CFTC Commitments of Traders

Futures+Options 2/27/21


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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 OATS                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

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

CME S&P CONSOLIDATED      CRUDE OIL AVG PRICE OPTIO   

CSCE COCOA                CSCE COFFEE C               

CSCE SUGAR NO. 11         DJ UBS Excess Return        

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            

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   

UP DN GC ULSD VS HO SPR S                                               


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,298 COMMITMENTS 128,359 88,616 170,764 178,883 205,649 478,006 465,029 38,292 51,269 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -45,255) 2,918 -512 -36,221 -10,947 -8,665 -44,250 -45,398 -1,005 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.2 33.1 34.6 39.8 92.6 90.1 7.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 378) 108 116 128 91 124 282 297
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 16,456 COMMITMENTS 6,075 4,482 231 8,979 11,286 15,285 15,999 1,171 457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 625) -52 406 231 347 382 526 1,019 99 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 27.2 1.4 54.6 68.6 92.9 97.2 7.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 2 1 11 18 18 21
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,842 COMMITMENTS 73,093 24,042 58,965 87,451 139,047 219,509 222,054 24,333 21,788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,121) -1,994 1,157 -4,246 -1,633 -4,438 -7,872 -7,527 -248 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 9.9 24.2 35.9 57.0 90.0 91.1 10.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 83 37 65 79 102 188 184
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 86,624 COMMITMENTS 19,402 4,978 7,748 43,496 61,976 70,645 74,702 15,978 11,921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,083) -104 -1,651 -483 -6,458 -4,858 -7,045 -6,992 -38 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 5.7 8.9 50.2 71.5 81.6 86.2 18.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 32 11 17 59 47 99 71
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,462,699 COMMITMENTS 580,165 75,768 623,441 1035,727 1524,015 2239,334 2223,224 223,365 239,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -202,270) -7,532 4,640 -121,670 -67,302 -78,679 -196,504 -195,709 -5,766 -6,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 3.1 25.3 42.1 61.9 90.9 90.3 9.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 956) 261 119 220 430 496 782 765
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,352 COMMITMENTS 1,381 0 118 1,034 3,329 2,533 3,446 1,820 906 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -173) -216 -15 87 -33 -85 -162 -13 -11 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 0.0 2.7 23.8 76.5 58.2 79.2 41.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 10 0 1 9 11 19 12
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,245 COMMITMENTS 251,689 36,721 344,691 488,172 694,287 1084,552 1075,699 88,693 97,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -121,388) 12,884 1,995 -86,339 -48,925 -44,308 -122,380 -128,653 992 7,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 3.1 29.4 41.6 59.2 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 657) 249 88 207 222 274 548 508
CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 45,422 COMMITMENTS 4,519 15,958 403 40,481 29,061 45,403 45,422 19 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,346) 87 72 25 2,234 2,249 2,346 2,346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 35.1 0.9 89.1 64.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 8 8 4 17 19 26 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 197,160 COMMITMENTS 79,156 25,922 6,215 111,789 165,023 197,160 197,160 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 600 0 0 0 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 13.1 3.2 56.7 83.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 10 6 4 16 17 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 187,853 COMMITMENTS 32,053 34,790 7,702 148,098 145,361 187,853 187,853 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,049) 309 3,071 -1,738 -620 -3,382 -2,049 -2,049 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 18.5 4.1 78.8 77.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 4 7 20 13 31 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 141,504 COMMITMENTS 55,964 34,852 10,032 75,482 96,601 141,478 141,485 26 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,984) 1,019 504 1,621 8,349 8,840 10,989 10,966 -5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 24.6 7.1 53.3 68.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 34 12 16 28 25 67 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 32,629 COMMITMENTS 5,219 3,122 1,741 25,586 27,766 32,546 32,629 83 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) 14 27 55 67 64 136 146 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.6 5.3 78.4 85.1 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 4 2 15 11 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DA PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 PA SRECs) OPEN INTEREST: 12,011 COMMITMENTS 2,360 1,632 783 8,868 9,596 12,011 12,011 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 13.6 6.5 73.8 79.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 3 10 8 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DB CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 26,759 COMMITMENTS 2,132 15,326 2,305 22,312 9,107 26,749 26,738 10 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,337) 302 254 650 375 412 1,327 1,316 10 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 57.3 8.6 83.4 34.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 2 13 6 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 17,516 COMMITMENTS 2,115 3,274 230 15,171 14,012 17,516 17,516 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.7 1.3 86.6 80.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 11 11 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,500 COMMITMENTS 2,793 7,220 540 18,142 13,740 21,475 21,500 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -1 0 0 1 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 33.6 2.5 84.4 63.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 7 2 11 11 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 58,022 COMMITMENTS 32,264 24,060 2,837 22,921 31,125 58,022 58,022 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,488) 7,338 7,090 -1,064 214 462 6,488 6,488 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 41.5 4.9 39.5 53.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 5 4 14 14 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DW RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,077 COMMITMENTS 8,967 889 57 24,037 32,131 33,061 33,077 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23) 27 9 0 -50 -32 -23 -23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 2.7 0.2 72.7 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 4 2 13 12 23 17
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 551,290 COMMITMENTS 149,651 20,987 132,110 222,347 372,248 504,109 525,345 47,182 25,945 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75,551) 2,549 -714 -41,328 -35,897 -34,358 -74,676 -76,400 -875 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 3.8 24.0 40.3 67.5 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321) 132 48 88 108 101 280 204
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,498 COMMITMENTS 111,906 282,984 134,922 993,316 788,074 1240,144 1205,980 185,354 219,518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,928) 16,965 -7,746 -17,758 -22,221 2,039 -23,013 -23,464 16,085 16,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 19.9 9.5 69.7 55.3 87.0 84.6 13.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 194) 30 36 40 101 102 156 155
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,957 COMMITMENTS 90,156 305,192 35,713 912,983 684,466 1038,852 1025,371 150,105 163,586 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,530) -1,629 -15,890 21,397 37,609 46,208 57,377 51,715 5,153 10,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 25.7 3.0 76.8 57.6 87.4 86.2 12.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 17 22 18 86 81 115 110
CFTC#021397 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 7,621 COMMITMENTS 90 0 5 7,405 7,606 7,500 7,611 121 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -160 -160 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 97.2 99.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 16 18 17 19
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 30,154 COMMITMENTS 8,682 1,883 1,934 19,328 26,183 29,944 30,000 210 154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,302) 201 147 245 824 878 1,270 1,270 32 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 6.2 6.4 64.1 86.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 5 25 35 32 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 23,791 COMMITMENTS 2,669 7,708 831 19,553 15,252 23,053 23,791 738 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,105) 855 617 190 1,060 1,298 2,105 2,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 32.4 3.5 82.2 64.1 96.9 **** 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 5 4 24 16 29 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141R USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 5,357 COMMITMENTS 30 1,175 225 4,901 3,797 5,156 5,197 201 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 590) 30 -45 70 490 565 590 590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 21.9 4.2 91.5 70.9 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 3 2 12 10 14 15
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,953 COMMITMENTS 1,023 372 167 4,657 5,262 5,847 5,801 106 152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 82) 15 0 0 66 30 81 30 1 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.2 2.8 78.2 88.4 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 3 3 21 24 26 27
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 423,264 COMMITMENTS 61,159 56,995 74,898 240,009 267,457 376,066 399,350 47,198 23,913 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,312) -5,368 5,202 -5,284 273 -10,698 -10,378 -10,779 66 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 13.5 17.7 56.7 63.2 88.8 94.4 11.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197) 58 29 62 87 99 173 167
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,767 COMMITMENTS 250 2,492 967 26,553 39,762 27,770 43,221 18,997 3,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,667) -836 1,567 -652 5,224 3,234 3,736 4,149 931 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.3 2.1 56.8 85.0 59.4 92.4 40.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 17 18 20 20
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 6,404,770 COMMITMENTS ******* 20,088 458,911 4607,330 5907,171 6370,749 6386,170 34,021 18,600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61,661) 8,257 1,246 22,488 31,066 38,136 61,811 61,870 -150 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.3 7.2 71.9 92.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 63 12 54 153 130 225 188
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,555,000 COMMITMENTS 50,139 20,957 594,664 900,405 936,012 1545,208 1551,633 9,791 3,366 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -189,815) -13,276 -12,546 -110,820 -73,105 -68,558 -197,201 -191,924 7,386 2,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.3 38.2 57.9 60.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 17 13 22 50 46 76 72
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,233 COMMITMENTS 1,931 1,006 0 167,033 186,303 168,964 187,309 25,269 6,924 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 297) 372 0 -31 -1,480 -1,758 -1,139 -1,789 1,436 2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.5 0.0 86.0 95.9 87.0 96.4 13.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 0 22 18 24 20
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,643 COMMITMENTS 1,424 1,453 1,012 129,204 123,206 131,640 125,671 7,003 12,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,236) 1,424 124 277 -1,370 1,097 331 1,498 905 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.0 0.7 93.2 88.9 94.9 90.6 5.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 2 20 22 23 24
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,245 COMMITMENTS 7,664 2,145 253 244,272 252,611 252,189 255,009 10,056 7,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -415) 1,174 -120 -451 -633 980 90 409 -505 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.8 0.1 93.1 96.3 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 3 3 29 33 35 38
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,051,437 COMMITMENTS 7,396 5,241 4,684 1027,413 1037,873 1039,493 1047,798 11,944 3,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,241) 984 217 519 5,821 6,619 7,324 7,355 -83 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.5 0.4 97.7 98.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 10 2 5 43 29 53 36
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,170 COMMITMENTS 8,119 1,248 0 335,135 338,892 343,254 340,140 15,916 19,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,173) 432 -2,160 0 844 3,205 1,276 1,045 -103 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.0 93.3 94.4 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 2 0 37 33 43 35
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 601,408 COMMITMENTS 8,095 1,949 369 586,614 594,089 595,078 596,407 6,330 5,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,425) -620 -1,700 -417 3,048 2,668 2,011 551 -586 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 0.1 97.5 98.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 6 1 1 42 37 48 39
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 455,161 COMMITMENTS 4,233 2,183 590 441,130 431,942 445,953 434,715 9,208 20,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,398) -235 1,135 590 1,183 -1,679 1,538 46 -140 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.1 96.9 94.9 98.0 95.5 2.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 4 2 3 33 30 38 34
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 90,471 COMMITMENTS 340 302 213 85,865 85,333 86,418 85,848 4,053 4,623 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 730) 0 0 0 913 1,861 913 1,861 -183 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.2 94.9 94.3 95.5 94.9 4.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 13 18 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 23,117 COMMITMENTS 322 0 112 21,273 21,961 21,707 22,073 1,410 1,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,440) 322 0 112 8,956 8,254 9,390 8,366 -950 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.5 92.0 95.0 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 19 17 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 331,917 COMMITMENTS 4,122 0 0 320,093 326,572 324,215 326,572 7,702 5,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -27) 172 0 0 1,962 -401 2,134 -401 -2,161 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.4 98.4 97.7 98.4 2.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 0 0 26 29 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 189,704 COMMITMENTS 0 0 0 178,876 185,135 178,876 185,135 10,828 4,569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,215) 0 0 0 2,184 2,153 2,184 2,153 31 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 97.6 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 24 22 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 248,571 COMMITMENTS 0 5,317 300 244,379 238,928 244,679 244,545 3,892 4,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 174) 0 540 0 144 90 144 630 30 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.1 98.3 96.1 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 1 20 20 21 22
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 43,873 COMMITMENTS 20,434 0 856 21,176 41,862 42,466 42,718 1,407 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,067) 7,758 0 0 2,815 10,416 10,573 10,416 494 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 0.0 2.0 48.3 95.4 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 10 0 1 13 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 643,870 COMMITMENTS 17,627 7,705 6,281 609,897 625,235 633,805 639,221 10,065 4,649 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,343) 2,788 1,065 -1,246 13,490 16,514 15,032 16,333 311 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 1.0 94.7 97.1 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 7 8 8 54 44 64 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,685 COMMITMENTS 217 244 0 157,910 158,122 158,127 158,366 5,558 5,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.0 96.5 96.6 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 18 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,595 COMMITMENTS 2,363 1,576 715 196,025 200,109 199,103 202,400 4,492 1,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,164) 1,473 -153 248 -2,277 -1,161 -556 -1,066 -608 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.8 0.4 96.3 98.3 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 3 18 20 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,099 COMMITMENTS 4,517 4,142 0 155,198 156,788 159,715 160,930 3,384 2,169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,869) 4,517 2,077 0 19,641 16,705 24,158 18,782 -5,289 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.5 0.0 95.2 96.1 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 4 0 27 28 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 180,362 COMMITMENTS 11,766 14,392 1,164 166,334 163,690 179,264 179,246 1,098 1,116 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,096) 4,066 1,637 620 14,074 16,647 18,760 18,904 336 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 8.0 0.6 92.2 90.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 6 12 4 40 43 50 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 124,982 COMMITMENTS 1,036 0 0 122,593 124,379 123,629 124,379 1,353 603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,582) 0 0 0 19,697 19,489 19,697 19,489 -115 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.1 99.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 1 0 0 27 30 28 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 28,530 COMMITMENTS 0 3,372 0 27,313 24,074 27,313 27,446 1,217 1,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,743) 0 2,728 0 4,135 2,053 4,135 4,781 608 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.8 0.0 95.7 84.4 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 4 0 14 10 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 225,772 COMMITMENTS 921 3,032 1,251 217,524 215,898 219,696 220,181 6,076 5,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,665) -311 2,327 42 1,943 -571 1,674 1,798 -9 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.3 0.6 96.3 95.6 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 2 5 3 33 35 38 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,294 COMMITMENTS 272 0 0 113,458 113,089 113,730 113,089 564 1,205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.3 98.9 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 17 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,805 COMMITMENTS 0 0 0 73,968 71,185 73,968 71,185 9,837 12,620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -183) -226 0 -551 -8 -403 -785 -954 602 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.3 84.9 88.3 84.9 11.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 18 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 205,406 COMMITMENTS 0 558 0 198,244 196,199 198,244 196,757 7,162 8,649 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,500) 0 -18 -4 3,572 3,485 3,568 3,463 -68 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.5 95.5 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 2 0 25 31 25 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 182,860 COMMITMENTS 0 416 0 178,222 178,415 178,222 178,831 4,638 4,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -792) 0 0 0 -910 -913 -910 -913 118 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.5 97.6 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 25 21 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,867 COMMITMENTS 806 0 0 89,924 93,401 90,730 93,401 8,137 5,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 857) -124 0 0 851 -895 727 -895 130 1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 91.0 94.5 91.8 94.5 8.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 0 16 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,637 COMMITMENTS 1,373 0 0 23,325 25,842 24,698 25,842 2,939 1,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,949) 0 0 0 2,855 4,147 2,855 4,147 1,094 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 84.4 93.5 89.4 93.5 10.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 14 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 216,984 COMMITMENTS 2,695 0 0 204,453 194,917 207,148 194,917 9,836 22,067 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) -125 0 0 -223 -1,384 -348 -1,384 491 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 94.2 89.8 95.5 89.8 4.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 10 16 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 162,399 COMMITMENTS 3,918 1,254 124 149,087 150,884 153,129 152,262 9,270 10,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 253) -390 -62 62 -615 -3,542 -943 -3,542 1,196 3,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 0.1 91.8 92.9 94.3 93.8 5.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 1 1 33 28 37 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 50,847 COMMITMENTS 448 310 0 49,119 48,781 49,567 49,091 1,280 1,756 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,635) 0 310 0 2,387 4,165 2,387 4,475 248 -1,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.0 96.6 95.9 97.5 96.5 2.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 11 16 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 245,776 COMMITMENTS 3,431 3,923 730 233,486 231,015 237,647 235,668 8,129 10,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,542) 1,291 5 575 1,517 2,061 3,383 2,641 -841 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.6 0.3 95.0 94.0 96.7 95.9 3.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 5 2 26 33 30 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,597 COMMITMENTS 0 590 30 101,674 101,194 101,704 101,814 2,893 2,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97) -340 342 30 151 -807 -159 -435 62 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 97.2 96.7 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 2 1 25 25 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 113,546 COMMITMENTS 4,494 0 0 100,084 110,461 104,578 110,461 8,968 3,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,413) 0 0 0 2,568 1,561 2,568 1,561 -155 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 88.1 97.3 92.1 97.3 7.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 13 18 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 35,025 COMMITMENTS 448 0 0 33,025 33,118 33,473 33,118 1,552 1,907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,705) 0 0 0 1,767 2,062 1,767 2,062 -62 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 94.3 94.6 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 14 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 344,330 COMMITMENTS 372 1,606 0 331,738 337,405 332,110 339,011 12,220 5,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,423) 372 1,606 0 3,884 2,937 4,256 4,543 167 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 96.3 98.0 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 2 0 30 23 31 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 98,053 COMMITMENTS 0 0 0 89,903 96,183 89,903 96,183 8,150 1,870 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,730) 0 0 0 1,874 2,668 1,874 2,668 856 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 98.1 91.7 98.1 8.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 16 12 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DW TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 29,381 COMMITMENTS 2,742 248 0 26,372 29,021 29,114 29,269 267 112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,153) 2,294 248 0 5,760 8,101 8,054 8,349 99 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.8 0.0 89.8 98.8 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 14 17 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 195,399 COMMITMENTS 0 0 0 191,766 194,452 191,766 194,452 3,633 947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,456) 0 0 0 5,790 6,004 5,790 6,004 -334 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 99.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 22 26 22 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233ED REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 27,230 COMMITMENTS 310 0 0 26,550 26,708 26,860 26,708 370 522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 97.5 98.1 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 12 11 12
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,206,290 COMMITMENTS 274,636 246,677 381,046 483,049 536,229 1138,731 1163,953 67,559 42,337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,440) -14,483 -4,445 -15,902 14,002 5,428 -16,384 -14,918 943 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 20.4 31.6 40.0 44.5 94.4 96.5 5.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 120 88 142 79 69 286 229
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 578,865 COMMITMENTS 140,978 5,068 134,283 296,304 433,160 571,565 572,511 7,300 6,354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -111,324) -20,099 -6,096 -49,378 -41,752 -55,756 -111,229 -111,230 -95 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 0.9 23.2 51.2 74.8 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 47 18 49 54 47 118 97
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 412,530 COMMITMENTS 129,027 37,469 49,474 214,310 314,365 392,812 401,308 19,719 11,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,686) 7,903 -822 2,604 3,525 10,134 14,032 11,916 -1,346 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 9.1 12.0 52.0 76.2 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 31 8 24 55 44 92 70 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 157,963 COMMITMENTS 19,461 51,061 25,162 106,552 77,125 151,175 153,348 6,788 4,615 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,048) 5,827 8,757 499 3,113 3,356 9,439 12,612 609 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 32.3 15.9 67.5 48.8 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 14 13 23 28 28 52 54
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,849 COMMITMENTS 357 2,934 1,159 13,691 10,786 15,207 14,879 642 970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -73) 17 32 34 -72 -2 -21 65 -52 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 18.5 7.3 86.4 68.1 96.0 93.9 4.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 4 4 14 12 20 17
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 8,286 COMMITMENTS 45 183 60 7,921 7,783 8,026 8,026 260 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 322) 0 107 30 242 140 272 277 50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.2 0.7 95.6 93.9 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 19 20 21 22
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,181 COMMITMENTS 5,334 227 3,377 32,841 38,380 41,553 41,984 628 196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,738) -646 50 437 2,937 2,303 2,728 2,790 10 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.5 8.0 77.9 91.0 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 11 7 11 43 63 62 75
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 464,978 COMMITMENTS 100,584 13,235 91,164 212,191 329,773 403,939 434,172 61,040 30,807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,674) 1,221 -1,495 -19,459 -14,103 -11,850 -32,341 -32,805 -334 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 2.8 19.6 45.6 70.9 86.9 93.4 13.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 96 31 74 123 110 251 194
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 301,974 COMMITMENTS 106,469 8,917 59,473 114,589 226,269 280,531 294,659 21,443 7,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,938) 4,543 -523 3,096 4,482 9,873 12,121 12,446 -183 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 3.0 19.7 37.9 74.9 92.9 97.6 7.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 171 34 86 67 74 265 176
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,630 COMMITMENTS 91,380 17,170 4,684 525,242 613,130 621,306 634,984 25,324 11,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 509) 661 96 -248 0 569 413 417 96 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.7 0.7 81.2 94.8 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 4 5 35 32 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,310 COMMITMENTS 5,853 103,664 20,024 257,507 155,077 283,384 278,765 6,926 11,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,755) 3,501 951 -1,582 2,812 5,814 4,731 5,183 24 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 35.7 6.9 88.7 53.4 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 13 16 26 25 44 43
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,729 COMMITMENTS 2,484 1,158 375 4,711 7,457 7,570 8,989 2,160 740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -526) -692 -25 69 91 -770 -532 -725 6 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 11.9 3.9 48.4 76.6 77.8 92.4 22.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 12 6 6 14 15 30 25
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,867 COMMITMENTS 2,276 2,569 1,013 7,240 7,780 10,530 11,362 3,338 2,506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,310) -134 348 -889 -86 -636 -1,108 -1,176 -201 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 18.5 7.3 52.2 56.1 75.9 81.9 24.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 19 18 8 23 10 45 34
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,379,056 COMMITMENTS 623,693 663,559 97,433 1512,141 1541,801 2233,267 2302,793 145,789 76,263 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,557) ******* 2,697 20,276 -72,885 42,612 53,010 65,585 -20,454 -33,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 27.9 4.1 63.6 64.8 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 71 30 35 147 138 231 191
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,885,734 COMMITMENTS 648,808 610,690 799,116 2998,653 2849,483 4446,577 4259,289 439,157 626,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 142,784) -25,560 68,426 193,448 -84,327 -190,314 83,561 71,560 59,222 71,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 12.5 16.4 61.4 58.3 91.0 87.2 9.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 422) 65 93 92 214 217 334 347
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,362,907 COMMITMENTS 258,297 85,109 28,784 940,572 986,729 1227,653 1100,622 135,254 262,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106,656) 18,301 2,230 -1,229 67,740 70,884 84,812 71,885 21,844 34,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.2 2.1 69.0 72.4 90.1 80.8 9.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 19 16 15 77 94 105 116
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,069,175 COMMITMENTS 832,118 683,156 480,997 2431,298 2509,920 3744,414 3674,073 324,762 395,102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 258,695) 18,224 -91,202 230,502 -14,674 69,713 234,052 209,013 24,643 49,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 16.8 11.8 59.7 61.7 92.0 90.3 8.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 312) 51 50 56 158 170 234 252
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,192,400 COMMITMENTS 98,122 209,600 208,908 863,148 750,345 1170,178 1168,853 22,222 23,547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43,944) -37,886 -6,799 14,280 63,878 34,895 40,272 42,376 3,672 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 17.6 17.5 72.4 62.9 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 23 14 28 56 54 91 84
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,098 COMMITMENTS 234 1,055 976 9,895 9,462 11,105 11,493 993 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 223) -50 13 28 391 287 369 328 -146 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 8.7 8.1 81.8 78.2 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 4 8 7 30 27 38 38
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,895 COMMITMENTS 13,575 3,350 10,278 14,789 19,941 38,642 33,569 4,252 9,326 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,273) 378 442 712 867 518 1,956 1,671 317 602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 7.8 24.0 34.5 46.5 90.1 78.3 9.9 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 15 13 21 35 31 59 56
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,442 COMMITMENTS 1,133 231 2,640 7,832 9,132 11,605 12,004 837 438 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 968) 76 78 265 601 682 943 1,025 25 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.9 21.2 62.9 73.4 93.3 96.5 6.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 3 7 32 25 39 34
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,728 COMMITMENTS 7 887 2,375 2,727 1,197 5,109 4,459 619 1,269 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 187) -2 92 73 39 -12 111 154 77 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 15.5 41.5 47.6 20.9 89.2 77.8 10.8 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 6 7 12 7 19 14
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,142 COMMITMENTS 105,778 24,049 87,328 86,535 156,126 279,641 267,503 26,502 38,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,134) 2,816 -3,196 4,776 283 5,799 7,875 7,378 258 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 7.9 28.5 28.3 51.0 91.3 87.4 8.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 314) 137 62 118 82 94 280 225
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 385,827 COMMITMENTS 130,054 20,192 92,316 130,819 223,134 353,189 335,642 32,638 50,185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,734) -4,945 1,848 9,228 -225 -5,391 4,058 5,684 -324 -1,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 5.2 23.9 33.9 57.8 91.5 87.0 8.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 129 72 129 147 181 349 326
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,525 COMMITMENTS 874 305 227 1,390 2,400 2,491 2,932 1,035 593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 149) -75 17 19 141 79 85 115 64 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 8.7 6.4 39.4 68.1 70.7 83.2 29.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 13 10 10 14 17 32 33
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,331 COMMITMENTS 17,980 14,095 7,940 14,489 8,719 40,409 30,755 6,922 16,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -304) 812 1,128 -1,781 486 405 -482 -248 178 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 29.8 16.8 30.6 18.4 85.4 65.0 14.6 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167) 47 36 42 53 58 124 119
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,681 COMMITMENTS 708 14,843 5,966 29,916 15,390 36,590 36,199 1,092 1,482 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,017) -26 837 531 1,600 668 2,105 2,035 -88 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 39.4 15.8 79.4 40.8 97.1 96.1 2.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 5 15 10 34 38 48 54
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 34,709 COMMITMENTS 2,957 372 2,453 29,299 31,764 34,709 34,589 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155) -216 -145 143 -82 -153 -155 -155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.1 7.1 84.4 91.5 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 8 5 8 24 24 34 35
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MWh for about 368 Hours) OPEN INTEREST: 31,982 COMMITMENTS 865 380 2,255 28,861 29,347 31,981 31,982 1 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13) -50 0 125 -62 -112 13 13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 7.1 90.2 91.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 5 5 22 21 29 27
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,422 COMMITMENTS 22,276 5,014 1,963 108,512 126,162 132,751 133,139 671 283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,728) -846 563 -163 3,722 2,312 2,713 2,712 15 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.8 1.5 81.3 94.6 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 13 9 10 34 40 51 55
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,950 COMMITMENTS 6,383 1,875 1,616 46,921 51,361 54,920 54,852 30 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -912) 215 352 -149 -993 -1,148 -927 -945 15 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.4 2.9 85.4 93.5 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 9 4 7 25 26 37 34
CFTC#064396 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 31,609 COMMITMENTS 628 1,802 346 30,635 29,461 31,609 31,609 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 683) -47 143 90 640 450 683 683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.7 1.1 96.9 93.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 4 16 18 20 24
CFTC#06439A PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 50,237 COMMITMENTS 13,577 5,911 933 35,319 43,042 49,829 49,886 408 351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 918) 0 74 -39 867 883 828 918 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.8 1.9 70.3 85.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 4 2 21 25 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 62,517 COMMITMENTS 17,632 6,019 1,449 42,485 54,781 61,566 62,249 951 268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 860) -86 153 -121 1,064 829 857 861 3 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 9.6 2.3 68.0 87.6 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 10 3 23 26 28 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,304 COMMITMENTS 1,402 2,905 1,386 60,932 60,013 63,720 64,304 584 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) 13 0 11 546 560 570 571 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.5 2.2 94.8 93.3 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 3 25 24 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 83,080 COMMITMENTS 1,255 3,103 1,971 79,372 77,966 82,598 83,040 482 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,019) 71 41 -20 966 998 1,017 1,019 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.7 2.4 95.5 93.8 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 4 4 30 24 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,745 COMMITMENTS 0 227 0 32,496 31,763 32,496 31,990 249 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -195) 0 0 0 -197 -195 -197 -195 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.2 97.0 99.2 97.7 0.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 14 12 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 30,889 COMMITMENTS 1,385 618 0 29,188 30,261 30,573 30,879 316 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 325) -50 0 0 375 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.0 0.0 94.5 98.0 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 0 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 106,755 COMMITMENTS 10,553 2,550 3,373 92,329 100,701 106,255 106,625 500 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -291) -1,533 612 381 916 -1,130 -235 -136 -56 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.4 3.2 86.5 94.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 18 6 11 42 40 63 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439S ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 21,154 COMMITMENTS 375 0 0 19,832 20,374 20,207 20,374 947 780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 93.8 96.3 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 0 11 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439U ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,474 COMMITMENTS 350 0 0 17,462 18,474 17,812 18,474 662 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 94.5 **** 96.4 **** 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439V ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 30,092 COMMITMENTS 0 3,608 0 29,972 26,484 29,972 30,092 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 0.0 99.6 88.0 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 15 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439W ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,802 COMMITMENTS 0 3,608 0 29,682 26,194 29,682 29,802 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 0.0 99.6 87.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 15 14 16
CFTC#0643A7 ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 15,438 COMMITMENTS 48 872 216 13,648 12,273 13,912 13,361 1,526 2,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,824) -184 104 -136 -1,992 -2,440 -2,312 -2,472 -512 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.6 1.4 88.4 79.5 90.1 86.5 9.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 1 12 9 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,682 COMMITMENTS 5,008 1,715 400 58,828 61,785 64,236 63,900 446 782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 30 -15 25 -5 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.7 0.6 90.9 95.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 3 3 21 24 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,220 COMMITMENTS 150 286 0 37,047 36,372 37,197 36,658 23 562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155) 100 0 0 -255 -155 -155 -155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.0 99.5 97.7 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 0 20 17 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 44,897 COMMITMENTS 355 2,073 0 44,171 42,799 44,526 44,872 371 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,885) 5 182 0 1,880 1,713 1,885 1,895 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.6 0.0 98.4 95.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 7 0 21 22 22 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,673 COMMITMENTS 2,188 0 35 50,594 53,403 52,817 53,438 856 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) 94 0 0 51 185 145 185 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.1 94.3 99.5 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 1 22 17 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 58,808 COMMITMENTS 3,015 158 35 55,203 58,435 58,253 58,628 555 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,516) 269 20 0 1,232 1,496 1,501 1,516 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.3 0.1 93.9 99.4 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 2 1 23 18 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 368 Hours) OPEN INTEREST: 88,018 COMMITMENTS 1,980 493 2,029 83,640 85,314 87,649 87,836 369 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 984) 75 130 -28 942 892 989 994 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 2.3 95.0 96.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 3 25 26 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 103,983 COMMITMENTS 3,581 1,937 2,936 96,868 98,719 103,385 103,592 598 391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,285) 426 66 17 855 1,097 1,298 1,180 -13 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.9 2.8 93.2 94.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 10 8 29 32 37 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 60,110 COMMITMENTS 456 4,022 1,161 58,473 54,882 60,090 60,065 20 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) -380 140 155 567 57 342 352 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.7 1.9 97.3 91.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 6 20 15 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 43,077 COMMITMENTS 420 3,290 625 42,032 39,162 43,077 43,077 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 485) 120 15 200 165 270 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.6 1.5 97.6 90.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 5 1 17 13 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,782 COMMITMENTS 205 1,656 170 53,550 52,888 53,925 54,714 857 68 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 321) -30 94 0 364 214 334 308 -13 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.0 0.3 97.8 96.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 2 23 21 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 63,536 COMMITMENTS 1,368 5,011 120 60,598 57,835 62,086 62,966 1,450 570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -477) -161 73 0 -255 -524 -416 -451 -61 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 7.9 0.2 95.4 91.0 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 5 1 21 20 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 23,684 COMMITMENTS 262 2,871 410 22,708 20,284 23,380 23,565 304 119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 236 260 236 260 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.1 1.7 95.9 85.6 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 2 17 14 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 21,013 COMMITMENTS 51 1,390 0 20,587 19,585 20,638 20,975 375 38 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 236 260 236 260 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.6 0.0 98.0 93.2 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 16 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,763 COMMITMENTS 1,287 1,003 992 23,784 24,375 26,063 26,370 700 393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 30 71 4 389 392 423 467 -14 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.7 3.7 88.9 91.1 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 4 17 19 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 17,209 COMMITMENTS 650 1,283 270 15,539 15,413 16,459 16,966 750 243 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 86) 0 75 -10 101 21 91 86 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 7.5 1.6 90.3 89.6 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 3 14 13 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 47,712 COMMITMENTS 4,350 6,864 1,731 41,406 38,857 47,487 47,452 225 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,099) -1,350 -119 8 243 -998 -1,099 -1,109 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 14.4 3.6 86.8 81.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 8 5 26 23 34 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 29,411 COMMITMENTS 1,207 3,061 1,413 26,494 24,694 29,114 29,168 297 243 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9) -80 -40 0 89 49 9 9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 10.4 4.8 90.1 84.0 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 5 3 20 20 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 16,891 COMMITMENTS 1,933 437 125 14,811 16,287 16,869 16,849 22 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -132) 200 -29 25 -357 -128 -132 -132 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.6 0.7 87.7 96.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 1 19 16 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 21,951 COMMITMENTS 3,970 0 0 17,911 21,951 21,881 21,951 70 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,555) 1,720 0 0 -205 1,555 1,515 1,555 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.0 0.0 81.6 **** 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 14 11 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,018 COMMITMENTS 740 260 120 8,088 8,558 8,948 8,938 70 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 39) -40 35 15 273 -11 248 39 -209 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.9 1.3 89.7 94.9 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 2 16 14 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,401 COMMITMENTS 560 205 225 7,551 7,891 8,336 8,321 65 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 114) -45 30 20 325 64 300 114 -186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.4 2.7 89.9 93.9 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 2 15 15 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,093 COMMITMENTS 2,575 50 1,920 44,425 47,118 48,920 49,088 173 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -175) 0 0 0 -175 -175 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 3.9 90.5 96.0 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 20 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,598 COMMITMENTS 2,535 25 1,915 44,965 47,653 49,415 49,593 183 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 0 0 0 -110 -110 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.1 3.9 90.7 96.1 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 1 2 19 14 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 119,408 COMMITMENTS 1,786 4,578 1,829 115,373 112,902 118,988 119,309 420 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,362) 55 -668 202 4,105 4,753 4,362 4,287 0 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.8 1.5 96.6 94.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 5 8 5 38 32 45 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 127,349 COMMITMENTS 2,134 3,744 4,053 120,947 119,469 127,134 127,266 215 83 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,469) 144 -752 957 5,347 6,290 6,448 6,495 21 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.9 3.2 95.0 93.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 7 10 8 42 35 54 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 528,406 COMMITMENTS 39,881 22,073 49,181 438,852 456,612 527,914 527,866 492 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,689) -2,990 751 -943 2,348 -1,585 -1,586 -1,777 -103 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 4.2 9.3 83.1 86.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 25 26 35 51 50 91 97 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,000 COMMITMENTS 2,660 550 115 12,475 15,245 15,250 15,910 750 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 0 0 460 420 460 420 -35 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 3.4 0.7 78.0 95.3 95.3 99.4 4.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 14 13 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,634 COMMITMENTS 2,060 550 140 10,654 12,869 12,854 13,559 780 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 485) 0 0 0 510 480 510 480 -25 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 4.0 1.0 78.1 94.4 94.3 99.4 5.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 14 14 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643IB ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 16 MWh OPEN INTEREST: 10,900 COMMITMENTS 910 4,475 555 8,995 5,620 10,460 10,650 440 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,855) -135 2,570 10 3,010 375 2,885 2,955 -30 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 41.1 5.1 82.5 51.6 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 6 6 19 21 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 352 Hours) OPEN INTEREST: 10,590 COMMITMENTS 835 100 145 9,570 10,313 10,550 10,558 40 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.9 1.4 90.4 97.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 1 2 24 21 29 23
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,423 COMMITMENTS 3,495 9,626 0 78,876 72,716 82,371 82,342 7,052 7,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,840) 0 0 0 1,840 1,840 1,840 1,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.8 0.0 88.2 81.3 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 0 20 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 72,857 COMMITMENTS 3,320 8,281 0 61,811 56,841 65,131 65,122 7,726 7,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -750) -120 0 0 -805 -925 -925 -925 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 11.4 0.0 84.8 78.0 89.4 89.4 10.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,481 COMMITMENTS 425 1,175 200 22,675 21,576 23,300 22,951 4,181 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 475) 0 0 0 910 910 910 910 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.3 0.7 82.5 78.5 84.8 83.5 15.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 1 12 14 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 42,512 COMMITMENTS 4,715 7,139 2,335 31,906 29,762 38,956 39,236 3,556 3,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) -960 0 0 985 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 16.8 5.5 75.1 70.0 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 2 20 17 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,357 COMMITMENTS 300 8,379 1,056 28,213 20,187 29,569 29,622 2,788 2,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 25.9 3.3 87.2 62.4 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 2 16 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,345 COMMITMENTS 0 8,070 675 18,085 9,740 18,760 18,485 1,585 1,860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,085) -620 -580 620 895 770 895 810 190 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.7 3.3 88.9 47.9 92.2 90.9 7.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 15 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 84,582 COMMITMENTS 11,885 1,780 1,085 58,647 68,687 71,617 71,552 12,965 13,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,480) 0 180 0 1,135 955 1,135 1,135 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.1 1.3 69.3 81.2 84.7 84.6 15.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 2 18 22 21 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 81,277 COMMITMENTS 12,450 3,255 320 55,507 64,692 68,277 68,267 13,000 13,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,415) 0 180 -30 925 745 895 895 520 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.0 0.4 68.3 79.6 84.0 84.0 16.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 3 2 16 21 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,611 COMMITMENTS 700 16,385 1,050 22,104 6,654 23,854 24,089 3,757 3,522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 583 568 583 568 -568 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 59.3 3.8 80.1 24.1 86.4 87.2 13.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 16 11 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,361 COMMITMENTS 700 16,010 1,125 22,055 6,980 23,880 24,115 3,481 3,246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 0 0 0 608 593 608 593 -593 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 58.5 4.1 80.6 25.5 87.3 88.1 12.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 3 16 11 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,530 COMMITMENTS 22,325 0 120 37,930 60,080 60,375 60,200 2,155 2,330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 670) 0 0 0 670 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 0.0 0.2 60.7 96.1 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 13 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,010 COMMITMENTS 21,500 0 120 40,580 61,940 62,200 62,060 1,810 1,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 0.0 0.2 63.4 96.8 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 1 14 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,693 COMMITMENTS 20,500 50 165 26,833 47,603 47,498 47,818 3,195 2,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -50 0 0 160 110 110 110 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 0.1 0.3 52.9 93.9 93.7 94.3 6.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 2 17 12 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 44,063 COMMITMENTS 15,175 50 515 25,513 40,843 41,203 41,408 2,860 2,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 140) -50 0 0 150 100 100 100 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 0.1 1.2 57.9 92.7 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 2 17 12 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,171 COMMITMENTS 18,775 11,290 1,938 43,230 51,235 63,943 64,463 4,228 3,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 16.6 2.8 63.4 75.2 93.8 94.6 6.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 2 2 19 12 27 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,906 COMMITMENTS 16,765 11,290 1,938 43,815 49,570 62,518 62,798 3,388 3,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 17.1 2.9 66.5 75.2 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 2 2 19 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,039 COMMITMENTS 18,205 8,320 3,575 35,164 45,094 56,944 56,989 6,095 6,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 840 -700 0 420 1,960 1,260 1,260 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 13.2 5.7 55.8 71.5 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 3 3 22 12 28 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,245 COMMITMENTS 12,630 5,850 3,630 30,919 38,069 47,179 47,549 6,066 5,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 410) 0 0 0 170 410 170 410 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 11.0 6.8 58.1 71.5 88.6 89.3 11.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 3 23 11 28 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 196,986 COMMITMENTS 625 49,188 2,855 142,838 94,220 146,318 146,263 50,668 50,723 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,960) -240 4,000 -710 5,804 1,554 4,854 4,844 1,106 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 25.0 1.4 72.5 47.8 74.3 74.3 25.7 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 8 6 28 29 35 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 170,595 COMMITMENTS 945 38,663 3,993 121,710 83,997 126,648 126,653 43,947 43,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,577) 120 3,000 -210 4,105 1,180 4,015 3,970 1,562 1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 22.7 2.3 71.3 49.2 74.2 74.2 25.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 7 6 27 31 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 52,161 COMMITMENTS 1,400 1,410 3,000 42,971 43,036 47,371 47,446 4,790 4,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,055) 0 0 0 -1,995 -1,995 -1,995 -1,995 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.7 5.8 82.4 82.5 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 17 16 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 45,782 COMMITMENTS 1,665 1,135 2,750 35,817 36,532 40,232 40,417 5,550 5,365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48) 0 0 0 -515 -515 -515 -515 467 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.5 6.0 78.2 79.8 87.9 88.3 12.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 19 17 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,240 COMMITMENTS 5,640 3,480 0 28,210 30,640 33,850 34,120 4,390 4,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 0 0 0 410 410 410 410 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 9.1 0.0 73.8 80.1 88.5 89.2 11.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 18 17 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,295 COMMITMENTS 20,810 3,130 75 21,440 39,540 42,325 42,745 4,970 4,550 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 0 0 0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 6.6 0.2 45.3 83.6 89.5 90.4 10.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 1 14 18 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 207,800 COMMITMENTS 26,165 2,837 3,425 142,652 165,996 172,242 172,258 35,558 35,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,003) -200 420 7 -108 -703 -301 -276 5,304 5,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 1.4 1.6 68.6 79.9 82.9 82.9 17.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 6 3 29 29 35 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 173,736 COMMITMENTS 20,975 2,163 4,875 121,795 140,678 147,645 147,716 26,091 26,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,239) 0 230 -50 -8,475 -8,705 -8,525 -8,525 4,286 4,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.2 2.8 70.1 81.0 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 5 2 27 27 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZA PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,505 COMMITMENTS 2,920 300 225 24,555 27,170 27,700 27,695 1,805 1,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 1.0 0.8 83.2 92.1 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 1 11 8 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZB PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,985 COMMITMENTS 2,295 380 475 24,475 26,385 27,245 27,240 1,740 1,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.3 1.6 84.4 91.0 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 1 11 7 14 9
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 7,633 COMMITMENTS 239 457 527 6,108 5,615 6,874 6,599 759 1,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 508) 13 -22 69 346 385 428 432 80 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 6.0 6.9 80.0 73.6 90.1 86.5 9.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 4 7 32 36 40 44
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 29,866 COMMITMENTS 1,299 198 0 28,492 29,626 29,791 29,824 75 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -583) -25 0 0 -466 -471 -491 -471 -92 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.7 0.0 95.4 99.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 1 0 39 39 42 40
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 21,246 COMMITMENTS 395 5 40 20,740 20,865 21,175 20,910 71 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 0 5 25 586 555 611 585 35 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.2 97.6 98.2 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 22 26 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 19,405 COMMITMENTS 1,773 870 238 17,281 17,854 19,292 18,962 113 443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,113) 87 33 0 1,062 957 1,149 990 -36 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 4.5 1.2 89.1 92.0 99.4 97.7 0.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 6 3 2 45 39 51 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641E PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 6,304 COMMITMENTS 60 180 30 5,849 5,909 5,939 6,119 365 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 67) 0 0 0 62 87 62 87 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.5 92.8 93.7 94.2 97.1 5.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 1 12 19 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 25,818 COMMITMENTS 961 180 293 24,564 25,138 25,818 25,611 0 207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532) 112 22 -62 482 572 532 532 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.7 1.1 95.1 97.4 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 2 2 33 35 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 61,043 COMMITMENTS 9,518 740 1,500 49,526 58,179 60,544 60,419 499 624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,670) 1,708 110 -176 1,961 3,529 3,493 3,463 177 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.2 2.5 81.1 95.3 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 8 8 9 74 72 89 83 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641H PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Metric Tonnes OPEN INTEREST: 2,937 COMMITMENTS 86 127 34 2,106 2,309 2,226 2,470 711 467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112) 41 -8 -3 136 356 174 345 -62 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.3 1.2 71.7 78.6 75.8 84.1 24.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 3 18 23 21 26
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,302 COMMITMENTS 161 42 219 4,121 4,259 4,501 4,520 801 782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) 20 22 32 353 258 405 312 49 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.8 4.1 77.7 80.3 84.9 85.3 15.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 3 4 34 32 38 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,855 COMMITMENTS 1,982 25 315 66,493 68,249 68,790 68,589 65 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,642) 142 0 -59 1,622 1,723 1,705 1,664 -63 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 96.6 99.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 5 1 3 36 42 41 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,903 COMMITMENTS 6,675 4,713 4,902 124,225 127,064 135,802 136,679 1,101 224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,994) -849 1,285 -70 4,959 2,765 4,040 3,980 -46 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 3.4 3.6 90.7 92.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 18 8 12 93 83 117 98 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,392 COMMITMENTS 6,714 0 53 45,577 51,720 52,344 51,773 48 619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 661) 128 0 0 533 671 661 671 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.1 87.0 98.7 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 9 0 2 39 34 49 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,030 COMMITMENTS 3,389 1,500 1,082 54,810 57,229 59,281 59,811 749 219 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,588) -341 236 77 3,633 3,285 3,369 3,598 219 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.5 1.8 91.3 95.3 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 12 6 8 58 56 74 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,445 COMMITMENTS 1,195 1,236 125 29,863 29,826 31,183 31,187 262 258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 115 0 0 1,100 1,250 1,215 1,250 40 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.9 0.4 95.0 94.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 4 2 23 31 28 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,691 COMMITMENTS 70 907 443 15,588 14,954 16,101 16,304 590 387 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) 40 -115 72 189 357 301 314 8 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.4 2.7 93.4 89.6 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 3 4 36 31 40 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665W MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,363 COMMITMENTS 65 25 0 2,229 2,298 2,294 2,323 69 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.1 0.0 94.3 97.2 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 22 14 24 15
CFTC#06739C CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 14,737 COMMITMENTS 0 600 0 14,727 14,092 14,727 14,692 10 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 150 0 80 -105 80 45 10 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 99.9 95.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 14 17 15
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 658,818 COMMITMENTS 100,929 47,691 173,563 367,562 422,597 642,054 643,851 16,764 14,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,539) 1,223 706 -3,722 8,222 8,241 5,723 5,225 816 1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 7.2 26.3 55.8 64.1 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 21 22 37 53 55 97 93
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 58,337 COMMITMENTS 40 0 0 57,082 57,149 57,122 57,149 1,215 1,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,068) -10 0 0 9,193 9,068 9,183 9,068 -115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.8 98.0 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 0 0 27 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 21,046 COMMITMENTS 0 0 0 20,995 20,980 20,995 20,980 51 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 17 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 195,075 COMMITMENTS 0 0 0 190,862 185,283 190,862 185,283 4,213 9,792 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,610) 0 0 0 2,850 2,610 2,850 2,610 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 95.0 97.8 95.0 2.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 17 13 17
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,036,384 COMMITMENTS 688,551 129,752 1175,399 1055,890 1673,877 2919,840 2979,028 116,544 57,355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -107,153) -4,996 -2,169 -60,957 -35,890 -38,594 -101,843 -101,720 -5,310 -5,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 4.3 38.7 34.8 55.1 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 380) 157 83 186 108 112 355 308
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,528 COMMITMENTS 30,030 52,666 49,528 68,113 46,268 147,671 148,462 857 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,756) -1,089 3,241 -11,632 -7,063 -11,335 -19,784 -19,727 28 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 35.5 33.3 45.9 31.2 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 6 3 14 18 18 25
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,759 COMMITMENTS 70,006 31,351 2,280 51,795 91,374 124,081 125,005 36,677 35,754 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,630) -3,666 1,004 1,129 2,356 1,066 -181 3,199 5,812 2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 19.5 1.4 32.2 56.8 77.2 77.8 22.8 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 5 4 16 22 21 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,764 COMMITMENTS 50,441 0 9,835 28,623 68,208 88,899 78,042 6,865 17,721 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,677) 1,637 0 524 1,310 2,775 3,470 3,299 207 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 0.0 10.3 29.9 71.2 92.8 81.5 7.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 0 6 15 15 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,898 COMMITMENTS 29,557 53,759 82,976 104,050 81,917 216,583 218,652 8,315 6,246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,412) 7,471 -731 2,331 7,074 14,081 16,876 15,681 -1,464 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 23.9 36.9 46.3 36.4 96.3 97.2 3.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 20 16 34 24 28 58 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,383 COMMITMENTS 6,517 15,488 12,829 32,939 24,605 52,286 52,922 1,098 461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,972) 715 2,853 -543 2,668 560 2,841 2,871 131 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 29.0 24.0 61.7 46.1 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 6 8 12 10 21 20
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,397 COMMITMENTS 28,191 2,710 515 110,734 135,583 139,440 138,808 12,957 13,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,519) -99 -50 0 4,170 3,794 4,071 3,744 -552 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 1.8 0.3 72.7 89.0 91.5 91.1 8.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 1 2 19 19 24 21
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,603 COMMITMENTS 0 7,200 0 89,055 73,262 89,055 80,462 11,548 20,141 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,463) 0 0 0 5,239 3,207 5,239 3,207 -1,776 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 88.5 72.8 88.5 80.0 11.5 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 13,185 COMMITMENTS 0 0 0 13,090 12,997 13,090 12,997 95 188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -940) 0 0 0 -895 -993 -895 -993 -45 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 98.6 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 14 12 14 12
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 230,262 COMMITMENTS 66,633 33,529 58,320 92,234 133,421 217,186 225,271 13,076 4,991 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 876) -1,599 -2,056 1,464 992 2,153 857 1,561 19 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 14.6 25.3 40.1 57.9 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 207) 88 50 63 60 45 177 132
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 9,531 COMMITMENTS 4,303 3,898 382 3,555 4,889 8,239 9,169 1,292 362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -911) -149 489 -147 -308 -636 -603 -294 -307 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 40.9 4.0 37.3 51.3 86.4 96.2 13.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 35 31 14 26 29 69 67
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 75,168 COMMITMENTS 46,517 12,002 5,919 11,695 54,885 64,130 72,806 11,037 2,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -746) -1,281 402 287 331 -1,322 -663 -633 -83 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 16.0 7.9 15.6 73.0 85.3 96.9 14.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 250) 154 30 28 31 46 192 98
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,250,897 COMMITMENTS 283,287 34,620 248,987 600,542 923,126 1132,816 1206,733 118,081 44,164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,347) 5,003 -12,820 14,383 -44,116 -19,732 -24,730 -18,169 2,383 -4,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 2.8 19.9 48.0 73.8 90.6 96.5 9.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 116 24 72 90 89 227 170
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 311,794 COMMITMENTS 74,341 17,300 85,249 138,787 201,700 298,376 304,249 13,417 7,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,505) 10,382 -6,808 6,700 398 18,072 17,480 17,963 1,024 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 5.5 27.3 44.5 64.7 95.7 97.6 4.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 441) 211 63 130 134 133 389 287
CFTC#083736 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 13,177 COMMITMENTS 909 2,620 4,436 7,833 6,122 13,177 13,177 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,515) 74 -1,706 -185 -2,404 -624 -2,515 -2,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 19.9 33.7 59.4 46.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 7 8 10 8 19 17
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 198,143 COMMITMENTS 80,144 31,162 28,614 52,675 125,467 161,433 185,243 36,711 12,900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,023) -1,786 -322 -9,518 -6,934 -7,225 -18,238 -17,064 -1,784 -2,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 15.7 14.4 26.6 63.3 81.5 93.5 18.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 112 41 79 47 52 187 149
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 279,660 COMMITMENTS 140,632 64,878 43,447 70,648 157,873 254,726 266,197 24,933 13,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,726) -7,127 -7,667 3,379 1,780 1,703 -1,968 -2,585 -758 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 23.2 15.5 25.3 56.5 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 160 63 94 54 61 262 183
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 632,438 COMMITMENTS 288,037 71,192 141,388 142,205 396,301 571,630 608,881 60,808 23,557 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -54,121) -4,198 -1,075 -28,256 -16,668 -24,955 -49,122 -54,285 -4,998 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 11.3 22.4 22.5 62.7 90.4 96.3 9.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 345) 202 65 119 62 61 308 202
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,034 COMMITMENTS 10,222 10,481 0 18,839 19,052 29,061 29,533 1,973 1,501 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 572) 490 218 0 195 279 685 497 -113 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 33.8 0.0 60.7 61.4 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 14 0 10 8 30 22
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,176 COMMITMENTS 47,900 37,330 6,924 73,065 116,695 127,888 160,950 51,288 18,227 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,469) 2,588 302 996 792 9,328 4,376 10,627 5,093 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 20.8 3.9 40.8 65.1 71.4 89.8 28.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 34 27 15 36 35 79 68
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,783 COMMITMENTS 21,560 10,350 1,468 15,831 27,856 38,859 39,673 15,924 15,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,998) 5,815 2,807 431 1,267 -684 7,513 2,554 -2,515 2,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 18.9 2.7 28.9 50.8 70.9 72.4 29.1 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 16 6 16 13 31 32
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 166,319 COMMITMENTS 54,584 51,361 7,636 97,326 103,759 159,546 162,756 6,773 3,563 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,358) -3,004 -4,512 4,397 2,123 2,226 3,515 2,111 -1,157 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 30.9 4.6 58.5 62.4 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145) 60 35 18 31 26 98 74
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,051 COMMITMENTS 69,311 34,256 12,804 72,500 121,062 154,615 168,122 49,436 35,928 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,852) 7,243 -1,924 -3,430 795 8,010 4,607 2,656 6,245 8,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 16.8 6.3 35.5 59.3 75.8 82.4 24.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 35 29 15 37 47 81 82
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,943 COMMITMENTS 66,690 39,648 6,452 95,563 122,039 168,705 168,138 26,238 26,805 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,379) -251 6,322 -841 -3,636 -9,986 -4,727 -4,505 -1,652 -1,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 20.3 3.3 49.0 62.6 86.5 86.3 13.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 36 22 18 45 36 89 68
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,446 COMMITMENTS 17,563 31,443 5,374 13,446 305 36,382 37,122 5,064 4,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,408) 1,751 1,314 3,289 600 -82 5,640 4,521 -233 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 75.9 13.0 32.4 0.7 87.8 89.6 12.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 37 62 9 8 3 51 68
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 743,343 COMMITMENTS 230,992 92,469 29,848 382,617 578,970 643,456 701,287 99,887 42,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,197) 6,546 6,637 1,070 14,908 17,381 22,524 25,088 2,673 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 12.4 4.0 51.5 77.9 86.6 94.3 13.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 318) 110 46 48 130 94 254 174
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,249 COMMITMENTS 11,503 27,440 444 21,023 6,842 32,970 34,726 3,279 1,523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) 1,997 -272 442 -1,282 1,445 1,157 1,615 -194 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 75.7 1.2 58.0 18.9 91.0 95.8 9.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 27 17 4 15 10 44 30
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 422,815 COMMITMENTS 100,923 53,712 72,911 222,732 283,160 396,565 409,783 26,250 13,032 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,957) -11,129 2,982 -5,450 7,952 -3,439 -8,628 -5,907 671 -2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 12.7 17.2 52.7 67.0 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 96 42 83 94 106 230 200
CFTC#111A34 GULF COAST CBOB GAS A2 PL RBOB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,004 COMMITMENTS 0 0 0 20,004 19,724 20,004 19,724 1,000 1,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 93.9 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 18 16 18 16
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,238 COMMITMENTS 30,422 15,767 903 10,393 28,760 41,718 45,430 6,520 2,808 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 179 -758 19 -297 619 -99 -120 216 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 32.7 1.9 21.5 59.6 86.5 94.2 13.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 44 19 9 19 16 66 41
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 392,604 COMMITMENTS 41,074 203,992 60,036 269,767 97,654 370,877 361,682 21,727 30,922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,336) -8,003 -8,323 -11,568 -11,406 -11,817 -30,977 -31,708 -359 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 52.0 15.3 68.7 24.9 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 38 81 75 36 40 124 152
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,505 COMMITMENTS 9,603 3,823 1 2,638 8,190 12,242 12,014 1,263 1,491 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -497) 1,069 -132 1 -1,349 -429 -279 -560 -218 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 28.3 0.0 19.5 60.6 90.6 89.0 9.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 13 10 1 8 6 21 17
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 46,192 COMMITMENTS 14,789 18,113 951 21,453 20,937 37,193 40,000 8,999 6,191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -913) -91 -477 -13 -610 15 -714 -475 -199 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 39.2 2.1 46.4 45.3 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 34 16 11 29 32 66 56
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 92,383 COMMITMENTS 29,579 36,226 1,901 42,906 41,874 74,386 80,001 17,997 12,382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,826) -182 -955 -25 -1,221 30 -1,429 -951 -397 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 39.2 2.1 46.4 45.3 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 34 16 11 29 32 66 56
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,734 COMMITMENTS 2,543 1,099 0 20,064 23,166 22,607 24,265 2,127 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 707) 106 655 0 757 -50 863 605 -156 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 4.4 0.0 81.1 93.7 91.4 98.1 8.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 0 18 10 22 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 958,787 ******** 8552,959 8994,415 ******** ******** 602,946 883,398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 767,221) 98,206 -52,712 582,118 128,533 240,380 808,857 769,785 -41,636 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 4.3 50.9 38.8 40.8 97.3 96.0 2.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 61 74 99 133 134 257 250
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 11,394 COMMITMENTS 6,379 8,507 1,634 380 272 8,393 10,413 3,001 981 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -822) -134 -943 -68 13 52 -188 -959 -634 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 74.7 14.3 3.3 2.4 73.7 91.4 26.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 57 23 21 3 3 67 42
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 480,932 COMMITMENTS 40,001 46,827 111,239 329,385 321,206 480,626 479,273 306 1,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,319) 3,230 -993 -5,147 16,134 19,076 14,217 12,936 102 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 9.7 23.1 68.5 66.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 27 28 39 34 38 81 87
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 255,102 COMMITMENTS 81,581 16,967 43,141 130,221 194,788 254,943 254,896 159 206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,881) 17,085 -4,440 -1,834 6,560 28,044 21,811 21,770 70 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 6.7 16.9 51.0 76.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 23 23 30 23 36 60 76
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 247,945 COMMITMENTS 51,819 18,019 24,469 168,904 204,141 245,192 246,629 2,752 1,316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,864) -3,356 1,397 -5,462 2,268 -2,618 -6,550 -6,683 -314 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 7.3 9.9 68.1 82.3 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 120 44 40 61 58 199 132
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 685,622 COMMITMENTS 74,757 74,895 100,578 438,380 443,597 613,716 619,071 71,906 66,551 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,379) 108 -9,791 -2,741 -1,127 8,577 -3,760 -3,955 -1,619 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 10.9 14.7 63.9 64.7 89.5 90.3 10.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 577) 105 88 104 299 270 453 413
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 41,625 COMMITMENTS 7,181 3,122 4,078 19,363 26,419 30,622 33,619 11,003 8,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,432) 2,028 840 -39 -2,531 2,977 -542 3,778 1,974 -2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.5 9.8 46.5 63.5 73.6 80.8 26.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 6 8 10 8 20 18
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,164 COMMITMENTS 0 1,180 0 12,072 10,822 12,072 12,002 1,092 1,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 334) 0 160 -135 736 194 601 219 -267 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 91.7 82.2 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 0 8 13 8 16
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 26,503 COMMITMENTS 1,987 5,651 0 21,941 19,212 23,928 24,863 2,575 1,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,005) 372 -609 0 657 1,274 1,029 665 -24 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.3 0.0 82.8 72.5 90.3 93.8 9.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 3 0 18 12 22 15
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,219,988 COMMITMENTS 377,942 398,927 442,442 2095,088 2085,889 2915,472 2927,258 304,516 292,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,055) -992 -44,541 -22,120 7,023 27,997 -16,089 -38,665 -17,966 4,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 12.4 13.7 65.1 64.8 90.5 90.9 9.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 575) 104 89 104 296 269 450 412 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 50,418 COMMITMENTS 20,102 898 0 26,591 48,868 46,693 49,766 3,725 652 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,838) 1,112 270 0 2,627 3,820 3,739 4,090 99 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 1.8 0.0 52.7 96.9 92.6 98.7 7.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 2 0 19 13 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874F E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 19,363 COMMITMENTS 935 1,111 0 15,663 17,938 16,598 19,049 2,765 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 628) 0 0 0 647 557 647 557 -19 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.7 0.0 80.9 92.6 85.7 98.4 14.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 11 8 13 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 17,918 COMMITMENTS 262 760 0 15,672 16,176 15,934 16,936 1,984 982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.2 0.0 87.5 90.3 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 10 7 11 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874N S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 125,938 COMMITMENTS 0 3,000 0 125,438 122,438 125,438 125,438 500 500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 11 14 11 15
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 28,051 COMMITMENTS 5,956 1,247 43 22,010 26,670 28,009 27,960 42 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375) 51 -1,699 43 288 2,031 382 375 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 4.4 0.2 78.5 95.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 1 20 18 26 19
CFTC#192651 US MIDWEST DOMESTIC HOT-ROLL - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 28,581 COMMITMENTS 2,709 8,844 2,958 22,610 16,633 28,277 28,435 304 146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,154) 234 605 237 768 389 1,239 1,231 -85 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 30.9 10.3 79.1 58.2 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 3 9 18 19 30 29
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,235 COMMITMENTS 13,873 14,498 6,259 26,823 26,575 46,955 47,332 8,280 7,903 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24) -918 4,300 -1,462 2,115 -2,548 -266 289 241 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 26.2 11.3 48.6 48.1 85.0 85.7 15.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 57 71 44 112 123 194 213
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,177 COMMITMENTS 69,366 72,489 31,296 134,114 132,877 234,775 236,661 41,402 39,516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -122) -4,589 21,501 -7,312 10,574 -12,742 -1,328 1,446 1,206 -1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 26.2 11.3 48.6 48.1 85.0 85.7 15.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 57 71 44 112 123 194 213
CFTC#209747 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 57,205 COMMITMENTS 14,579 41,752 2,252 4,619 336 21,450 44,340 35,755 12,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,226) -20,434 35,595 -671 2,190 0 -18,914 34,924 14,689 -39,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 73.0 3.9 8.1 0.6 37.5 77.5 62.5 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 10 7 2 1 17 16
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 48,571 COMMITMENTS 22,506 45,629 49 25,609 2,841 48,164 48,519 407 52 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,377) -6,461 -6,367 1 29 0 -6,431 -6,366 54 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 93.9 0.1 52.7 5.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 30 13 2 4 2 35 16
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,964 COMMITMENTS 56,438 57,043 8,695 55,182 74,899 120,316 140,638 39,648 19,327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,364) 1,497 -1,179 1,962 1,891 7,199 5,349 7,982 2,015 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 35.7 5.4 34.5 46.8 75.2 87.9 24.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 32 20 12 28 28 68 52
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 585,467 COMMITMENTS 91,482 101,399 12,873 449,950 449,197 554,305 563,468 31,161 21,998 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) 3,961 4,875 -4,763 1,204 1,616 403 1,728 490 -836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 17.3 2.2 76.9 76.7 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 72 56 28 170 132 255 203
CFTC#239744 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,673 COMMITMENTS 548 492 32 15,169 16,504 15,749 17,028 1,924 645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,229) 152 -68 -40 333 1,284 445 1,176 784 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.8 0.2 85.8 93.4 89.1 96.4 10.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 12 10 14 12
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,292 COMMITMENTS 17,801 3,149 168 28,449 17,414 46,418 20,731 6,874 32,561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,005) 1,013 -690 133 -1,423 -665 -277 -1,222 -728 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 5.9 0.3 53.4 32.7 87.1 38.9 12.9 61.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 15 7 4 18 26 33 37
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 432,836 COMMITMENTS 35,317 17,925 1,730 385,605 406,123 422,652 425,778 10,184 7,058 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,114) -279 -965 45 906 -40 672 -960 442 2,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 4.1 0.4 89.1 93.8 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 23 12 6 110 83 137 97
CFTC#244042 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,233,983 COMMITMENTS 222,648 56,074 6,470 968,906 1155,727 1198,024 1218,271 35,959 15,712 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,741) -1,251 -5,995 251 481 -6,197 -519 -11,941 -5,222 6,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.5 0.5 78.5 93.7 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 97 34 22 242 147 347 195
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 147,511 COMMITMENTS 26,487 46,975 71,972 49,031 28,419 147,490 147,366 21 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,986) -329 2,379 3,659 1,640 -1,116 4,970 4,922 16 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 31.8 48.8 33.2 19.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 7 1 3 12 12 19
CFTC#251607 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,295 COMMITMENTS 1,000 145 90 1,175 1,950 2,265 2,185 30 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45) 60 0 0 0 30 60 30 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 6.3 3.9 51.2 85.0 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 4 2 7 8 15 13
CFTC#257652 US MIDWEST BUSHELING FERROUS S - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 20 Gross Tons) OPEN INTEREST: 5,754 COMMITMENTS 4,886 2,145 118 726 3,344 5,730 5,607 24 147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 145 0 8 -5 116 148 124 -3 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.9 37.3 2.1 12.6 58.1 99.6 97.4 0.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 9 5 2 3 5 12 12
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,684 COMMITMENTS 8,786 1,984 520 7,791 19,475 17,097 21,979 11,587 6,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 914) 589 770 0 40 45 629 815 285 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 6.9 1.8 27.2 67.9 59.6 76.6 40.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 2 2 10 10 20 13
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 50,452 COMMITMENTS 6,832 2,015 210 34,274 45,054 41,316 47,279 9,136 3,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -600) -206 -681 -46 -171 293 -423 -434 -177 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.0 0.4 67.9 89.3 81.9 93.7 18.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 12 5 2 37 28 49 35
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,742 COMMITMENTS 4,205 5,155 96 5,072 8,805 9,373 14,056 9,369 4,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,123) 1,006 1,210 0 -62 -545 944 665 179 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 27.5 0.5 27.1 47.0 50.0 75.0 50.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 3 1 9 10 15 13
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 173,743 COMMITMENTS 54,081 400 7,932 111,476 165,352 173,489 173,684 254 59 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 785 0 -750 871 1,640 906 890 -497 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 0.2 4.6 64.2 95.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 28 3 6 36 29 66 38
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/23/21 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,242 COMMITMENTS 6,999 3,975 1,585 21,211 24,587 29,795 30,147 447 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,929) 250 2,962 -207 2,833 164 2,876 2,919 53 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 13.1 5.2 70.1 81.3 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 3 3 23 24 30 28