64,345 39,283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,549) -15,122 -4,457 -9,588 15,004 5,790 -9,706 -8,255 2,157 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 20.6 31.3 40.4 44.8 94.6 96.7 5.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305) 117 87 132 78 68 275 224
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 393,668 COMMITMENTS 128,465 37,469 48,604 197,701 297,721 374,770 383,794 18,898 9,874 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,897) 9,019 -820 1,979 4,111 11,941 15,109 13,100 -1,212 797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 9.5 12.3 50.2 75.6 95.2 97.5 4.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 31 8 22 54 41 91 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 157,963 COMMITMENTS 19,461 51,061 25,162 106,552 77,125 151,175 153,348 6,788 4,615 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,048) 5,827 8,757 499 3,113 3,356 9,439 12,612 609 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 32.3 15.9 67.5 48.8 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 14 13 23 28 28 52 54
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,190 COMMITMENTS 274 3,101 871 13,410 10,248 14,555 14,220 635 970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75) -20 18 15 -16 -130 -21 -97 -54 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 20.4 5.7 88.3 67.5 95.8 93.6 4.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 5 4 14 12 20 17
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 8,286 COMMITMENTS 45 183 60 7,921 7,783 8,026 8,026 260 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 322) 0 107 30 242 140 272 277 50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.2 0.7 95.6 93.9 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 19 20 21 22
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,701 COMMITMENTS 5,344 169 3,022 31,710 37,317 40,076 40,508 625 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,622) -647 22 416 2,843 2,199 2,612 2,637 10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.4 7.4 77.9 91.7 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 12 5 9 43 59 61 69
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 409,199 COMMITMENTS 112,186 13,386 52,653 190,568 315,088 355,407 381,127 53,792 28,072 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,089) -333 -1,539 540 -8,480 -7,530 -8,273 -8,529 184 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 3.3 12.9 46.6 77.0 86.9 93.1 13.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 95 29 66 116 91 242 168
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 249,805 COMMITMENTS 106,372 9,344 29,500 94,880 204,935 230,752 243,779 19,053 6,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,727) 4,417 -605 17 1,722 6,977 6,156 6,389 -429 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 3.7 11.8 38.0 82.0 92.4 97.6 7.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 163 35 73 57 66 245 158
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,630 COMMITMENTS 91,380 17,170 4,684 525,242 613,130 621,306 634,984 25,324 11,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 509) 661 96 -248 0 569 413 417 96 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.7 0.7 81.2 94.8 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 4 5 35 32 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,310 COMMITMENTS 5,853 103,664 20,024 257,507 155,077 283,384 278,765 6,926 11,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,755) 3,501 951 -1,582 2,812 5,814 4,731 5,183 24 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 35.7 6.9 88.7 53.4 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 13 16 26 25 44 43
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,511 COMMITMENTS 2,483 1,162 305 4,625 7,337 7,413 8,804 2,098 707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -477) -799 -21 173 188 -801 -438 -649 -39 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 12.2 3.2 48.6 77.1 77.9 92.6 22.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 11 7 4 12 15 27 24
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,426 COMMITMENTS 2,609 2,570 100 6,495 7,289 9,204 9,959 3,222 2,467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -94) -358 352 -15 453 -282 80 55 -174 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 20.7 0.8 52.3 58.7 74.1 80.1 25.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 19 18 3 22 9 43 29
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,379,004 COMMITMENTS 623,688 663,559 97,423 1512,141 1541,801 2233,252 2302,783 145,752 76,221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,552) ******* 2,920 22,635 -72,788 42,612 55,385 68,167 -19,833 -32,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 27.9 4.1 63.6 64.8 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 71 30 34 147 138 231 190
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,049,360 COMMITMENTS 642,543 639,754 401,254 2594,445 2413,068 3638,242 3454,076 411,118 595,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 444,516) -2,707 97,917 282,787 96,341 -20,981 376,421 359,723 68,095 84,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 15.8 9.9 64.1 59.6 89.8 85.3 10.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 414) 61 95 60 185 196 286 311
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,362,907 COMMITMENTS 258,297 85,109 28,784 940,572 986,729 1227,653 1100,622 135,254 262,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106,656) 18,301 2,230 -1,229 67,740 70,884 84,812 71,885 21,844 34,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.2 2.1 69.0 72.4 90.1 80.8 9.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 19 16 15 77 94 105 116
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,787,902 COMMITMENTS 833,986 738,580 291,877 2343,372 2372,613 3469,235 3403,070 318,667 384,832 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 267,438) 40,745 -60,813 202,498 -1,765 70,736 241,478 212,421 25,960 55,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 19.5 7.7 61.9 62.6 91.6 89.8 8.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 43 57 39 147 167 211 243
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,192,400 COMMITMENTS 98,122 209,600 208,908 863,148 750,345 1170,178 1168,853 22,222 23,547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43,944) -37,886 -6,799 14,280 63,878 34,895 40,272 42,376 3,672 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 17.6 17.5 72.4 62.9 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 23 14 28 56 54 91 84
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,711 COMMITMENTS 86 961 294 8,454 8,016 8,834 9,271 877 440 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 224) -30 23 30 332 282 332 335 -108 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.9 3.0 87.1 82.5 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 6 7 24 22 31 32
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,737 COMMITMENTS 11,595 3,368 775 8,213 13,247 20,583 17,390 2,154 5,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,054) 441 -180 171 367 584 979 575 75 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 14.8 3.4 36.1 58.3 90.5 76.5 9.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 8 16 14 19 22 36 43
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,025 COMMITMENTS 979 1,442 212 5,188 5,009 6,379 6,663 646 362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 197) 18 177 -4 184 76 198 249 -1 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 20.5 3.0 73.9 71.3 90.8 94.8 9.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 5 6 28 23 35 31
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,886 COMMITMENTS 105,123 34,243 53,514 78,259 137,757 236,896 225,514 20,990 32,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,612) 3,159 -2,565 1,900 -96 4,928 4,963 4,263 -351 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 13.3 20.8 30.3 53.4 91.9 87.4 8.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 119 65 102 56 86 238 210
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,763 COMMITMENTS 129,826 40,319 55,680 121,520 198,663 307,026 294,662 28,737 41,101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 289) -3,922 2,772 5,870 -1,308 -6,176 640 2,466 -351 -2,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 12.0 16.6 36.2 59.2 91.4 87.8 8.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 402) 117 74 113 102 165 286 304
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,293 COMMITMENTS 847 380 75 1,359 2,293 2,281 2,748 1,012 545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 123) -89 26 9 146 59 66 94 57 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 11.5 2.3 41.3 69.6 69.3 83.4 30.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 12 9 6 14 14 30 27
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,000 COMMITMENTS 17,928 16,060 4,208 14,019 8,041 36,155 28,309 5,845 13,691 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -467) 855 1,167 -1,912 483 523 -574 -222 107 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 38.2 10.0 33.4 19.1 86.1 67.4 13.9 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158) 42 38 35 41 50 104 109
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,649 COMMITMENTS 1,650 12,298 637 21,653 11,362 23,940 24,297 709 352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 873) 231 443 50 657 367 938 860 -65 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 49.9 2.6 87.8 46.1 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 7 10 6 19 25 29 38
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 34,709 COMMITMENTS 2,957 372 2,453 29,299 31,764 34,709 34,589 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155) -216 -145 143 -82 -153 -155 -155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.1 7.1 84.4 91.5 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 8 5 8 24 24 34 35
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MWh for about 368 Hours) OPEN INTEREST: 31,982 COMMITMENTS 865 380 2,255 28,861 29,347 31,981 31,982 1 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13) -50 0 125 -62 -112 13 13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 7.1 90.2 91.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 5 5 22 21 29 27
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,422 COMMITMENTS 22,276 5,014 1,963 108,512 126,162 132,751 133,139 671 283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,728) -846 563 -163 3,722 2,312 2,713 2,712 15 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.8 1.5 81.3 94.6 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 13 9 10 34 40 51 55
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,875 COMMITMENTS 6,383 1,875 1,616 46,846 51,286 54,845 54,777 30 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -912) 215 352 -149 -993 -1,148 -927 -945 15 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.4 2.9 85.4 93.5 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 9 4 7 25 26 37 34
CFTC# 64396 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 31,609 COMMITMENTS 628 1,802 346 30,635 29,461 31,609 31,609 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 683) -47 143 90 640 450 683 683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.7 1.1 96.9 93.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 4 16 18 20 24
CFTC# 6439 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 50,237 COMMITMENTS 13,577 5,911 933 35,319 43,042 49,829 49,886 408 351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 918) 0 74 -39 867 883 828 918 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.8 1.9 70.3 85.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 4 2 21 25 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 62,517 COMMITMENTS 17,632 6,019 1,449 42,485 54,781 61,566 62,249 951 268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 860) -86 153 -121 1,064 829 857 861 3 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 9.6 2.3 68.0 87.6 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 10 3 23 26 28 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,304 COMMITMENTS 1,402 2,905 1,386 60,932 60,013 63,720 64,304 584 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) 13 0 11 546 560 570 571 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.5 2.2 94.8 93.3 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 3 25 24 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 83,080 COMMITMENTS 1,255 3,103 1,971 79,372 77,966 82,598 83,040 482 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,019) 71 41 -20 966 998 1,017 1,019 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.7 2.4 95.5 93.8 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 4 4 30 24 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,745 COMMITMENTS 0 227 0 32,496 31,763 32,496 31,990 249 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -195) 0 0 0 -197 -195 -197 -195 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.2 97.0 99.2 97.7 0.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 14 12 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 30,889 COMMITMENTS 1,385 618 0 29,188 30,261 30,573 30,879 316 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 325) -50 0 0 375 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.0 0.0 94.5 98.0 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 0 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 103,132 COMMITMENTS 10,199 2,550 3,350 89,083 97,102 102,632 103,002 500 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -321) -1,524 612 377 882 -1,155 -265 -166 -56 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.5 3.2 86.4 94.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 18 6 11 42 40 63 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 21,154 COMMITMENTS 375 0 0 19,832 20,374 20,207 20,374 947 780 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 1.8 0.0 0.0 93.8 96.3 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 0 11 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,474 COMMITMENTS 350 0 0 17,462 18,474 17,812 18,474 662 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 94.5 **** 96.4 **** 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 30,092 COMMITMENTS 0 3,608 0 29,972 26,484 29,972 30,092 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 0.0 99.6 88.0 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 15 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,802 COMMITMENTS 0 3,608 0 29,682 26,194 29,682 29,802 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 0.0 99.6 87.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 15 14 16
CFTC# 643 ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 15,438 COMMITMENTS 48 872 216 13,648 12,273 13,912 13,361 1,526 2,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,824) -184 104 -136 -1,992 -2,440 -2,312 -2,472 -512 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.6 1.4 88.4 79.5 90.1 86.5 9.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 1 12 9 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,682 COMMITMENTS 5,008 1,715 400 58,828 61,785 64,236 63,900 446 782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 30 -15 25 -5 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.7 0.6 90.9 95.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 3 3 21 24 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,220 COMMITMENTS 150 286 0 37,047 36,372 37,197 36,658 23 562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155) 100 0 0 -255 -155 -155 -155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.0 99.5 97.7 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 0 20 17 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 44,808 COMMITMENTS 355 2,073 0 44,082 42,710 44,437 44,783 371 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,898) 5 182 0 1,893 1,726 1,898 1,908 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.6 0.0 98.4 95.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 7 0 21 22 22 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,673 COMMITMENTS 2,188 0 35 50,594 53,403 52,817 53,438 856 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) 94 0 0 51 185 145 185 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.1 94.3 99.5 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 1 22 17 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 58,808 COMMITMENTS 3,015 158 35 55,203 58,435 58,253 58,628 555 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,516) 269 20 0 1,232 1,496 1,501 1,516 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.3 0.1 93.9 99.4 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 2 1 23 18 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 368 Hours) OPEN INTEREST: 88,018 COMMITMENTS 1,980 493 2,029 83,640 85,314 87,649 87,836 369 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 984) 75 130 -28 942 892 989 994 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 2.3 95.0 96.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 3 25 26 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 103,983 COMMITMENTS 3,581 1,937 2,936 96,868 98,719 103,385 103,592 598 391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,285) 426 66 17 855 1,097 1,298 1,180 -13 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.9 2.8 93.2 94.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 10 8 29 32 37 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 60,110 COMMITMENTS 456 4,022 1,161 58,473 54,882 60,090 60,065 20 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) -380 140 155 567 57 342 352 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.7 1.9 97.3 91.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 6 20 15 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 43,077 COMMITMENTS 420 3,290 625 42,032 39,162 43,077 43,077 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 485) 120 15 200 165 270 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.6 1.5 97.6 90.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 5 1 17 13 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,782 COMMITMENTS 205 1,656 170 53,550 52,888 53,925 54,714 857 68 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 321) -30 94 0 364 214 334 308 -13 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.0 0.3 97.8 96.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 2 23 21 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 63,536 COMMITMENTS 1,368 5,011 120 60,598 57,835 62,086 62,966 1,450 570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -477) -161 73 0 -255 -524 -416 -451 -61 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 7.9 0.2 95.4 91.0 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 5 1 21 20 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 23,684 COMMITMENTS 262 2,871 410 22,708 20,284 23,380 23,565 304 119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 236 260 236 260 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.1 1.7 95.9 85.6 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 2 17 14 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 21,013 COMMITMENTS 51 1,390 0 20,587 19,585 20,638 20,975 375 38 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 236 260 236 260 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.6 0.0 98.0 93.2 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 16 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,763 COMMITMENTS 1,287 1,003 992 23,784 24,375 26,063 26,370 700 393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 30 71 4 389 392 423 467 -14 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.7 3.7 88.9 91.1 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 4 17 19 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 17,209 COMMITMENTS 650 1,283 270 15,539 15,413 16,459 16,966 750 243 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 86) 0 75 -10 101 21 91 86 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 7.5 1.6 90.3 89.6 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 3 14 13 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 47,712 COMMITMENTS 4,350 6,864 1,731 41,406 38,857 47,487 47,452 225 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,099) -1,350 -119 8 243 -998 -1,099 -1,109 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 14.4 3.6 86.8 81.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 8 5 26 23 34 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 29,411 COMMITMENTS 1,207 3,061 1,413 26,494 24,694 29,114 29,168 297 243 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9) -80 -40 0 89 49 9 9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 10.4 4.8 90.1 84.0 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 5 3 20 20 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 16,891 COMMITMENTS 1,933 437 125 14,811 16,287 16,869 16,849 22 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -132) 200 -29 25 -357 -128 -132 -132 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.6 0.7 87.7 96.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 1 19 16 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 21,951 COMMITMENTS 3,970 0 0 17,911 21,951 21,881 21,951 70 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,555) 1,720 0 0 -205 1,555 1,515 1,555 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.0 0.0 81.6 **** 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 14 11 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,018 COMMITMENTS 740 260 120 8,088 8,558 8,948 8,938 70 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 39) -40 35 15 273 -11 248 39 -209 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.9 1.3 89.7 94.9 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 2 16 14 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,401 COMMITMENTS 560 205 225 7,551 7,891 8,336 8,321 65 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 114) -45 30 20 325 64 300 114 -186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.4 2.7 89.9 93.9 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 2 15 15 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,093 COMMITMENTS 2,575 50 1,920 44,425 47,118 48,920 49,088 173 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -175) 0 0 0 -175 -175 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 3.9 90.5 96.0 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 20 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,598 COMMITMENTS 2,535 25 1,915 44,965 47,653 49,415 49,593 183 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 0 0 0 -110 -110 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.1 3.9 90.7 96.1 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 1 2 19 14 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 119,408 COMMITMENTS 1,786 4,578 1,829 115,373 112,902 118,988 119,309 420 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,362) 55 -668 202 4,105 4,753 4,362 4,287 0 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.8 1.5 96.6 94.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 5 8 5 38 32 45 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 127,349 COMMITMENTS 2,134 3,744 4,053 120,947 119,469 127,134 127,266 215 83 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,469) 144 -752 957 5,347 6,290 6,448 6,495 21 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.9 3.2 95.0 93.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 7 10 8 42 35 54 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 260,899 COMMITMENTS 34,472 17,265 21,050 204,967 222,189 260,489 260,504 410 395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,745) -3,307 1,226 845 7,316 2,593 4,854 4,664 -109 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 6.6 8.1 78.6 85.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 23 26 33 50 50 89 94 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,000 COMMITMENTS 2,660 550 115 12,475 15,245 15,250 15,910 750 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 0 0 460 420 460 420 -35 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 3.4 0.7 78.0 95.3 95.3 99.4 4.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 14 13 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,634 COMMITMENTS 2,060 550 140 10,654 12,869 12,854 13,559 780 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 485) 0 0 0 510 480 510 480 -25 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 4.0 1.0 78.1 94.4 94.3 99.4 5.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 14 14 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 16 MWh OPEN INTEREST: 10,900 COMMITMENTS 910 4,475 555 8,995 5,620 10,460 10,650 440 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,855) -135 2,570 10 3,010 375 2,885 2,955 -30 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 41.1 5.1 82.5 51.6 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 6 6 19 21 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 352 Hours) OPEN INTEREST: 10,590 COMMITMENTS 835 100 145 9,570 10,313 10,550 10,558 40 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.9 1.4 90.4 97.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 1 2 24 21 29 23
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,423 COMMITMENTS 3,495 9,626 0 78,876 72,716 82,371 82,342 7,052 7,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,840) 0 0 0 1,840 1,840 1,840 1,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.8 0.0 88.2 81.3 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 0 20 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 72,857 COMMITMENTS 3,320 8,281 0 61,811 56,841 65,131 65,122 7,726 7,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -750) -120 0 0 -805 -925 -925 -925 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 11.4 0.0 84.8 78.0 89.4 89.4 10.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,481 COMMITMENTS 425 1,175 200 22,675 21,576 23,300 22,951 4,181 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 475) 0 0 0 910 910 910 910 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.3 0.7 82.5 78.5 84.8 83.5 15.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 1 12 14 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 42,512 COMMITMENTS 4,715 7,139 2,335 31,906 29,762 38,956 39,236 3,556 3,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) -960 0 0 985 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 16.8 5.5 75.1 70.0 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 2 20 17 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,357 COMMITMENTS 300 8,379 1,056 28,213 20,187 29,569 29,622 2,788 2,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 25.9 3.3 87.2 62.4 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 2 16 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,345 COMMITMENTS 0 8,070 675 18,085 9,740 18,760 18,485 1,585 1,860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,085) -620 -580 620 895 770 895 810 190 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.7 3.3 88.9 47.9 92.2 90.9 7.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 15 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 84,582 COMMITMENTS 11,885 1,780 1,085 58,647 68,687 71,617 71,552 12,965 13,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,480) 0 180 0 1,135 955 1,135 1,135 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.1 1.3 69.3 81.2 84.7 84.6 15.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 2 18 22 21 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 81,277 COMMITMENTS 12,450 3,255 320 55,507 64,692 68,277 68,267 13,000 13,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,415) 0 180 -30 925 745 895 895 520 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.0 0.4 68.3 79.6 84.0 84.0 16.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 3 2 16 21 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,611 COMMITMENTS 700 16,385 1,050 22,104 6,654 23,854 24,089 3,757 3,522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 583 568 583 568 -568 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 59.3 3.8 80.1 24.1 86.4 87.2 13.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 16 11 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,361 COMMITMENTS 700 16,010 1,125 22,055 6,980 23,880 24,115 3,481 3,246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 608 593 608 593 -593 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 58.5 4.1 80.6 25.5 87.3 88.1 12.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 16 11 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,530 COMMITMENTS 22,325 0 120 37,930 60,080 60,375 60,200 2,155 2,330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 670) 0 0 0 670 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 0.0 0.2 60.7 96.1 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 13 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,010 COMMITMENTS 21,500 0 120 40,580 61,940 62,200 62,060 1,810 1,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 0.0 0.2 63.4 96.8 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 1 14 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,693 COMMITMENTS 20,500 50 165 26,833 47,603 47,498 47,818 3,195 2,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -50 0 0 160 110 110 110 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 0.1 0.3 52.9 93.9 93.7 94.3 6.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 2 17 12 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 44,063 COMMITMENTS 15,175 50 515 25,513 40,843 41,203 41,408 2,860 2,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 140) -50 0 0 150 100 100 100 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 0.1 1.2 57.9 92.7 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 2 17 12 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,171 COMMITMENTS 18,775 11,290 1,938 43,230 51,235 63,943 64,463 4,228 3,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 16.6 2.8 63.4 75.2 93.8 94.6 6.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 2 2 19 12 27 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,906 COMMITMENTS 16,765 11,290 1,938 43,815 49,570 62,518 62,798 3,388 3,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 17.1 2.9 66.5 75.2 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 2 2 19 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,039 COMMITMENTS 18,205 8,320 3,575 35,164 45,094 56,944 56,989 6,095 6,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 840 -700 0 420 1,960 1,260 1,260 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 13.2 5.7 55.8 71.5 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 3 3 22 12 28 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,245 COMMITMENTS 12,630 5,850 3,630 30,919 38,069 47,179 47,549 6,066 5,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 410) 0 0 0 170 410 170 410 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 11.0 6.8 58.1 71.5 88.6 89.3 11.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 3 23 11 28 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 196,986 COMMITMENTS 625 49,188 2,855 142,838 94,220 146,318 146,263 50,668 50,723 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,960) -240 4,000 -710 5,804 1,554 4,854 4,844 1,106 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 25.0 1.4 72.5 47.8 74.3 74.3 25.7 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 8 6 28 29 35 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 170,595 COMMITMENTS 945 38,663 3,993 121,710 83,997 126,648 126,653 43,947 43,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,577) 120 3,000 -210 4,105 1,180 4,015 3,970 1,562 1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 22.7 2.3 71.3 49.2 74.2 74.2 25.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 7 6 27 31 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 52,161 COMMITMENTS 1,400 1,410 3,000 42,971 43,036 47,371 47,446 4,790 4,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,055) 0 0 0 -1,995 -1,995 -1,995 -1,995 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.7 5.8 82.4 82.5 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 17 16 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 45,782 COMMITMENTS 1,665 1,135 2,750 35,817 36,532 40,232 40,417 5,550 5,365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48) 0 0 0 -515 -515 -515 -515 467 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.5 6.0 78.2 79.8 87.9 88.3 12.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 19 17 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,240 COMMITMENTS 5,640 3,480 0 28,210 30,640 33,850 34,120 4,390 4,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 0 0 0 410 410 410 410 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 9.1 0.0 73.8 80.1 88.5 89.2 11.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 18 17 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,295 COMMITMENTS 20,810 3,130 75 21,440 39,540 42,325 42,745 4,970 4,550 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 0 0 0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 6.6 0.2 45.3 83.6 89.5 90.4 10.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 1 14 18 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 195,330 COMMITMENTS 26,165 2,837 3,425 130,182 153,526 159,772 159,788 35,558 35,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,148) -200 420 7 37 -558 -156 -131 5,304 5,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 1.5 1.8 66.6 78.6 81.8 81.8 18.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 6 3 29 29 35 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 173,736 COMMITMENTS 20,975 2,163 4,875 121,795 140,678 147,645 147,716 26,091 26,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,239) 0 230 -50 -8,475 -8,705 -8,525 -8,525 4,286 4,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.2 2.8 70.1 81.0 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 5 2 27 27 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,505 COMMITMENTS 2,920 300 225 24,555 27,170 27,700 27,695 1,805 1,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 1.0 0.8 83.2 92.1 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 1 11 8 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,985 COMMITMENTS 2,295 380 475 24,475 26,385 27,245 27,240 1,740 1,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.3 1.6 84.4 91.0 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 1 11 7 14 9
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 7,633 COMMITMENTS 239 457 527 6,108 5,615 6,874 6,599 759 1,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 508) 13 -22 69 346 385 428 432 80 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 6.0 6.9 80.0 73.6 90.1 86.5 9.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 4 7 32 36 40 44
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 29,790 COMMITMENTS 1,299 198 0 28,416 29,550 29,715 29,748 75 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -577) -25 0 0 -460 -465 -485 -465 -92 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.7 0.0 95.4 99.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 1 0 39 39 42 40
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 21,246 COMMITMENTS 395 5 40 20,740 20,865 21,175 20,910 71 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 0 5 25 586 555 611 585 35 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.2 97.6 98.2 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 22 26 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 19,405 COMMITMENTS 1,773 870 238 17,281 17,854 19,292 18,962 113 443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,113) 87 33 0 1,062 957 1,149 990 -36 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 4.5 1.2 89.1 92.0 99.4 97.7 0.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 6 3 2 45 39 51 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 6,304 COMMITMENTS 60 180 30 5,849 5,909 5,939 6,119 365 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 67) 0 0 0 62 87 62 87 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.5 92.8 93.7 94.2 97.1 5.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 1 12 19 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 25,818 COMMITMENTS 961 180 293 24,564 25,138 25,818 25,611 0 207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532) 112 22 -62 482 572 532 532 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.7 1.1 95.1 97.4 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 2 2 33 35 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 61,043 COMMITMENTS 9,518 740 1,500 49,526 58,179 60,544 60,419 499 624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,670) 1,708 110 -176 1,961 3,529 3,493 3,463 177 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.2 2.5 81.1 95.3 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 8 8 9 74 72 89 83 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Metric Tonnes OPEN INTEREST: 2,937 COMMITMENTS 86 127 34 2,106 2,309 2,226 2,470 711 467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112) 41 -8 -3 136 356 174 345 -62 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.3 1.2 71.7 78.6 75.8 84.1 24.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 3 18 23 21 26
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,302 COMMITMENTS 161 42 219 4,121 4,259 4,501 4,520 801 782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) 20 22 32 353 258 405 312 49 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.8 4.1 77.7 80.3 84.9 85.3 15.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 3 4 34 32 38 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,855 COMMITMENTS 1,982 25 315 66,493 68,249 68,790 68,589 65 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,642) 142 0 -59 1,622 1,723 1,705 1,664 -63 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 96.6 99.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 5 1 3 36 42 41 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,903 COMMITMENTS 6,675 4,713 4,902 124,225 127,064 135,802 136,679 1,101 224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,994) -849 1,285 -70 4,959 2,765 4,040 3,980 -46 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 3.4 3.6 90.7 92.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 18 8 12 93 83 117 98 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,392 COMMITMENTS 6,714 0 53 45,577 51,720 52,344 51,773 48 619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 661) 128 0 0 533 671 661 671 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.1 87.0 98.7 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 9 0 2 39 34 49 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,030 COMMITMENTS 3,389 1,500 1,082 54,810 57,229 59,281 59,811 749 219 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,588) -341 236 77 3,633 3,285 3,369 3,598 219 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.5 1.8 91.3 95.3 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 12 6 8 58 56 74 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,445 COMMITMENTS 1,195 1,236 125 29,863 29,826 31,183 31,187 262 258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 115 0 0 1,100 1,250 1,215 1,250 40 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.9 0.4 95.0 94.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 4 2 23 31 28 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,691 COMMITMENTS 70 907 443 15,588 14,954 16,101 16,304 590 387 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) 40 -115 72 189 357 301 314 8 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.4 2.7 93.4 89.6 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 3 4 36 31 40 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,363 COMMITMENTS 65 25 0 2,229 2,298 2,294 2,323 69 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.1 0.0 94.3 97.2 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 22 14 24 15
CFTC# 6739 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 14,737 COMMITMENTS 0 600 0 14,727 14,092 14,727 14,692 10 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 150 0 80 -105 80 45 10 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 99.9 95.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 14 17 15
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 516,616 COMMITMENTS 97,789 55,133 105,211 298,407 342,620 501,407 502,964 15,209 13,652 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,897) -1,600 950 2,429 14,190 11,208 15,019 14,587 878 1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 10.7 20.4 57.8 66.3 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 21 22 35 52 54 96 90
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 58,337 COMMITMENTS 40 0 0 57,082 57,149 57,122 57,149 1,215 1,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,068) -10 0 0 9,193 9,068 9,183 9,068 -115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.8 98.0 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 0 0 27 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 21,046 COMMITMENTS 0 0 0 20,995 20,980 20,995 20,980 51 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 17 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 195,075 COMMITMENTS 0 0 0 190,862 185,283 190,862 185,283 4,213 9,792 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,610) 0 0 0 2,850 2,610 2,850 2,610 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 95.0 97.8 95.0 2.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 17 13 17
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,460,204 COMMITMENTS 682,881 171,041 842,996 829,624 1399,448 2355,501 2413,485 104,703 46,719 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -47,416) -14,214 -11,341 -11,941 -14,734 -19,694 -40,889 -42,976 -6,527 -4,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 7.0 34.3 33.7 56.9 95.7 98.1 4.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 357) 134 81 148 104 104 316 276
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,476 COMMITMENTS 70,006 31,492 2,139 51,795 91,374 123,940 125,005 36,536 35,471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,623) -3,666 1,008 1,125 2,356 1,066 -185 3,199 5,808 2,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 19.6 1.3 32.3 56.9 77.2 77.9 22.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 5 4 16 22 21 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,932 COMMITMENTS 29,491 53,934 68,117 93,649 71,129 191,257 193,180 7,675 5,752 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,225) 9,014 -850 2,660 6,020 14,584 17,694 16,394 -1,469 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 27.1 34.2 47.1 35.8 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 19 17 31 23 28 56 62
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,397 COMMITMENTS 28,191 2,710 515 110,734 135,583 139,440 138,808 12,957 13,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,519) -99 -50 0 4,170 3,794 4,071 3,744 -552 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 1.8 0.3 72.7 89.0 91.5 91.1 8.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 1 2 19 19 24 21
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,807 COMMITMENTS 0 7,200 0 89,055 72,466 89,055 79,666 10,752 20,141 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,470) 0 0 0 5,239 3,214 5,239 3,214 -1,769 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 89.2 72.6 89.2 79.8 10.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 13,185 COMMITMENTS 0 0 0 13,090 12,997 13,090 12,997 95 188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -940) 0 0 0 -895 -993 -895 -993 -45 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 98.6 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 14 12 14 12
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 208,471 COMMITMENTS 65,841 40,239 42,602 87,434 120,992 195,877 203,833 12,594 4,638 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -559) -1,950 -1,387 346 1,127 1,324 -477 283 -82 -842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 19.3 20.4 41.9 58.0 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 202) 73 59 55 58 43 166 126
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 9,479 COMMITMENTS 4,286 3,898 379 3,522 4,850 8,187 9,127 1,292 352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -875) -144 489 -141 -287 -616 -572 -268 -303 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 41.1 4.0 37.2 51.2 86.4 96.3 13.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 34 31 13 24 28 66 65
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 73,964 COMMITMENTS 46,903 11,936 4,895 11,156 54,775 62,954 71,606 11,010 2,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -816) -1,334 276 342 267 -1,323 -725 -705 -91 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.4 16.1 6.6 15.1 74.1 85.1 96.8 14.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 250) 152 32 25 28 45 188 95
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,065,425 COMMITMENTS 282,375 44,439 132,492 536,776 849,254 951,643 1026,185 113,782 39,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -59,249) 122 -10,874 -6,058 -55,058 -36,797 -60,994 -53,729 1,745 -5,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 4.2 12.4 50.4 79.7 89.3 96.3 10.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244) 105 27 64 84 84 216 155
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 260,830 COMMITMENTS 76,303 16,845 50,129 121,859 187,207 248,291 254,181 12,539 6,649 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,712) 8,883 -6,873 -3,098 -3,870 12,634 1,915 2,663 797 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 6.5 19.2 46.7 71.8 95.2 97.5 4.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 425) 197 60 99 128 124 363 252
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 172,392 COMMITMENTS 78,710 31,067 13,292 46,268 116,710 138,270 161,069 34,122 11,323 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,152) -2,938 -757 -2,601 -4,561 -5,507 -10,100 -8,865 -1,052 -2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 18.0 7.7 26.8 67.7 80.2 93.4 19.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 212) 98 41 52 42 49 168 120
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 268,170 COMMITMENTS 140,530 65,125 38,468 65,083 151,605 244,081 255,198 24,089 12,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,106) -6,233 -7,729 3,573 -828 24 -3,488 -4,132 -618 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 24.3 14.3 24.3 56.5 91.0 95.2 9.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 156 63 78 54 59 255 170
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 481,125 COMMITMENTS 284,081 68,348 49,235 92,086 343,815 425,402 461,398 55,723 19,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,891) -19,502 -266 94 934 -22,415 -18,474 -22,587 -3,417 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 14.2 10.2 19.1 71.5 88.4 95.9 11.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 181 53 75 55 55 263 159
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,019 COMMITMENTS 10,222 10,481 0 18,839 19,052 29,061 29,533 1,958 1,486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) 490 218 0 195 279 685 497 -114 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 33.8 0.0 60.7 61.4 93.7 95.2 6.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 14 0 10 8 30 22
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,868 COMMITMENTS 46,899 37,767 1,748 68,966 109,887 117,613 149,402 49,255 17,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,602) 1,878 910 278 419 7,752 2,575 8,940 5,027 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 22.6 1.0 41.3 65.9 70.5 89.5 29.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 32 24 12 33 32 72 61
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,002 COMMITMENTS 21,561 10,038 872 14,875 27,410 37,308 38,320 15,694 14,682 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,909) 5,816 2,664 333 1,127 -429 7,276 2,568 -2,367 2,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 18.9 1.6 28.1 51.7 70.4 72.3 29.6 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 13 14 4 16 13 31 29
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 165,600 COMMITMENTS 54,655 51,630 6,998 97,188 103,432 158,841 162,060 6,759 3,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,278) -3,015 -4,628 4,419 2,035 2,246 3,439 2,037 -1,161 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 31.2 4.2 58.7 62.5 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143) 60 35 15 28 26 93 73
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,721 COMMITMENTS 68,266 37,288 2,084 66,953 111,588 137,303 150,960 39,418 25,761 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,503) 7,997 -814 267 -721 6,056 7,543 5,509 -2,040 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 21.1 1.2 37.9 63.1 77.7 85.4 22.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 35 26 11 34 42 75 73
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,247 COMMITMENTS 66,670 38,048 1,708 89,663 117,750 158,041 157,506 25,206 25,741 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,872) -62 8,498 -905 -3,101 -10,500 -4,068 -2,907 -804 -1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 20.8 0.9 48.9 64.3 86.2 86.0 13.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 32 24 13 39 34 77 65
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,377 COMMITMENTS 17,592 31,443 5,331 13,407 296 36,330 37,070 5,047 4,307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,409) 1,750 1,314 3,289 599 -79 5,638 4,524 -229 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 76.0 12.9 32.4 0.7 87.8 89.6 12.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 37 61 9 8 2 51 66
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 696,916 COMMITMENTS 228,501 90,136 6,637 366,500 560,917 601,638 657,690 95,278 39,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,155) 5,606 7,247 -587 13,744 14,405 18,763 21,065 2,392 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 12.9 1.0 52.6 80.5 86.3 94.4 13.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 302) 108 36 30 123 86 239 144
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,249 COMMITMENTS 11,503 27,440 444 21,023 6,842 32,970 34,726 3,279 1,523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) 1,997 -272 442 -1,282 1,445 1,157 1,615 -194 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 75.7 1.2 58.0 18.9 91.0 95.8 9.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 27 17 4 15 10 44 30
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,764 COMMITMENTS 100,928 53,027 70,935 221,247 282,041 393,110 406,003 25,654 12,761 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,799) -10,839 2,743 -5,394 7,752 -3,145 -8,481 -5,796 682 -2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 12.7 16.9 52.8 67.4 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 97 41 82 94 106 229 200
CFTC# 111 GULF COAST CBOB GAS A2 PL RBOB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,004 COMMITMENTS 0 0 0 20,004 19,724 20,004 19,724 1,000 1,280 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 95.2 93.9 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 18 16 18 16
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,209 COMMITMENTS 30,422 15,773 896 10,393 28,760 41,711 45,429 6,498 2,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106) 179 -759 19 -297 619 -99 -121 205 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 32.7 1.9 21.6 59.7 86.5 94.2 13.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 44 19 8 19 16 65 41
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 392,604 COMMITMENTS 41,074 203,992 60,036 269,767 97,654 370,877 361,682 21,727 30,922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,336) -8,003 -8,323 -11,568 -11,406 -11,817 -30,977 -31,708 -359 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 52.0 15.3 68.7 24.9 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 38 81 75 36 40 124 152
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,505 COMMITMENTS 9,603 3,823 1 2,638 8,190 12,242 12,014 1,263 1,491 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -497) 1,069 -132 1 -1,349 -429 -279 -560 -218 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 28.3 0.0 19.5 60.6 90.6 89.0 9.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 13 10 1 8 6 21 17
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 46,040 COMMITMENTS 14,760 18,113 917 21,400 20,902 37,076 39,932 8,964 6,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -903) -80 -477 -19 -650 9 -748 -487 -155 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 39.3 2.0 46.5 45.4 80.5 86.7 19.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 34 16 10 27 31 64 54
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 92,079 COMMITMENTS 29,519 36,226 1,834 42,799 41,804 74,152 79,864 17,927 12,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,805) -159 -954 -37 -1,299 17 -1,495 -974 -310 -831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 39.3 2.0 46.5 45.4 80.5 86.7 19.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 34 16 10 27 31 64 54
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,734 COMMITMENTS 2,543 1,099 0 20,064 23,166 22,607 24,265 2,127 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 707) 106 655 0 757 -50 863 605 -156 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 4.4 0.0 81.1 93.7 91.4 98.1 8.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 0 18 10 22 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1619,872 3084,042 5575,667 6041,143 ******** ******** 543,029 830,051 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195,421) ******* 95,669 -55,663 9,658 157,380 238,776 197,386 -43,355 -1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 14.0 26.6 48.2 52.2 95.3 92.8 4.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 241) 55 50 82 114 122 216 215
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 10,572 COMMITMENTS 6,559 8,644 751 370 269 7,680 9,664 2,892 908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -854) -113 -921 -130 5 49 -238 -1,002 -616 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 81.8 7.1 3.5 2.5 72.6 91.4 27.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 54 24 15 2 3 62 38
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 478,355 COMMITMENTS 39,441 46,819 109,353 329,255 320,524 478,049 476,696 306 1,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,462) 3,227 -986 -5,011 16,144 19,076 14,360 13,079 102 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.8 22.9 68.8 67.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102) 26 27 37 33 37 78 84
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 255,102 COMMITMENTS 81,581 16,967 43,141 130,221 194,788 254,943 254,896 159 206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,881) 17,085 -4,440 -1,834 6,560 28,044 21,811 21,770 70 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 6.7 16.9 51.0 76.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 23 23 30 23 36 60 76
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 216,136 COMMITMENTS 51,389 21,837 6,916 155,541 186,425 213,846 215,178 2,290 958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,840) -3,695 3,923 -2,245 8,154 379 2,214 2,057 -374 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 10.1 3.2 72.0 86.3 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 206) 104 31 31 48 44 170 97
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 556,649 COMMITMENTS 70,638 73,035 20,159 406,513 410,282 497,310 503,476 59,339 53,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,278) 2,281 -8,478 2,268 1,997 11,960 6,546 5,750 -2,268 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 13.1 3.6 73.0 73.7 89.3 90.4 10.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 542) 89 77 51 271 244 380 352
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,164 COMMITMENTS 0 1,180 0 12,072 10,822 12,072 12,002 1,092 1,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 334) 0 160 -135 736 194 601 219 -267 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 91.7 82.2 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 0 8 13 8 16
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: 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: 26,503 COMMITMENTS 1,987 5,651 0 21,941 19,212 23,928 24,863 2,575 1,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,005) 372 -609 0 657 1,274 1,029 665 -24 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.3 0.0 82.8 72.5 90.3 93.8 9.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 3 0 18 12 22 15
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,652,739 COMMITMENTS 355,414 386,701 62,785 1968,877 1953,264 2387,076 2402,750 265,663 249,989 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,444) 8,396 -40,178 5,117 23,602 46,235 37,115 11,174 -20,671 5,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 14.6 2.4 74.2 73.6 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 541) 87 79 49 269 244 377 351 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 50,418 COMMITMENTS 20,102 898 0 26,591 48,868 46,693 49,766 3,725 652 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,838) 1,112 270 0 2,627 3,820 3,739 4,090 99 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 1.8 0.0 52.7 96.9 92.6 98.7 7.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 2 0 19 13 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 19,363 COMMITMENTS 935 1,111 0 15,663 17,938 16,598 19,049 2,765 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 628) 0 0 0 647 557 647 557 -19 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.7 0.0 80.9 92.6 85.7 98.4 14.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 11 8 13 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 17,918 COMMITMENTS 262 760 0 15,672 16,176 15,934 16,936 1,984 982 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 1.5 4.2 0.0 87.5 90.3 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 10 7 11 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 125,938 COMMITMENTS 0 3,000 0 125,438 122,438 125,438 125,438 500 500 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 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 11 14 11 15
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 28,051 COMMITMENTS 5,956 1,247 43 22,010 26,670 28,009 27,960 42 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375) 51 -1,699 43 288 2,031 382 375 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 4.4 0.2 78.5 95.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 1 20 18 26 19
CFTC#192651 US MIDWEST DOMESTIC HOT-ROLL - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 27,990 COMMITMENTS 2,648 9,107 2,694 22,344 16,043 27,686 27,844 304 146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,139) 229 610 232 763 374 1,224 1,216 -85 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 32.5 9.6 79.8 57.3 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 3 9 18 19 30 29
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,014 COMMITMENTS 13,507 14,585 1,008 25,856 25,276 40,371 40,869 7,643 7,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 943) -1,537 3,762 -17 2,388 -2,435 834 1,310 109 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 30.4 2.1 53.9 52.6 84.1 85.1 15.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 51 66 27 105 114 173 191
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,070 COMMITMENTS 67,535 72,923 5,040 129,279 126,380 201,854 204,343 38,216 35,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,717) -7,683 18,810 -86 11,940 -12,175 4,171 6,549 546 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 30.4 2.1 53.9 52.6 84.1 85.1 15.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 51 66 27 105 114 173 191
CFTC#209747 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 56,560 COMMITMENTS 14,782 41,752 1,861 4,619 336 21,262 43,949 35,298 12,611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,381) -20,151 35,595 -880 2,190 0 -18,841 34,715 14,460 -39,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 73.8 3.3 8.2 0.6 37.6 77.7 62.4 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 10 7 2 1 17 16
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 48,571 COMMITMENTS 22,506 45,629 49 25,609 2,841 48,164 48,519 407 52 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,377) -6,461 -6,367 1 29 0 -6,431 -6,366 54 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 93.9 0.1 52.7 5.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 30 13 2 4 2 35 16
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,261 COMMITMENTS 55,664 57,300 2,629 49,301 67,172 107,594 127,101 37,667 18,160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,307) 989 -196 744 870 4,571 2,603 5,119 1,704 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 39.4 1.8 33.9 46.2 74.1 87.5 25.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 31 19 9 26 25 64 46
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 572,716 COMMITMENTS 91,030 100,852 3,327 448,354 447,550 542,711 551,729 30,005 20,987 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,177) 3,795 3,823 -2,551 1,530 2,615 2,774 3,887 403 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 17.6 0.6 78.3 78.1 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 69 55 19 165 131 241 198
CFTC#239744 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,673 COMMITMENTS 548 492 32 15,169 16,504 15,749 17,028 1,924 645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,229) 152 -68 -40 333 1,284 445 1,176 784 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.8 0.2 85.8 93.4 89.1 96.4 10.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 12 10 14 12
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,292 COMMITMENTS 17,801 3,149 168 28,449 17,414 46,418 20,731 6,874 32,561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,005) 1,013 -690 133 -1,423 -665 -277 -1,222 -728 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 5.9 0.3 53.4 32.7 87.1 38.9 12.9 61.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 15 7 4 18 26 33 37
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 432,836 COMMITMENTS 35,317 17,925 1,730 385,605 406,123 422,652 425,778 10,184 7,058 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,114) -279 -965 45 906 -40 672 -960 442 2,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 4.1 0.4 89.1 93.8 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 23 12 6 110 83 137 97
CFTC#244042 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,233,983 COMMITMENTS 222,648 56,074 6,470 968,906 1155,727 1198,024 1218,271 35,959 15,712 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,741) -1,251 -5,995 251 481 -6,197 -519 -11,941 -5,222 6,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.5 0.5 78.5 93.7 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 97 34 22 242 147 347 195
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 147,511 COMMITMENTS 26,487 46,975 71,972 49,031 28,419 147,490 147,366 21 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,986) -329 2,379 3,659 1,640 -1,116 4,970 4,922 16 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 31.8 48.8 33.2 19.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 7 1 3 12 12 19
CFTC#251607 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,295 COMMITMENTS 1,000 145 90 1,175 1,950 2,265 2,185 30 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45) 60 0 0 0 30 60 30 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 6.3 3.9 51.2 85.0 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 4 2 7 8 15 13
CFTC#257652 US MIDWEST BUSHELING FERROUS S - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 20 Gross Tons) OPEN INTEREST: 5,754 COMMITMENTS 4,886 2,145 118 726 3,344 5,730 5,607 24 147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 145 0 8 -5 116 148 124 -3 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.9 37.3 2.1 12.6 58.1 99.6 97.4 0.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 9 5 2 3 5 12 12
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,684 COMMITMENTS 8,786 1,984 520 7,791 19,475 17,097 21,979 11,587 6,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 914) 589 770 0 40 45 629 815 285 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 6.9 1.8 27.2 67.9 59.6 76.6 40.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 2 2 10 10 20 13
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 50,452 COMMITMENTS 6,832 2,015 210 34,274 45,054 41,316 47,279 9,136 3,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -600) -206 -681 -46 -171 293 -423 -434 -177 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.0 0.4 67.9 89.3 81.9 93.7 18.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 12 5 2 37 28 49 35
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,742 COMMITMENTS 4,205 5,155 96 5,072 8,805 9,373 14,056 9,369 4,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,123) 1,006 1,210 0 -62 -545 944 665 179 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 27.5 0.5 27.1 47.0 50.0 75.0 50.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 3 1 9 10 15 13
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: 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: 173,743 COMMITMENTS 54,081 400 7,932 111,476 165,352 173,489 173,684 254 59 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 785 0 -750 871 1,640 906 890 -497 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 0.2 4.6 64.2 95.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 28 3 6 36 29 66 38
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,242 COMMITMENTS 6,999 3,975 1,585 21,211 24,587 29,795 30,147 447 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,929) 250 2,962 -207 2,833 164 2,876 2,919 53 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 13.1 5.2 70.1 81.3 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 3 3 23 24 30 28