CFTC Commitments of Traders

Futures+Options 4/04/20


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT LT TREASURY BONDS    CBT 10-YR US T-NOTES        

CBT 2-YR US T-NOTES       CBT 30-DAY FED FUNDS        

CBT 5-YR US T-NOTES       CBT CORN                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

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

CME S&P CONSOLIDATED      CRUDE OIL AVG PRICE OPTIO   

CSCE COCOA                CSCE COFFEE C               

CSCE SUGAR NO. 11         DJ UBS Excess Return        

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM POUND STERLING          

IMM RUSSIAN RUBLE         IMM S&P 500 STK INDX        

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

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

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp RBOB CALENDAR SWAP          

SING 180 380 Fuel Oil Swa UP DN GC ULSD VS HO SPR S   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,478 COMMITMENTS 104,003 59,792 188,521 169,122 197,755 461,646 446,069 32,833 48,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -816) 17,887 18 -30,175 8,223 26,345 -4,065 -3,812 3,248 2,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 12.1 38.1 34.2 40.0 93.4 90.2 6.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 351) 110 94 123 88 113 274 270
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 26,675 COMMITMENTS 10,451 0 1,761 13,748 24,678 25,961 26,440 714 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,485) 1,121 -300 759 -480 1,006 1,400 1,465 85 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 0.0 6.6 51.5 92.5 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 6 0 4 15 23 22 27
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,675 COMMITMENTS 52,155 48,417 69,409 107,745 112,428 229,309 230,255 23,366 22,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -302) 6,895 -3,128 203 -7,846 2,104 -748 -822 446 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 19.2 27.5 42.6 44.5 90.8 91.1 9.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235) 60 59 71 82 78 191 168
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 77,260 COMMITMENTS 10,036 18,523 3,105 50,946 46,027 64,087 67,655 13,173 9,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 675) 1,257 -1,971 -551 283 2,142 989 -380 -314 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 24.0 4.0 65.9 59.6 82.9 87.6 17.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 11 14 7 54 41 70 59
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,717,093 COMMITMENTS 198,516 270,216 475,426 813,170 748,278 1487,112 1493,920 229,982 223,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,586) -13,655 -21,770 -26,435 16,733 4,601 -23,357 -43,603 -7,229 13,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 15.7 27.7 47.4 43.6 86.6 87.0 13.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 737) 129 144 176 381 353 615 583
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 958,222 COMMITMENTS 112,595 65,685 287,735 486,578 538,783 886,908 892,203 71,314 66,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,465) 6,899 -15,651 -18,280 8,920 29,512 -2,461 -4,420 -4 1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.9 30.0 50.8 56.2 92.6 93.1 7.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 534) 178 105 196 205 193 472 419
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 13,337 COMMITMENTS 4,269 1,992 46 9,022 11,299 13,337 13,337 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -737) 0 30 -30 -700 -730 -730 -730 -7 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 14.9 0.3 67.6 84.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 3 1 12 9 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 44,524 COMMITMENTS 20,903 13,177 95 23,341 31,067 44,339 44,339 185 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,960) -7,030 -3,519 -10 -1,836 -5,357 -8,876 -8,886 -84 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 29.6 0.2 52.4 69.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 11 8 1 20 13 32 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 136,221 COMMITMENTS 34,042 41,054 11,999 90,024 82,815 136,065 135,868 156 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,205) 3,408 317 -732 -17,208 -15,878 -14,532 -16,294 -1,673 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 30.1 8.8 66.1 60.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 28 11 18 30 22 65 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,408 COMMITMENTS 62,090 29,960 2,666 119,652 151,782 184,408 184,408 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 208) 258 -200 -50 0 458 208 208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 16.2 1.4 64.9 82.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 8 3 17 15 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 162,251 COMMITMENTS 22,694 17,749 8,319 131,238 136,183 162,251 162,251 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,631) -219 -50 16 -1,428 -1,597 -1,631 -1,631 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 10.9 5.1 80.9 83.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 3 4 17 12 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,720 COMMITMENTS 12,410 2,888 1,710 20,575 30,092 34,695 34,690 25 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2) 57 -246 -173 120 424 3 5 -5 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 8.3 4.9 59.3 86.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 12 3 5 12 16 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,409 COMMITMENTS 6,350 1,000 0 28,059 33,409 34,409 34,409 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 2.9 0.0 81.5 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 1 0 13 8 20 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,474 COMMITMENTS 9,270 1,871 4,132 20,072 27,421 33,474 33,424 0 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -104) -325 -450 250 -24 96 -99 -104 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 5.6 12.3 60.0 81.9 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 3 3 14 14 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DJ RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,184 COMMITMENTS 1,345 2,107 361 23,752 23,503 25,459 25,971 725 213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -868) 0 24 -50 -667 -926 -718 -953 -150 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 8.0 1.4 90.7 89.8 97.2 99.2 2.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 3 15 12 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,151 COMMITMENTS 1,245 3,628 50 10,856 8,473 12,151 12,151 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 29.9 0.4 89.3 69.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 1 10 8 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,438 COMMITMENTS 2,464 7,722 120 17,829 12,596 20,413 20,438 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -301) 11 222 -322 10 -201 -301 -301 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 37.8 0.6 87.2 61.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 9 1 12 10 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,362 COMMITMENTS 13,436 9,620 1,430 17,496 21,312 32,362 32,362 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -306) -680 570 130 244 -1,006 -306 -306 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 29.7 4.4 54.1 65.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 5 3 14 11 21 16
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,693 COMMITMENTS 56,502 54,124 123,879 287,081 294,499 467,462 472,501 33,231 28,192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,531) -4,417 2,448 -9,414 3,571 -3,665 -10,260 -10,630 -271 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 10.8 24.7 57.3 58.8 93.4 94.4 6.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 303) 63 78 101 111 95 244 230
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,251,042 COMMITMENTS 64,023 150,023 170,348 857,610 794,519 1091,982 1114,890 159,060 136,152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -301,399) -3,985 35,444 -140,808 -158,811 -193,092 -303,604 -298,457 2,204 -2,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.0 13.6 68.6 63.5 87.3 89.1 12.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 22 30 40 96 96 140 144
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,446 COMMITMENTS 85,352 358,163 1,923 832,783 596,491 920,058 956,578 131,388 94,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,926) 7,243 23,439 -209 -24,509 -39,115 -17,475 -15,885 -3,451 -5,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 34.1 0.2 79.2 56.7 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 12 19 8 78 77 94 100
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 38,029 COMMITMENTS 2,417 1,047 4,652 30,928 32,231 37,997 37,930 32 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,537) -5 -203 1,303 1,210 1,428 2,508 2,528 29 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.8 12.2 81.3 84.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 3 6 29 27 37 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,060 COMMITMENTS 656 5,482 2,960 31,822 28,608 35,438 37,050 1,622 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,603) 2 1,399 188 2,353 1,016 2,543 2,603 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 14.8 8.0 85.9 77.2 95.6 **** 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 5 22 22 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141R USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 9,177 COMMITMENTS 2,809 0 1,383 4,879 7,764 9,071 9,147 106 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,161) 828 -93 93 240 1,161 1,161 1,161 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.0 15.1 53.2 84.6 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 3 18 15 21 18
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,882 COMMITMENTS 3,265 1,211 2,008 14,589 16,358 19,862 19,577 20 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,425) 161 161 163 1,158 1,081 1,482 1,405 -57 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 6.1 10.1 73.4 82.3 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 8 28 31 38 39
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,675 COMMITMENTS 12 1,098 223 7,240 6,151 7,475 7,472 200 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -125) -107 -69 -13 25 -43 -95 -125 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.3 2.9 94.3 80.1 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 3 3 20 15 23 19
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,260 COMMITMENTS 37,264 48,168 82,844 200,483 193,285 320,591 324,297 39,669 35,962 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,037) 3,283 -2,874 -4,538 2,269 3,474 1,014 -3,938 -3,051 1,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 13.4 23.0 55.6 53.7 89.0 90.0 11.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 41 39 57 82 85 154 152
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,788 COMMITMENTS 0 1,852 300 35,197 46,548 35,497 48,700 16,291 3,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,655) 0 675 0 4,078 4,470 4,078 5,145 -423 -1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.6 68.0 89.9 68.5 94.0 31.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 1 21 23 22 24
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,506,036 COMMITMENTS 622,322 59,366 401,314 4441,983 5024,572 5465,619 5485,252 40,417 20,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,701) ******* -22,724 -22,964 -183,187 -50,936 -100,825 -96,624 5,124 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.1 7.3 80.7 91.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 41 24 46 150 126 204 183
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,492,152 COMMITMENTS 44,189 14,137 567,351 878,464 909,199 1490,003 1490,687 2,149 1,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -215,665) -29,528 -26,392 -115,173 -71,491 -75,060 -216,192 -216,625 527 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.9 38.0 58.9 60.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 18 6 20 48 45 71 66
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 287,367 COMMITMENTS 5,271 3,575 153 253,147 279,725 258,571 283,453 28,796 3,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,783) 0 0 0 2,635 4,110 2,635 4,110 -852 -2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.2 0.1 88.1 97.3 90.0 98.6 10.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 1 25 18 28 20
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,063 COMMITMENTS 1,609 0 447 134,764 141,423 136,820 141,870 13,243 8,193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,830) -1,124 0 43 -2,127 5,356 -3,208 5,399 9,038 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.3 89.8 94.2 91.2 94.5 8.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 2 19 24 21 26
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,568 COMMITMENTS 10,659 962 7,772 313,907 333,370 332,338 342,104 16,230 6,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) 509 227 496 -1,741 -1,226 -736 -503 520 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.3 2.2 90.1 95.6 95.3 98.1 4.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 2 4 31 27 37 31
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 924,051 COMMITMENTS 2,440 12,155 1,737 907,177 908,052 911,354 921,944 12,697 2,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,904) 89 -24 -131 5,883 5,338 5,841 5,183 63 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 3 3 37 29 41 34
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,072 COMMITMENTS 3,145 6,777 2,045 379,141 377,018 384,331 385,840 10,741 9,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,633) -67 62 -124 2,761 5,840 2,570 5,778 1,063 -2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.5 96.0 95.4 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 4 2 40 37 43 41
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,368 COMMITMENTS 0 815 273 583,655 580,709 583,928 581,797 8,440 10,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,755) -1,208 399 -66 16,026 15,175 14,752 15,508 1,003 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 98.5 98.0 98.6 98.2 1.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 0 3 2 38 41 40 44
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,790 COMMITMENTS 0 2,774 0 437,612 429,956 437,612 432,730 15,178 20,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,677) 0 -574 -152 9,607 9,449 9,455 8,723 222 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.6 95.0 96.6 95.6 3.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 0 2 0 39 30 39 32
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,363 COMMITMENTS 620 4,869 0 105,427 102,475 106,047 107,344 3,316 2,019 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,848) 0 60 0 1,847 1,578 1,847 1,638 1 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 0.0 96.4 93.7 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 0 19 24 20 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 41,372 COMMITMENTS 0 217 0 40,394 40,112 40,394 40,329 978 1,043 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 60 -60 810 780 750 780 180 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.6 97.0 97.6 97.5 2.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 1 0 17 21 17 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 318,454 COMMITMENTS 0 10,223 62 313,101 299,827 313,163 310,112 5,291 8,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,708) 0 455 -62 3,473 5,051 3,411 5,444 297 -1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 98.3 94.2 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 1 23 24 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 203,125 COMMITMENTS 0 0 0 198,050 196,286 198,050 196,286 5,075 6,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 579) 0 0 0 74 -34 74 -34 505 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 96.6 97.5 96.6 2.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 29 23 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 323,261 COMMITMENTS 1,712 2,736 0 314,561 319,091 316,273 321,827 6,988 1,434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,964) 0 -454 0 6,426 6,268 6,426 5,814 -462 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.0 97.3 98.7 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 1 0 26 25 27 26
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 59,856 COMMITMENTS 9,176 899 0 48,910 58,379 58,086 59,278 1,770 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,150) 438 0 0 2,430 2,880 2,868 2,880 282 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.5 0.0 81.7 97.5 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 0 21 19 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 624,393 COMMITMENTS 15,118 7,264 9,073 584,613 600,239 608,804 616,576 15,589 7,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,487) -250 -220 792 11,482 9,559 12,024 10,131 -537 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 1.5 93.6 96.1 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 4 12 8 50 47 58 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 213,046 COMMITMENTS 0 16 1,456 205,251 204,142 206,707 205,614 6,339 7,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,140) -1,291 0 -181 6,380 6,078 4,908 5,897 1,232 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.7 96.3 95.8 97.0 96.5 3.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 23 19 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 48,059 COMMITMENTS 0 337 0 46,316 45,649 46,316 45,986 1,743 2,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 540) 0 120 0 540 270 540 390 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 96.4 95.0 96.4 95.7 3.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 116,674 COMMITMENTS 0 0 0 111,064 113,187 111,064 113,187 5,610 3,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,655) 0 0 0 9,388 9,869 9,388 9,869 267 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 97.0 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 264,116 COMMITMENTS 13,290 2,098 810 246,004 258,748 260,104 261,656 4,012 2,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,755) 5,730 1,650 -30 11,395 16,569 17,095 18,189 660 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.8 0.3 93.1 98.0 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 7 2 1 31 34 39 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 276,317 COMMITMENTS 23,576 6,624 5,050 245,856 263,586 274,482 275,260 1,835 1,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,729) 3,986 -459 2,259 16,160 22,073 22,405 23,873 324 -1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 2.4 1.8 89.0 95.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 8 8 5 44 47 55 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 131,901 COMMITMENTS 0 0 0 129,084 129,340 129,084 129,340 2,817 2,561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,615) 0 0 0 3,582 3,681 3,582 3,681 33 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 98.1 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 0 0 22 26 22 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 47,401 COMMITMENTS 217 3,016 0 45,312 43,008 45,529 46,024 1,872 1,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 0 -60 0 600 572 600 512 -150 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.4 0.0 95.6 90.7 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 0 19 15 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 294,441 COMMITMENTS 1,104 3,077 404 285,264 279,342 286,772 282,823 7,669 11,618 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,069) 267 976 -947 4,448 5,389 3,768 5,418 1,301 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.0 0.1 96.9 94.9 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 4 2 39 34 41 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 133,068 COMMITMENTS 0 217 0 132,000 132,671 132,000 132,888 1,068 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 758) 0 0 0 578 578 578 578 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.2 99.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,157 COMMITMENTS 792 0 0 103,208 101,351 104,000 101,351 11,157 13,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 553) 342 0 -515 576 -60 403 -575 150 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 89.6 88.0 90.3 88.0 9.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 17 18 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 252,811 COMMITMENTS 288 722 1,505 247,871 245,743 249,664 247,970 3,147 4,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,728) -604 722 31 3,334 2,827 2,761 3,580 -1,033 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.6 98.0 97.2 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 1 2 26 30 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 204,927 COMMITMENTS 0 680 0 194,695 201,953 194,695 202,633 10,232 2,294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,235) 0 -60 0 1,233 2,003 1,233 1,943 2 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 95.0 98.5 95.0 98.9 5.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 0 19 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 92,840 COMMITMENTS 0 911 124 80,696 85,913 80,820 86,948 12,020 5,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532) 0 61 0 942 272 942 333 -410 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.1 86.9 92.5 87.1 93.7 12.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 16 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 54,449 COMMITMENTS 1,260 1,020 180 50,019 52,976 51,459 54,176 2,990 273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,268) 0 0 180 6,750 7,088 6,930 7,268 338 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.9 0.3 91.9 97.3 94.5 99.5 5.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 18 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,409 COMMITMENTS 3,921 0 20 192,335 195,653 196,276 195,673 7,133 7,736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,600) 38 0 -130 2,743 2,478 2,651 2,348 -51 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 94.6 96.2 96.5 96.2 3.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 1 14 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 212,303 COMMITMENTS 4,826 8,662 6,853 190,313 184,731 201,992 200,246 10,311 12,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,859) 276 -759 -711 3,348 2,046 2,913 576 -1,054 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.1 3.2 89.6 87.0 95.1 94.3 4.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 2 2 29 26 32 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BM PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 36,003 COMMITMENTS 3,796 1,057 0 29,493 32,921 33,289 33,978 2,714 2,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 2.9 0.0 81.9 91.4 92.5 94.4 7.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 10 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BQ PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,115 COMMITMENTS 0 889 0 29,782 27,361 29,782 28,250 333 1,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 120 0 301 31 301 151 -181 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.9 90.9 98.9 93.8 1.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 9 13 9 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BY SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBtu OPEN INTEREST: 54,463 COMMITMENTS 0 0 0 51,024 53,087 51,024 53,087 3,439 1,376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 97.5 93.7 97.5 6.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 80,744 COMMITMENTS 0 1,414 0 79,707 77,175 79,707 78,589 1,037 2,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 1,980 3,143 1,980 3,143 180 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.7 95.6 98.7 97.3 1.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 1 0 15 21 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 261,776 COMMITMENTS 2,404 804 3,851 247,536 250,515 253,791 255,170 7,985 6,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,462) 33 184 240 9,648 8,555 9,921 8,979 -459 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 1.5 94.6 95.7 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 1 2 29 35 32 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 139,164 COMMITMENTS 0 1,269 3 131,345 134,617 131,348 135,889 7,816 3,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 917) 0 270 0 1,010 283 1,010 553 -93 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 94.4 96.7 94.4 97.6 5.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 2 1 22 24 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CV TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 30,351 COMMITMENTS 1,954 0 0 27,973 30,046 29,927 30,046 424 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) 0 0 0 961 900 961 900 89 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 92.2 99.0 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 11 12 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 180,051 COMMITMENTS 586 0 0 168,509 175,676 169,095 175,676 10,956 4,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,838) 186 0 0 1,224 1,838 1,410 1,838 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 93.6 97.6 93.9 97.6 6.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 13 21 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 53,198 COMMITMENTS 582 0 0 49,320 50,778 49,902 50,778 3,296 2,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,960) 303 0 0 2,670 2,812 2,973 2,812 -1,013 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 92.7 95.5 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 0 17 22 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 271,668 COMMITMENTS 0 1,080 0 250,441 270,250 250,441 271,330 21,227 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,782) 0 360 0 3,944 4,572 3,944 4,932 838 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 92.2 99.5 92.2 99.9 7.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 0 24 19 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 100,602 COMMITMENTS 4,922 0 0 87,117 95,246 92,039 95,246 8,563 5,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,750) 0 0 0 4,719 3,013 4,719 3,013 31 1,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 86.6 94.7 91.5 94.7 8.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DW TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 28,183 COMMITMENTS 3,332 0 0 23,594 27,789 26,926 27,789 1,257 394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 0.0 83.7 98.6 95.5 98.6 4.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 11 10 12 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 214,900 COMMITMENTS 0 1,208 0 207,477 208,375 207,477 209,583 7,423 5,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,913) 0 0 0 5,923 4,386 5,923 4,386 -1,010 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.5 97.0 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 19 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233ED REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 29,615 COMMITMENTS 0 0 0 28,149 26,559 28,149 26,559 1,466 3,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 89.7 95.0 89.7 5.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 12 13 12
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,244,861 COMMITMENTS 195,758 293,243 402,174 583,993 510,634 1181,925 1206,051 62,936 38,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,515) 5,108 -8,522 -5,891 -7,672 5,438 -8,455 -8,975 -2,060 -1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 23.6 32.3 46.9 41.0 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 296) 97 100 128 74 67 253 233
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 672,310 COMMITMENTS 96,371 16,917 187,121 381,677 463,789 665,169 667,827 7,141 4,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80,040) -2,004 1,600 -55,694 -22,453 -25,623 -80,150 -79,716 110 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.5 27.8 56.8 69.0 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 42 17 43 57 52 110 101
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 280,484 COMMITMENTS 12,403 46,289 36,590 211,553 177,831 260,546 260,709 19,938 19,775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,594) -4,577 -6,389 -2,598 -11,369 -8,686 -18,544 -17,673 -1,050 -1,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 16.5 13.0 75.4 63.4 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 6 14 18 42 38 62 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,800 COMMITMENTS 4,716 28,513 20,424 73,524 50,393 98,664 99,330 8,136 7,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -27,402) -9,030 -18,551 -5,793 -12,333 -3,016 -27,156 -27,360 -246 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 26.7 19.1 68.8 47.2 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 9 13 19 26 23 46 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 40,301 COMMITMENTS 11,158 1,219 23,449 5,573 13,817 40,180 38,485 122 1,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,037) -2,262 -2,591 -25,335 -3,448 -3,802 -31,045 -31,727 8 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 3.0 58.2 13.8 34.3 99.7 95.5 0.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 9 2 5 9 7 19 13
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,494 COMMITMENTS 779 4,448 2,324 16,532 12,900 19,635 19,672 859 822 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,125) -126 -501 196 -1,083 -867 -1,013 -1,172 -112 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 21.7 11.3 80.7 62.9 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 6 6 17 16 24 24
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 6,844 COMMITMENTS 210 268 75 6,483 6,239 6,768 6,582 76 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -682) -23 -12 -37 -622 -643 -682 -692 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 1.1 94.7 91.2 98.9 96.2 1.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 17 19 19 22
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 37,331 COMMITMENTS 8,910 692 4,655 23,281 31,749 36,846 37,096 485 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,593) 111 -77 449 1,039 1,248 1,600 1,620 -6 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 1.9 12.5 62.4 85.0 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 14 9 12 47 55 67 72
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 439,265 COMMITMENTS 77,443 22,317 71,467 242,037 321,869 390,946 415,653 48,319 23,612 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,433) 1,607 -3,008 -16,853 -3,557 6,050 -18,804 -13,811 3,371 -1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.1 16.3 55.1 73.3 89.0 94.6 11.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 80 39 71 107 96 225 176
CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,371 COMMITMENTS 175 150 0 1,931 1,846 2,106 1,996 265 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14) -30 0 -20 -14 -34 -64 -54 50 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.3 0.0 81.4 77.9 88.8 84.2 11.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 0 15 15 18 18
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 271,053 COMMITMENTS 34,030 49,225 80,595 145,410 129,915 260,035 259,735 11,018 11,318 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,195) 1,225 3,875 5,768 1,431 -1,081 8,425 8,563 -230 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 18.2 29.7 53.6 47.9 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 292) 86 110 101 77 71 229 223
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 724,455 COMMITMENTS 100,253 10,269 20,748 575,383 675,058 696,384 706,075 28,071 18,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,275) -16,138 -1,944 933 -6,496 -21,859 -21,701 -22,870 -574 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 1.4 2.9 79.4 93.2 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 3 6 35 31 42 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,202 COMMITMENTS 8,509 11,711 16,028 109,440 103,160 133,977 130,899 4,225 7,303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -694) -3,255 3,739 7,596 -5,501 -11,240 -1,160 95 466 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.5 11.6 79.2 74.6 96.9 94.7 3.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 9 5 14 25 22 39 36
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,885 COMMITMENTS 3,004 908 1,364 6,497 9,234 10,864 11,506 2,021 1,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) -35 -6 -208 346 564 102 350 469 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 7.0 10.6 50.4 71.7 84.3 89.3 15.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 21 6 9 16 16 40 28
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,626 COMMITMENTS 3,053 2,363 2,915 8,644 10,332 14,612 15,610 2,015 1,017 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,388) 53 -3,063 446 -1,367 1,041 -868 -1,576 -520 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 14.2 17.5 52.0 62.1 87.9 93.9 12.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 26 11 13 23 15 53 37
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,909,485 COMMITMENTS 689,010 853,203 68,928 1979,869 1898,617 2737,808 2820,749 171,678 88,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265,652) -24,424 34,590 -46,952 -176,532 -243,244 -247,908 -255,606 -17,744 -10,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 29.3 2.4 68.0 65.3 94.1 97.0 5.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 348) 77 42 40 171 154 262 222
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,275,074 COMMITMENTS 488,647 501,028 662,021 2729,643 2761,650 3880,311 3924,698 394,763 350,376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -921,109) 17,151 12,830 -475,595 -453,037 -456,512 -911,481 -919,276 -9,628 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 11.7 15.5 63.9 64.6 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 359) 70 54 79 199 187 304 285
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,550 COMMITMENTS 46,919 108,506 5,074 607,019 472,711 659,012 586,291 96,538 169,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,245) 4,589 612 -479 -59,775 -59,693 -55,665 -59,559 -2,580 1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 14.4 0.7 80.3 62.6 87.2 77.6 12.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 9 15 10 56 63 70 83
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,557,129 COMMITMENTS 450,644 740,436 541,570 3272,838 3003,454 4265,051 4285,459 292,078 271,669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -464,113) -61,774 129,183 -189,114 -211,690 -286,674 -462,577 -346,605 -1,536-117,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 16.2 11.9 71.8 65.9 93.6 94.0 6.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 52 43 57 158 168 235 243
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,697,558 COMMITMENTS 364,112 81,454 307,305 991,121 1266,503 1662,539 1655,262 35,019 42,296 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,988) 8,308 -14,949 -1,622 4,538 28,381 11,225 11,810 -5,237 -5,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 4.8 18.1 58.4 74.6 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 28 20 34 64 69 106 110
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,854 COMMITMENTS 447 1,892 3,126 13,680 12,177 17,252 17,195 602 660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 979) 59 -48 446 590 479 1,095 876 -116 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 10.6 17.5 76.6 68.2 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 11 11 32 25 43 38
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,145 COMMITMENTS 11,814 5,931 17,049 21,207 18,995 50,070 41,975 5,075 13,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,281) 1,336 1,127 4,103 3,206 2,299 8,645 7,529 636 1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 10.8 30.9 38.5 34.4 90.8 76.1 9.2 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 17 20 28 36 31 65 67
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 26,954 COMMITMENTS 1,366 548 7,863 16,726 17,807 25,955 26,218 999 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,103) 386 46 1,071 1,768 1,978 3,226 3,095 -122 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.0 29.2 62.1 66.1 96.3 97.3 3.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 7 6 10 39 29 51 40
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,666 COMMITMENTS 1,573 4,161 4,242 7,017 3,661 12,832 12,064 834 1,602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 420) 404 414 333 -240 -127 496 619 -77 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 30.5 31.0 51.4 26.8 93.9 88.3 6.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 5 9 22 22 31 33
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,561 COMMITMENTS 108 2,766 148 3,475 1,368 3,731 4,283 830 278 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 790) 9 558 -2 687 228 694 784 96 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 60.7 3.2 76.2 30.0 81.8 93.9 18.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 5 4 13 6 18 12
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,048 COMMITMENTS 73,124 35,588 124,175 118,732 145,564 316,031 305,327 22,017 32,721 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,453) 754 -457 14,408 1,856 3,089 17,017 17,040 436 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 10.5 36.7 35.1 43.1 93.5 90.3 6.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304) 100 85 124 91 93 250 253
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,603 COMMITMENTS 69,146 42,772 103,608 141,305 164,235 314,060 310,616 38,543 41,987 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,925) -3,062 -6,853 4,052 -4,344 161 -3,354 -2,640 -1,572 -2,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 12.1 29.4 40.1 46.6 89.1 88.1 10.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 368) 108 76 135 146 148 320 311
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,319 COMMITMENTS 239 817 342 1,789 1,446 2,369 2,604 950 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36) -88 97 -60 90 -6 -58 30 22 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 24.6 10.3 53.9 43.6 71.4 78.5 28.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 14 7 15 13 25 30
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,474 COMMITMENTS 10,901 7,801 13,306 10,399 8,314 34,606 29,421 8,868 14,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,858) 767 -1,244 -4,126 -984 113 -4,344 -5,257 -1,514 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 17.9 30.6 23.9 19.1 79.6 67.7 20.4 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 164) 39 45 48 57 55 128 123
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,367 COMMITMENTS 817 12,702 5,357 33,415 19,822 39,589 37,880 778 2,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,870) 135 2,754 1,006 4,503 1,499 5,644 5,260 226 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 31.5 13.3 82.8 49.1 98.1 93.8 1.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 5 19 12 29 33 44 54
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 23,671 COMMITMENTS 2,484 2,453 3,327 17,534 17,598 23,345 23,378 326 293 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -747) 81 -30 -142 -469 -601 -530 -774 -217 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 10.4 14.1 74.1 74.3 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 8 10 15 21 21 38 37
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,873 COMMITMENTS 3,877 915 2,103 35,796 39,157 41,776 42,175 1,097 698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 348) -93 -218 -27 -627 -90 -747 -335 1,095 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.1 4.9 83.5 91.3 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 5 6 24 24 30 32
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 33,664 COMMITMENTS 2,925 676 1,903 28,446 31,080 33,274 33,659 390 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,495) -125 75 425 1,045 990 1,345 1,490 150 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.0 5.7 84.5 92.3 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 2 6 22 20 28 27
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 142,721 COMMITMENTS 3,259 8,542 10,319 128,935 123,764 142,513 142,625 208 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,502) 5 -1,306 730 777 2,078 1,512 1,502 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.0 7.2 90.3 86.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 6 14 12 32 34 47 51
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,930 COMMITMENTS 1,391 2,847 3,783 68,756 67,281 73,930 73,910 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) -350 30 380 379 -1 409 409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.9 5.1 93.0 91.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 5 4 24 26 31 34
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,855 COMMITMENTS 325 675 825 35,705 35,355 36,855 36,855 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 865) -25 -50 150 740 765 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.8 2.2 96.9 95.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 4 13 17 18 22
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,659 COMMITMENTS 17,031 1,510 4,892 37,567 53,244 59,490 59,646 169 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27) 100 -62 47 -120 42 27 27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 2.5 8.2 63.0 89.2 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 4 2 23 23 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 78,614 COMMITMENTS 25,686 3,681 2,892 49,404 71,993 77,982 78,566 632 48 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) -415 -80 0 -252 -555 -667 -635 37 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 4.7 3.7 62.8 91.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 8 5 3 26 25 36 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,712 COMMITMENTS 2,208 80 2,208 67,577 70,170 71,993 72,458 719 254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) -47 -300 50 427 655 430 405 -60 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.1 3.0 92.9 96.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 26 25 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 89,497 COMMITMENTS 2,212 325 2,750 83,712 86,220 88,674 89,295 823 202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 703) -33 -234 50 746 907 763 723 -60 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.4 3.1 93.5 96.3 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 28 29 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,421 COMMITMENTS 250 170 230 42,519 42,593 42,999 42,993 422 428 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -747) 0 0 0 -747 -757 -747 -757 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.5 97.9 98.1 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,751 COMMITMENTS 460 946 0 24,751 24,805 25,211 25,751 540 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 0 -15 0 -525 -510 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.0 96.1 96.3 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 0 19 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 89,681 COMMITMENTS 20,009 1,378 2,559 66,745 85,502 89,314 89,440 367 241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 510) 838 109 100 -424 290 514 499 -4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 1.5 2.9 74.4 95.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 16 6 11 38 37 56 52
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,149 COMMITMENTS 7,980 499 251 31,638 39,087 39,869 39,837 280 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.2 0.6 78.8 97.4 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 2 19 22 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,131 COMMITMENTS 350 102 273 49,328 49,446 49,951 49,821 180 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -625) 0 0 0 -625 -630 -625 -630 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.5 98.4 98.6 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 24 21 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 37,650 COMMITMENTS 135 1,640 120 36,112 35,513 36,367 37,273 1,283 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -355) 0 -120 0 -355 -235 -355 -355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.4 0.3 95.9 94.3 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 7 1 21 23 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 66,197 COMMITMENTS 1,824 245 185 63,440 65,527 65,449 65,957 748 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 730) 0 0 0 730 730 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 23 16 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 70,090 COMMITMENTS 2,583 295 90 67,092 69,525 69,765 69,910 325 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 539) 34 0 0 505 539 539 539 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 3 2 25 20 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 76,865 COMMITMENTS 1,093 768 972 74,563 75,125 76,628 76,865 237 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) -77 67 70 2,822 2,678 2,815 2,815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.0 1.3 97.0 97.7 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 5 5 29 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 96,619 COMMITMENTS 1,628 2,265 2,828 91,802 91,489 96,259 96,583 360 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 560) -640 -147 344 837 363 540 560 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 2.9 95.0 94.7 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 9 7 28 30 36 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 63,668 COMMITMENTS 600 5,965 50 62,998 57,653 63,648 63,668 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 198) -125 -72 50 273 220 198 198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.4 0.1 98.9 90.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 5 1 16 15 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 53,265 COMMITMENTS 1,000 700 525 51,740 52,040 53,265 53,265 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 1.0 97.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 4 2 13 10 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 61,314 COMMITMENTS 1,386 1,391 1,074 58,810 58,652 61,270 61,117 44 197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 347) 0 110 0 347 222 347 332 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.3 1.8 95.9 95.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 6 3 24 22 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 68,533 COMMITMENTS 1,634 3,887 2,527 64,260 61,742 68,421 68,156 112 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 712) 0 -35 40 672 707 712 712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.7 3.7 93.8 90.1 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 5 3 23 20 30 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 25,559 COMMITMENTS 0 511 75 25,285 24,650 25,360 25,236 199 323 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11) 0 5 0 -15 -19 -15 -14 4 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.3 98.9 96.4 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 1 17 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 25,320 COMMITMENTS 75 0 0 24,899 25,320 24,974 25,320 346 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29) 0 0 0 25 29 25 29 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.3 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 17 13 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,052 COMMITMENTS 300 1,164 1,355 30,356 29,528 32,011 32,047 41 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -696) 110 144 -85 -726 -755 -701 -696 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.6 4.2 94.7 92.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 5 21 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 20,500 COMMITMENTS 651 2,199 325 18,400 17,686 19,376 20,210 1,124 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -579) -20 0 20 -580 -599 -580 -579 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.7 1.6 89.8 86.3 94.5 98.6 5.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 13 12 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 61,789 COMMITMENTS 4,881 5,158 1,628 55,218 54,973 61,727 61,759 62 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,367) 415 30 -169 2,121 2,476 2,367 2,337 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 8.3 2.6 89.4 89.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 4 6 31 28 39 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,848 COMMITMENTS 1,125 1,040 1,248 36,314 36,475 38,687 38,763 161 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,295) 325 20 56 914 1,219 1,295 1,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.7 3.2 93.5 93.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 4 5 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,344 COMMITMENTS 625 796 276 19,213 19,272 20,114 20,344 230 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) -75 120 0 220 125 145 245 80 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 1.4 94.4 94.7 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 5 2 19 18 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 21,948 COMMITMENTS 500 475 0 21,228 21,473 21,728 21,948 220 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 -65 25 -65 25 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.2 0.0 96.7 97.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,536 COMMITMENTS 125 1,500 25 9,221 8,011 9,371 9,536 165 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 25 -50 0 55 130 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 15.7 0.3 96.7 84.0 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 1 12 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,635 COMMITMENTS 125 1,950 0 9,400 7,685 9,525 9,635 110 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 25 50 0 75 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 20.2 0.0 97.6 79.8 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 0 13 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,827 COMMITMENTS 795 380 460 11,324 11,987 12,579 12,827 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 0 0 425 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.0 3.6 88.3 93.5 98.1 **** 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 13 18 15 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,055 COMMITMENTS 795 160 550 10,462 11,345 11,807 12,055 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -153) -40 10 35 -148 -198 -153 -153 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 4.6 86.8 94.1 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,055 COMMITMENTS 1,195 2,100 2,270 33,550 32,685 37,015 37,055 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 -200 200 0 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 5.7 6.1 90.5 88.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 2 22 14 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,976 COMMITMENTS 1,195 1,535 2,550 33,190 32,891 36,935 36,976 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 210) 0 -200 190 20 220 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.2 6.9 89.8 89.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 108,677 COMMITMENTS 1,985 5,579 1,275 105,353 101,823 108,613 108,677 64 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,947) 0 170 -70 2,012 1,847 1,942 1,947 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.1 1.2 96.9 93.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 8 8 38 31 48 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 123,454 COMMITMENTS 2,692 6,344 2,267 118,408 114,808 123,367 123,419 87 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 833) 150 235 -75 731 673 806 833 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.1 1.8 95.9 93.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 5 13 10 41 35 55 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 526,054 COMMITMENTS 32,838 24,102 52,760 439,200 448,446 524,798 525,308 1,256 746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -628) 1,572 843 397 -2,643 -2,358 -674 -1,118 46 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 4.6 10.0 83.5 85.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 25 22 26 49 41 84 79 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,876 COMMITMENTS 5,070 600 55 13,316 18,151 18,441 18,806 435 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,065) 0 0 0 3,065 3,065 3,065 3,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 3.2 0.3 70.5 96.2 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 1 18 11 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,744 COMMITMENTS 4,525 600 55 10,581 15,084 15,161 15,739 583 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 925) 0 0 0 925 925 925 925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 3.8 0.3 67.2 95.8 96.3 **** 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 1 17 10 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643IB ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 16 MWh OPEN INTEREST: 1,680 COMMITMENTS 150 425 0 1,320 1,000 1,470 1,425 210 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 25.3 0.0 78.6 59.5 87.5 84.8 12.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 15 9 18 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,943 COMMITMENTS 6,285 1,451 0 5,658 10,482 11,943 11,933 0 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 620) 585 250 0 35 360 620 610 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 12.1 0.0 47.4 87.8 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 13 17 17 18
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 82,183 COMMITMENTS 0 3,870 95 74,764 69,514 74,859 73,479 7,324 8,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,200) 0 0 0 4,405 3,025 4,405 3,025 -205 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.1 91.0 84.6 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 19 20 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,583 COMMITMENTS 0 4,575 30 62,573 56,218 62,603 60,823 5,980 7,760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,972) 0 0 0 3,967 2,187 3,967 2,187 5 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 91.2 82.0 91.3 88.7 8.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 17 20 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 8 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFJ MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 8 14 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,213 COMMITMENTS 11,680 3,710 4,685 39,528 47,788 55,893 56,183 3,320 3,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,710) 0 300 0 2,705 2,405 2,705 2,705 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 6.3 7.9 66.8 80.7 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 2 20 19 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,288 COMMITMENTS 3,295 385 3,415 30,826 34,246 37,536 38,046 2,752 2,242 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,480) -300 0 0 2,820 2,460 2,520 2,460 -40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.0 8.5 76.5 85.0 93.2 94.4 6.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 18 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,295 COMMITMENTS 535 15,835 140 25,930 11,020 26,605 26,995 1,690 1,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 0 0 0 -490 -490 -490 -490 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 56.0 0.5 91.6 38.9 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEV NYISO.WEST_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 11,765 8,820 12,140 12,900 1,830 1,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -285 -285 -285 -285 285 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.2 0.0 84.2 63.1 86.9 92.3 13.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 11 13 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 97,063 COMMITMENTS 14,145 3,640 2,150 61,143 71,638 77,438 77,428 19,625 19,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.8 2.2 63.0 73.8 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 19 22 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 90,720 COMMITMENTS 14,365 6,480 980 56,145 64,000 71,490 71,460 19,230 19,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 170 170 170 170 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 7.1 1.1 61.9 70.5 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 3 3 18 20 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,537 COMMITMENTS 4,030 10,785 1,240 15,887 10,027 21,157 22,052 3,380 2,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,565) 0 835 165 1,332 497 1,497 1,497 68 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 44.0 5.1 64.7 40.9 86.2 89.9 13.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,337 COMMITMENTS 4,735 10,080 1,760 15,101 10,636 21,596 22,476 2,741 1,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 325 1,160 -100 1,395 560 1,620 1,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 41.4 7.2 62.0 43.7 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJI PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,188 COMMITMENTS 12,840 5,780 1,045 16,374 24,319 30,259 31,144 2,929 2,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) 780 575 5 -79 246 706 826 99 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 17.4 3.1 49.3 73.3 91.2 93.8 8.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 2 13 7 16 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,913 COMMITMENTS 23,060 0 45 26,049 48,645 49,154 48,690 2,759 3,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 50 50 50 50 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 0.0 0.1 50.2 93.7 94.7 93.8 5.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 1 13 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,750 COMMITMENTS 19,554 0 2,035 29,181 48,915 50,770 50,950 2,980 2,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,790) -400 0 0 2,120 1,720 1,720 1,720 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.0 3.8 54.3 91.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 0 3 17 13 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,825 COMMITMENTS 17,554 0 2,265 27,431 45,165 47,250 47,430 2,575 2,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) -1,050 0 130 985 -65 65 65 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 0.0 4.5 55.1 90.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 0 3 18 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,295 COMMITMENTS 2,860 5,660 1,240 15,525 13,400 19,625 20,300 2,670 1,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 15 90 120 100 25 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.4 5.6 69.6 60.1 88.0 91.1 12.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 5 4 14 11 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,400 COMMITMENTS 4,050 5,785 850 14,365 13,060 19,265 19,695 2,135 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 125 140 70 100 25 295 235 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 27.0 4.0 67.1 61.0 90.0 92.0 10.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 5 4 15 9 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 74,730 COMMITMENTS 18,065 18,420 2,485 48,565 48,255 69,115 69,160 5,615 5,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,075) 1,200 200 -150 470 1,470 1,520 1,520 555 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 24.6 3.3 65.0 64.6 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 2 4 16 15 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 69,215 COMMITMENTS 14,460 18,420 2,475 47,555 43,640 64,490 64,535 4,725 4,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 700 200 -160 -330 170 210 210 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 26.6 3.6 68.7 63.0 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 2 3 16 15 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 61,736 COMMITMENTS 14,928 13,845 4,685 38,273 38,741 57,886 57,271 3,850 4,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,336) 620 300 0 711 71 1,331 371 5 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 22.4 7.6 62.0 62.8 93.8 92.8 6.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 4 20 12 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,898 COMMITMENTS 6,433 8,130 5,670 35,133 33,781 47,236 47,581 2,662 2,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 120 -250 200 50 420 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 16.3 11.4 70.4 67.7 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 5 19 13 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 169,587 COMMITMENTS 2,990 25,622 12,860 117,568 94,156 133,418 132,638 36,169 36,949 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,480) 500 1,615 -680 1,345 -430 1,165 505 1,315 1,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 15.1 7.6 69.3 55.5 78.7 78.2 21.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 7 5 26 32 31 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 138,657 COMMITMENTS 4,730 20,002 10,596 96,061 80,079 111,387 110,677 27,270 27,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 500 640 -5 530 -95 1,025 540 125 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 14.4 7.6 69.3 57.8 80.3 79.8 19.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 6 24 28 30 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,585 COMMITMENTS 770 14,765 1,905 55,420 41,565 58,095 58,235 5,490 5,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,160) -100 2,100 -150 1,360 -840 1,110 1,110 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.2 3.0 87.2 65.4 91.4 91.6 8.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 2 17 19 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,645 COMMITMENTS 770 15,215 1,745 48,095 33,770 50,610 50,730 6,035 5,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,140) 0 2,100 -250 1,370 -730 1,120 1,120 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 26.9 3.1 84.9 59.6 89.3 89.6 10.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,875 COMMITMENTS 19,975 0 2,695 18,220 38,675 40,890 41,370 2,985 2,505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,025) 2,000 0 0 25 2,025 2,025 2,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 0.0 6.1 41.5 88.1 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 3 14 17 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,095 COMMITMENTS 36,635 0 2,815 11,930 48,655 51,380 51,470 1,715 1,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,905) 2,000 0 50 -145 1,855 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 0.0 5.3 22.5 91.6 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 3 12 16 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 160,371 COMMITMENTS 8,935 2,025 6,950 105,315 111,611 121,200 120,586 39,172 39,786 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 226) 300 -200 120 387 -37 807 -117 -581 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.3 4.3 65.7 69.6 75.6 75.2 24.4 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 2 27 27 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,156 COMMITMENTS 9,414 1,765 6,836 79,161 86,900 95,411 95,501 18,745 18,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 -400 75 0 400 75 75 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.5 6.0 69.3 76.1 83.6 83.7 16.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 24 25 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZA PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,550 COMMITMENTS 5,535 300 575 21,600 26,835 27,710 27,710 1,840 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 -190 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.0 1.9 73.1 90.8 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZB PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,950 COMMITMENTS 4,585 300 500 22,210 26,555 27,295 27,355 1,655 1,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -120) 0 0 0 -190 -190 -190 -190 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 1.0 1.7 76.7 91.7 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 5,006 COMMITMENTS 54 164 103 4,071 3,879 4,228 4,146 778 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 1 53 217 161 270 215 -10 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.3 2.1 81.3 77.5 84.5 82.8 15.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 23 26 26 31
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,920 COMMITMENTS 2,845 0 30 31,715 34,828 34,590 34,858 330 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 582) 0 0 0 582 582 582 582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.1 90.8 99.7 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 1 35 37 37 38
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 22,375 COMMITMENTS 70 0 24 22,179 21,721 22,273 21,745 102 630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,897) 0 0 0 2,887 2,937 2,887 2,937 10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 99.1 97.1 99.5 97.2 0.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 22 26 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,717 COMMITMENTS 245 405 128 7,499 7,831 7,872 8,364 845 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) -30 132 46 485 342 501 520 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.6 1.5 86.0 89.8 90.3 96.0 9.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 3 3 27 28 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 43,955 COMMITMENTS 2,725 625 63 40,572 43,227 43,360 43,915 595 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,465) 249 113 0 2,216 2,387 2,465 2,500 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.4 0.1 92.3 98.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 4 4 1 29 48 34 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 57,017 COMMITMENTS 1,786 1,627 2,023 51,896 51,841 55,705 55,491 1,312 1,526 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 779) -34 -52 126 517 373 609 447 170 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.9 3.5 91.0 90.9 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 9 8 11 66 63 79 78
CFTC#06665A ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,858 COMMITMENTS 206 27 22 1,218 1,302 1,446 1,351 412 507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 159) 10 0 0 218 224 228 224 -69 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.5 1.2 65.6 70.1 77.8 72.7 22.2 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 1 19 16 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,649 COMMITMENTS 125 73 160 3,641 3,811 3,926 4,044 723 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 198) -16 19 -20 147 141 111 140 87 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.6 3.4 78.3 82.0 84.4 87.0 15.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 3 27 27 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,479 COMMITMENTS 1,071 25 123 59,165 60,025 60,359 60,173 120 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,396) 9 0 53 1,334 1,343 1,396 1,396 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.2 97.8 99.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 5 1 3 41 42 46 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,195 COMMITMENTS 3,869 2,802 2,703 132,434 133,768 139,006 139,273 1,189 922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,403) 239 711 -160 4,266 4,076 4,345 4,627 58 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.0 1.9 94.5 95.4 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 9 11 10 85 75 98 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,740 COMMITMENTS 3,590 680 130 37,943 40,368 41,663 41,178 77 562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,151) 0 -15 0 1,146 1,206 1,146 1,191 5 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.6 0.3 90.9 96.7 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 2 3 1 29 37 32 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 62,246 COMMITMENTS 4,245 1,030 1,432 56,178 59,266 61,855 61,728 391 518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,310) 839 175 472 1,279 1,603 2,590 2,250 -280 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.7 2.3 90.3 95.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 14 4 9 57 54 73 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,402 COMMITMENTS 1,000 289 74 38,980 39,375 40,054 39,738 348 664 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,797) 80 -38 50 1,760 1,855 1,890 1,867 -93 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.7 0.2 96.5 97.5 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 4 3 32 37 36 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,870 COMMITMENTS 102 608 762 19,167 19,336 20,031 20,706 839 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) -34 5 -254 1,286 1,168 998 919 -35 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.9 3.7 91.8 92.6 96.0 99.2 4.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 2 3 32 31 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665W MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,320 COMMITMENTS 0 25 35 2,257 2,215 2,292 2,275 28 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.5 97.3 95.5 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 9 16 11
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 965,530 COMMITMENTS 206,061 20,561 314,460 432,152 615,675 952,673 950,696 12,858 14,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,676) 1,144 -1,687 12,311 15,471 14,034 28,926 24,658 -1,250 3,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 2.1 32.6 44.8 63.8 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 32 26 55 67 61 129 118
CFTC#06741R WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 260,404 COMMITMENTS 555 204,190 665 252,109 35,262 253,329 240,117 7,075 20,287 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 78.4 0.3 96.8 13.5 97.3 92.2 2.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 2 12 7 14 11
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 28,477 COMMITMENTS 0 0 0 27,050 26,899 27,050 26,899 1,427 1,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,572) 0 0 0 1,450 1,450 1,450 1,450 122 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 94.5 95.0 94.5 5.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 0 0 28 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 11,239 COMMITMENTS 0 0 0 11,149 11,058 11,149 11,058 90 181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 90 120 90 120 60 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 98.4 99.2 98.4 0.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 239,295 COMMITMENTS 2,520 0 510 225,818 225,805 228,848 226,315 10,447 12,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,530) 1,555 0 -180 -6,987 -10,288 -5,612 -10,468 -3,918 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.2 94.4 94.4 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 1 16 21 17 22
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,291,746 COMMITMENTS 593,348 164,996 1316,458 1247,481 1728,399 3157,288 3209,853 134,458 81,893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 264,173) 49,832 52,488 96,568 101,327 113,258 247,726 262,313 16,447 1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 5.0 40.0 37.9 52.5 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 418) 141 128 182 116 122 359 345
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 297,605 COMMITMENTS 5,523 55,439 134,072 156,260 105,959 295,855 295,470 1,751 2,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 18.6 45.1 52.5 35.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 3 4 14 12 18 17
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,124 COMMITMENTS 57,012 30,462 2,256 109,855 118,027 169,123 150,745 16,001 34,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,398) 6,160 1,636 -4,204 18,695 20,223 20,651 17,655 -3,253 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 16.5 1.2 59.3 63.8 91.4 81.4 8.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 4 5 23 28 30 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,059 COMMITMENTS 35,560 187 30,831 114,998 145,866 181,389 176,885 6,670 11,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,780) 1,204 -328 -11,419 -13,127 -12,002 -23,341 -23,749 1,561 1,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 0.1 16.4 61.1 77.6 96.5 94.1 3.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 2 9 21 21 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,026 COMMITMENTS 0 81,167 2,400 130,791 46,719 133,191 130,286 10,835 13,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,935) 0 -5,810 -344 -5 6,860 -349 706 -1,586 -2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 56.4 1.7 90.8 32.4 92.5 90.5 7.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 7 4 18 11 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 320,894 COMMITMENTS 40,501 100,296 115,254 157,081 98,457 312,837 314,007 8,057 6,887 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,151) -5,039 -2,487 -1,499 -855 -2,474 -7,392 -6,459 241 -692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 31.3 35.9 49.0 30.7 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 28 20 43 24 25 68 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,097 COMMITMENTS 8,695 2,960 20,839 40,053 45,864 69,587 69,663 510 433 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,472) 4,224 -3,035 -652 -15,213 -8,113 -11,641 -11,801 170 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 4.2 29.7 57.1 65.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 5 6 18 18 27 26
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,503 COMMITMENTS 14,432 0 113 181,036 182,928 195,581 183,041 6,922 19,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,168) 11,132 0 -1,102 -11,036 962 -1,006 -140 -5,162 -6,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.1 89.4 90.3 96.6 90.4 3.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 23 27 25 28
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,261 COMMITMENTS 4,426 0 655 117,348 108,521 122,429 109,176 9,832 23,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,440) 1,415 0 -970 -6,507 -5,452 -6,062 -6,422 -378 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.5 88.7 82.1 92.6 82.5 7.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 14 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,628 COMMITMENTS 0 0 0 6,280 6,358 6,280 6,358 348 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 95.9 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 290,950 COMMITMENTS 41,426 42,614 88,812 149,204 152,665 279,442 284,090 11,508 6,859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,560) -6,507 4,092 -5,179 3,450 -6,342 -8,236 -7,429 -324 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 14.6 30.5 51.3 52.5 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 209) 75 53 87 63 48 184 154
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 8,185 COMMITMENTS 2,218 1,328 710 4,081 5,100 7,009 7,139 1,176 1,046 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -862) -214 -1,099 -215 -412 481 -841 -833 -21 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 16.2 8.7 49.9 62.3 85.6 87.2 14.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 26 16 11 27 30 58 52
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 57,694 COMMITMENTS 29,319 11,230 3,507 18,511 40,588 51,337 55,325 6,357 2,369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,026) -2,220 327 -1,416 -3,978 -7,718 -7,614 -8,807 -1,413 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 19.5 6.1 32.1 70.4 89.0 95.9 11.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 78 38 21 35 41 122 91
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,272,170 COMMITMENTS 148,208 109,832 288,900 756,861 808,372 1193,969 1207,104 78,201 65,067 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,728) -3,924 7,059 1,554 15,073 9,496 12,704 18,109 4,024 -1,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 8.6 22.7 59.5 63.5 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 79 59 93 100 87 226 196
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 325,245 COMMITMENTS 36,886 12,826 107,147 172,241 198,230 316,274 318,203 8,971 7,043 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,393) 1,627 -6,571 -4,785 -6,217 1,367 -9,375 -9,989 -18 597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 3.9 32.9 53.0 60.9 97.2 97.8 2.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 129 69 133 129 128 322 281
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 191,043 COMMITMENTS 45,070 16,700 39,115 84,733 124,354 168,917 180,168 22,126 10,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,043) -1,730 -1,683 -20,294 -5,718 -6,640 -27,742 -28,618 -2,301 -1,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 8.7 20.5 44.4 65.1 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181) 80 39 68 41 45 151 126
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 198,301 COMMITMENTS 42,804 66,401 45,220 98,171 71,507 186,195 183,128 12,106 15,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,623) -3,284 -4,477 -6,928 2,394 4,838 -7,818 -6,567 1,196 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 33.5 22.8 49.5 36.1 93.9 92.3 6.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239) 77 83 78 58 55 180 183
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 992,626 COMMITMENTS 300,142 31,730 292,183 346,692 641,811 939,017 965,725 53,609 26,901 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -261,744) -38,823 5,527 -139,519 -79,339 -120,876 -257,681 -254,869 -4,063 -6,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 3.2 29.4 34.9 64.7 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 348) 209 62 129 63 60 313 213
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,867 COMMITMENTS 6,954 2,800 40 14,918 18,687 21,912 21,527 955 1,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -954) -713 99 6 -26 -992 -733 -887 -221 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 12.2 0.2 65.2 81.7 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 9 1 7 6 18 16
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,146 COMMITMENTS 20,171 46,815 12,816 91,196 60,887 124,184 120,519 26,962 30,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,568) -639 -6,093 -3,221 -715 2,103 -4,576 -7,211 -992 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 31.0 8.5 60.3 40.3 82.2 79.7 17.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 18 23 12 37 38 61 68
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,252 COMMITMENTS 10,463 4,974 1,415 9,887 14,789 21,765 21,177 10,487 11,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,330) 264 -487 127 -2,057 -189 -1,665 -549 336 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 15.4 4.4 30.7 45.9 67.5 65.7 32.5 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 8 3 11 14 18 23
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,316 COMMITMENTS 28,169 20,682 1,158 70,603 78,057 99,930 99,898 4,386 4,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,548) -12,283 2,035 6 4,186 -9,516 -8,091 -7,475 544 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 19.8 1.1 67.7 74.8 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 23 46 9 20 28 47 79
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,301 COMMITMENTS 37,282 33,777 26,194 127,782 123,127 191,258 183,098 19,043 27,203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,267) -10,646 -5,653 -187 -4,779 -8,123 -15,611 -13,963 -656 -2,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 16.1 12.5 60.8 58.5 90.9 87.1 9.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 20 29 13 36 47 62 83
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,352 COMMITMENTS 48,231 30,562 21,443 67,208 81,889 136,882 133,895 20,469 23,457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,337) -7,512 -5,567 -2,877 584 -1,218 -9,806 -9,662 -531 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 19.4 13.6 42.7 52.0 87.0 85.1 13.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 24 30 18 41 38 79 72
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,015 COMMITMENTS 22,953 8,888 694 2,083 17,760 25,730 27,342 3,285 1,673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 662) 497 -1,054 -73 29 2,127 453 1,000 210 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 30.6 2.4 7.2 61.2 88.7 94.2 11.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 38 20 6 7 6 48 30
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 634,755 COMMITMENTS 155,182 82,269 53,175 349,926 450,186 558,283 585,630 76,472 49,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,593) 5,445 -11,733 -7,078 -18,994 -2,848 -20,627 -21,659 -10,967 -9,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 13.0 8.4 55.1 70.9 88.0 92.3 12.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 70 57 39 103 78 188 159
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,495 COMMITMENTS 4,156 31,960 1,849 40,581 11,607 46,586 45,416 1,909 3,079 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -881) 963 -4,502 1,325 -3,311 1,927 -1,023 -1,250 142 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 65.9 3.8 83.7 23.9 96.1 93.7 3.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 10 28 6 7 9 21 40
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,697 COMMITMENTS 121,182 32,305 44,305 180,816 271,915 346,302 348,525 20,395 18,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,113) 1,009 2,084 -6,053 -1,103 -4,901 -6,147 -8,870 -2,966 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 8.8 12.1 49.3 74.2 94.4 95.0 5.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 72 52 75 90 110 203 204
CFTC#11165K RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,172 COMMITMENTS 519 2,150 417 6,055 4,211 6,991 6,778 2,181 2,394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 23.4 4.5 66.0 45.9 76.2 73.9 23.8 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 5 3 12 14 17 19
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,527 COMMITMENTS 0 0 0 14,318 12,832 14,318 12,832 209 1,695 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,888) 0 0 0 1,814 2,018 1,814 2,018 74 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 88.3 98.6 88.3 1.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 18 15 18 15
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,736 COMMITMENTS 7,864 24,146 1,181 29,173 8,903 38,219 34,230 1,517 5,506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,163) 1,404 1,137 -12 -204 185 1,188 1,310 -25 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 60.8 3.0 73.4 22.4 96.2 86.1 3.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 18 30 8 21 17 42 52
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 235,004 COMMITMENTS 64,575 82,952 38,945 112,091 89,543 215,611 211,440 19,393 23,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,251) -17,691 -18,022 1,645 -14,384 -13,660 -30,430 -30,037 -2,821 -3,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 35.3 16.6 47.7 38.1 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 34 49 44 32 29 95 97
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,951 COMMITMENTS 2,740 4,708 0 9,836 6,092 12,576 10,800 375 2,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,979) 652 1,084 0 2,835 747 3,487 1,831 -1,508 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 36.4 0.0 75.9 47.0 97.1 83.4 2.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 10 0 4 5 8 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 28,533 COMMITMENTS 3,615 8,539 218 19,323 13,517 23,157 22,274 5,377 6,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,132) -653 5,481 -380 5,173 -3,325 4,140 1,776 -1,007 1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 29.9 0.8 67.7 47.4 81.2 78.1 18.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 14 16 4 37 21 52 40
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 57,067 COMMITMENTS 7,230 17,078 437 38,647 27,034 46,313 44,549 10,754 12,518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,265) -1,306 10,962 -760 10,346 -6,651 8,280 3,551 -2,015 2,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 29.9 0.8 67.7 47.4 81.2 78.1 18.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 14 16 4 37 21 52 40
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,287 COMMITMENTS 3,842 2,800 0 39,057 42,882 42,899 45,682 3,388 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,574) 171 -2,297 0 5,071 8,927 5,242 6,630 1,332 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 6.0 0.0 84.4 92.6 92.7 98.7 7.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 0 12 14 14 18
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1684,561 ******** 9442,694 8656,703 ******** ******** 639,362 781,550 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1010,162) -32,930 551,081 578,339 434,958 -95,162 980,367 ******** 29,794 -24,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.0 60.4 33.6 30.8 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 61 63 104 129 119 250 231
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,982 COMMITMENTS 2,602 3,308 103 0 0 2,705 3,411 1,277 570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6) 331 176 -67 0 0 264 109 -258 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 83.1 2.6 0.0 0.0 67.9 85.7 32.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 27 17 6 0 0 31 19
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 165,708 COMMITMENTS 36,738 30,757 28,284 100,621 104,103 165,643 163,145 65 2,563 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,121) 6,195 -4,399 -8,503 -3,538 5,436 -5,846 -7,466 -275 1,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.6 17.1 60.7 62.8 **** 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 12 14 20 10 16 34 40
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 371,091 COMMITMENTS 20,482 91,459 21,981 328,486 254,522 370,949 367,962 142 3,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,736) -5,390 -797 -1,308 28,395 23,322 21,697 21,217 39 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 24.6 5.9 88.5 68.6 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 26 26 25 38 53 78
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 186,350 COMMITMENTS 4,261 49,865 22,859 158,314 111,673 185,433 184,396 917 1,954 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,008) 2 -7,871 -717 -1,135 6,631 -1,849 -1,957 -159 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 26.8 12.3 85.0 59.9 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 209) 38 97 31 37 58 96 173
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 1,079,152 COMMITMENTS 75,960 86,689 250,079 616,963 593,004 943,002 929,772 136,151 149,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,382) 1,475 1,403 -40,478 7,442 -8,525 -31,561 -47,600 20,179 36,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 8.0 23.2 57.2 55.0 87.4 86.2 12.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 637) 108 124 118 300 311 474 487
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 105,390 COMMITMENTS 10,840 6,825 16,358 57,695 17,121 84,894 40,304 20,496 65,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,427) 5,736 2,114 -1,840 23,373 4,068 27,268 4,342 5,159 28,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 6.5 15.5 54.7 16.2 80.6 38.2 19.4 61.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 5 7 16 11 24 20
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 9,677 COMMITMENTS 902 754 0 7,326 7,488 8,228 8,242 1,449 1,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -222) 536 215 -84 -153 -382 299 -251 -521 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.8 0.0 75.7 77.4 85.0 85.2 15.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 0 11 8 13 10
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,868,810 COMMITMENTS 405,249 478,974 1088,953 2796,336 2879,415 4290,538 4447,342 578,272 421,469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -219,046) 32,033 49,779 -246,526 -79,652 -62,964 -294,145 -259,711 75,100 40,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 9.8 22.4 57.4 59.1 88.1 91.3 11.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 636) 106 126 116 297 309 470 484
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 29,728 COMMITMENTS 2,998 2,577 0 26,343 26,998 29,341 29,575 387 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,001) -90 75 0 1,049 929 959 1,004 42 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 8.7 0.0 88.6 90.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 1 0 21 21 25 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,024 COMMITMENTS 4,421 7,555 1,800 16,633 13,474 22,854 22,829 170 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,085) -798 -836 871 -2,201 -2,188 -2,128 -2,153 43 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 32.8 7.8 72.2 58.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 3 5 18 14 25 22
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,528 COMMITMENTS 12,433 7,754 8,696 19,720 22,578 40,850 39,029 5,678 7,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,556) 11 1,169 -2,377 -1,221 -3,800 -3,588 -5,008 -968 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 16.7 18.7 42.4 48.5 87.8 83.9 12.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 58 44 19 99 97 169 148
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,638 COMMITMENTS 62,166 38,772 43,482 98,600 112,892 204,248 195,146 28,390 37,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,782) 53 5,846 -11,887 -6,107 -19,001 -17,942 -25,042 -4,841 2,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 16.7 18.7 42.4 48.5 87.8 83.9 12.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 58 44 19 99 97 169 148
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 16,134 COMMITMENTS 10,173 14,730 180 5,586 1,205 15,939 16,115 195 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -522) 123 -70 55 -723 -511 -545 -526 23 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 91.3 1.1 34.6 7.5 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 13 14 2 4 3 19 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 165,745 COMMITMENTS 24,043 60,619 18,967 103,895 56,551 146,905 136,137 18,841 29,609 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,876) -3,388 3,267 -725 2,532 -4,534 -1,580 -1,991 -1,296 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 36.6 11.4 62.7 34.1 88.6 82.1 11.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 13 30 14 25 37 49 70
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 550,180 COMMITMENTS 60,165 73,399 15,701 458,527 443,997 534,393 533,098 15,787 17,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,331) 7,409 549 -2,625 -9,716 -2,982 -4,932 -5,058 1,601 1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 13.3 2.9 83.3 80.7 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 45 41 17 136 123 186 176
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,807 COMMITMENTS 3,129 4,300 220 22,802 18,655 26,151 23,175 5,656 8,632 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,128) -1,971 -1,977 -75 -935 -7,112 -2,981 -9,164 -4,147 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 13.5 0.7 71.7 58.7 82.2 72.9 17.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 7 11 2 24 26 33 37
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 525,956 COMMITMENTS 46,822 37,843 535 468,982 483,965 516,339 522,343 9,617 3,613 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41,399) 20,273 7,902 -24 19,114 35,973 39,363 43,851 2,036 -2,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.2 0.1 89.2 92.0 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 17 19 5 89 95 109 116
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,341,820 COMMITMENTS 206,601 112,998 9,598 1090,238 1159,759 1306,437 1282,355 35,383 59,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,931) -8,476 3,115 -1,343 -24,448 -72,136 -34,267 -70,364 2,336 38,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 8.4 0.7 81.3 86.4 97.4 95.6 2.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 83 46 26 195 154 286 218
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 63,997 COMMITMENTS 7,076 14,583 36,391 20,498 12,427 63,965 63,401 32 596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,782) 102 1,966 1,800 1,881 137 3,783 3,903 -1 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 22.8 56.9 32.0 19.4 99.9 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 5 1 5 10 10 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 80,977 COMMITMENTS 7,196 2,380 513 65,892 73,500 73,601 76,393 7,376 4,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,207) -2,135 1 513 350 -1,944 -1,272 -1,430 65 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.9 0.6 81.4 90.8 90.9 94.3 9.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 7 5 2 45 34 52 41
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 145,118 COMMITMENTS 62,411 51 1,441 81,112 143,295 144,964 144,787 154 331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -979) 4,251 2 -5 -5,240 -1,265 -994 -1,268 15 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 0.0 1.0 55.9 98.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 14 1 4 28 24 43 28
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,822 COMMITMENTS 3,195 452 60 21,200 24,290 24,455 24,802 367 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 323) 30 0 0 323 333 353 333 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 1.8 0.2 85.4 97.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 1 31 21 34 25
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,421 COMMITMENTS 319 2,561 179 4,350 2,212 4,848 4,952 573 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 0 114 78 108 -6 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 47.2 3.3 80.2 40.8 89.4 91.3 10.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 7 3 11 6 15 14
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/31/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,693 COMMITMENTS 1,479 44 407 4,724 6,143 6,610 6,594 83 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 235 -24 144 77 364 456 484 -26 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 0.7 6.1 70.6 91.8 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 4 18 21 22 25