CFTC Commitments of Traders

Futures Only 1/18/20


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NYME RBOB GASOLINE                                                      

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,764 COMMITMENTS 146,061 107,856 162,340 136,922 159,403 445,323 429,599 31,441 47,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 42,091) 10,308 6,429 26,096 3,326 7,100 39,730 39,625 2,361 2,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 22.6 34.1 28.7 33.4 93.4 90.1 6.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 407) 143 105 140 73 123 291 312
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 14,789 COMMITMENTS 5,854 300 220 8,657 14,002 14,731 14,522 58 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,025) 625 100 0 400 900 1,025 1,000 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 2.0 1.5 58.5 94.7 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 1 11 20 15 22
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,392 COMMITMENTS 68,855 57,050 81,028 107,031 125,605 256,914 263,683 26,478 19,709 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,623) 3,315 -17 6,747 6,194 7,797 16,256 14,527 -633 1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 20.1 28.6 37.8 44.3 90.7 93.0 9.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 100 59 94 84 89 233 203
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 62,690 COMMITMENTS 10,903 9,175 4,951 34,720 36,122 50,574 50,248 12,116 12,442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,264) 270 -711 75 2,094 2,923 2,439 2,287 -175 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 14.6 7.9 55.4 57.6 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 16 9 11 43 35 61 55
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,556,447 COMMITMENTS 331,721 295,806 326,966 647,324 761,634 1306,011 1384,406 250,436 172,041 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 69,225) 18,043 22,359 27,207 26,511 12,465 71,761 62,031 -2,536 7,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 19.0 21.0 41.6 48.9 83.9 88.9 16.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 774) 165 123 158 336 346 590 557
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,934 COMMITMENTS 2,161 127 1 1,255 3,915 3,417 4,043 1,517 891 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 219) 257 -90 1 -43 173 215 84 4 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 2.6 0.0 25.4 79.3 69.3 81.9 30.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 1 1 7 9 16 11
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 746,122 COMMITMENTS 130,806 96,145 165,296 391,683 417,560 687,785 679,001 58,337 67,121 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,110) 2,933 -3,277 10,784 8,313 14,280 22,030 21,787 2,080 2,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 12.9 22.2 52.5 56.0 92.2 91.0 7.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 557) 165 109 168 160 211 407 429
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 17,314 COMMITMENTS 4,776 954 516 12,022 15,839 17,314 17,309 0 5 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 27.6 5.5 3.0 69.4 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 3 2 13 8 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 68,679 COMMITMENTS 39,527 22,595 2,721 26,241 43,178 68,489 68,494 190 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,609) -1,103 -341 276 -782 -1,544 -1,609 -1,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 32.9 4.0 38.2 62.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 20 8 5 18 18 42 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 49,922 COMMITMENTS 26,762 19,666 190 22,828 29,991 49,780 49,847 142 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -275) -905 315 -490 1,110 -100 -285 -275 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 39.4 0.4 45.7 60.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 21 7 4 20 15 42 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 154,033 COMMITMENTS 41,935 24,401 3,984 108,114 125,648 154,033 154,033 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 27.2 15.8 2.6 70.2 81.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 7 4 16 15 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 114,101 COMMITMENTS 14,169 15,298 3,788 96,144 95,015 114,101 114,101 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 551) 150 0 101 300 450 551 551 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 13.4 3.3 84.3 83.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 2 3 18 10 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 31,535 COMMITMENTS 16,519 3,751 2,387 12,629 25,397 31,535 31,535 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,023) 2,300 0 500 223 2,523 3,023 3,023 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 11.9 7.6 40.0 80.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 11 4 3 10 15 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,464 COMMITMENTS 8,218 1,100 0 27,246 34,364 35,464 35,464 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -202) 58 0 0 -260 -202 -202 -202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.1 0.0 76.8 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 1 0 12 6 21 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 14,342 COMMITMENTS 6,861 450 858 6,623 13,034 14,342 14,342 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 325 0 0 200 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 3.1 6.0 46.2 90.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 2 2 7 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,455 COMMITMENTS 925 2,800 400 11,130 9,255 12,455 12,455 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 117) 75 0 35 7 82 117 117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 22.5 3.2 89.4 74.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 12 8 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,217 COMMITMENTS 2,618 5,950 850 17,722 14,417 21,190 21,217 27 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,317) 450 75 -80 947 1,322 1,317 1,317 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 28.0 4.0 83.5 68.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 7 3 12 11 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 46,149 COMMITMENTS 21,101 10,650 2,437 22,611 33,062 46,149 46,149 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,814) -244 450 200 1,858 1,164 1,814 1,814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 23.1 5.3 49.0 71.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 3 5 15 10 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 14,685 COMMITMENTS 550 7,400 1,450 12,685 5,835 14,685 14,685 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 50.4 9.9 86.4 39.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 3 2 11 7 14 11
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 541,700 COMMITMENTS 165,899 32,622 129,481 209,999 355,813 505,379 517,916 36,321 23,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,959) 2,538 -1,343 26,039 -2,281 4,309 26,296 29,005 -2,337 -5,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 6.0 23.9 38.8 65.7 93.3 95.6 6.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 129 53 114 84 79 274 210
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,037,517 COMMITMENTS 128,338 185,515 14,240 730,279 708,060 872,857 907,815 164,660 129,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,616) 13,371 -28,140 821 13,593 38,543 27,785 11,224 -1,169 15,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 17.9 1.4 70.4 68.2 84.1 87.5 15.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 183) 33 22 23 89 86 130 123
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,496 COMMITMENTS 56,961 501,271 8,194 1028,409 651,304 1093,564 1160,769 160,932 93,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,848) -3,576 3,302 -853 18,423 9,612 13,994 12,061 3,854 5,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 40.0 0.7 82.0 51.9 87.2 92.5 12.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 16 17 13 88 77 110 101
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 25,708 COMMITMENTS 3,705 0 2,835 18,910 22,812 25,450 25,647 258 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -356) 485 0 169 -1,030 -515 -376 -346 20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.0 11.0 73.6 88.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 0 5 23 24 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,668 COMMITMENTS 1,687 3,096 2,946 31,903 31,593 36,536 37,635 1,132 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,601) -225 398 225 2,601 1,978 2,601 2,601 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.2 7.8 84.7 83.9 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 3 21 21 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 6,210 COMMITMENTS 132 1,825 404 5,662 3,981 6,198 6,210 12 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112) 13 -100 0 99 212 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 29.4 6.5 91.2 64.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 2 14 12 17 14
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,538 COMMITMENTS 2,987 1,019 740 12,766 14,717 16,493 16,476 45 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) 144 217 -40 181 118 285 295 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 6.2 4.5 77.2 89.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 1 4 25 31 32 35
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,696 COMMITMENTS 300 1,322 392 7,742 6,979 8,434 8,693 262 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 90 -568 356 -288 384 158 172 17 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 15.2 4.5 89.0 80.3 97.0 **** 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 3 16 16 20 19
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,868 COMMITMENTS 54,344 67,225 87,793 226,947 229,272 369,084 384,290 46,784 31,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,558) -10,120 4,026 -15,383 7,204 -9,216 -18,299 -20,573 -3,259 -985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.2 21.1 54.6 55.1 88.8 92.4 11.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 201) 47 44 71 90 97 180 176
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,835 COMMITMENTS 495 4,625 195 28,402 30,379 29,092 35,199 10,743 4,636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,244) 495 1,300 20 7,643 5,316 8,158 6,636 -1,914 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 11.6 0.5 71.3 76.3 73.0 88.4 27.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 16 19 17 21
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,090,165 COMMITMENTS 315,391 161,633 392,788 4351,901 4507,081 5060,080 5061,502 30,085 28,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71,501) 61,717 7,213 -19,231 29,041 83,618 71,527 71,600 -26 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.2 7.7 85.5 88.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 37 24 44 145 114 200 164
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 226,840 COMMITMENTS 53,808 49,369 31,872 140,970 143,953 226,650 225,194 190 1,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,661) 11,981 11,364 -5,925 -1,395 -940 4,661 4,499 0 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 21.8 14.1 62.1 63.5 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 10 4 9 22 17 34 28
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,660 COMMITMENTS 4,633 4,939 0 241,870 262,380 246,503 267,319 26,157 5,341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,526) -360 -463 -302 4,553 5,660 3,891 4,895 1,635 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.8 0.0 88.7 96.2 90.4 98.0 9.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 0 26 22 28 24
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,852 COMMITMENTS 1,971 123 898 128,349 121,006 131,218 122,027 3,634 12,825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -592) 1,788 -94 123 -922 486 989 515 -1,581 -1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.7 95.2 89.7 97.3 90.5 2.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 22 24 25 26
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,276 COMMITMENTS 8,087 1,362 5,811 305,354 321,241 319,252 328,414 12,024 2,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,179) 2,276 -3,894 524 5,855 11,175 8,655 7,805 -476 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.4 1.8 92.2 97.0 96.4 99.1 3.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 2 3 33 33 37 37
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,619 COMMITMENTS 8,102 10,758 2,562 833,406 838,575 844,070 851,895 9,549 1,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,959) -305 221 502 10,908 10,209 11,105 10,932 -146 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.3 0.3 97.6 98.2 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 2 4 39 27 46 32
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,148 COMMITMENTS 2,836 5,752 1,326 348,425 343,031 352,587 350,109 6,561 9,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,154) 237 -34 -92 2,069 4,477 2,214 4,351 -1,060 -3,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.6 0.4 97.0 95.5 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 2 3 2 40 40 43 44
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 512,806 COMMITMENTS 1,022 1,880 700 503,595 501,487 505,317 504,067 7,489 8,739 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,188) 0 1,284 642 13,522 11,229 14,164 13,155 -976 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 0.1 98.2 97.8 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 1 3 2 40 37 43 40
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,971 COMMITMENTS 0 2,466 0 389,227 382,033 389,227 384,499 6,744 11,472 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,032) 0 -880 0 14,106 13,383 14,106 12,503 -74 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 98.3 96.5 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 1 0 38 32 38 33
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,582 COMMITMENTS 449 3,759 1,050 97,164 94,696 98,663 99,505 3,919 3,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,553) 323 -517 764 1,217 1,162 2,304 1,409 -751 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.7 1.0 94.7 92.3 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 3 17 21 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,243 COMMITMENTS 0 362 0 24,081 23,641 24,081 24,003 1,162 1,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,321) 0 0 0 3,476 3,408 3,476 3,408 -155 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 95.4 93.7 95.4 95.1 4.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 1 0 14 16 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 268,349 COMMITMENTS 0 2,568 0 265,903 257,106 265,903 259,674 2,446 8,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,066) 0 2,084 -58 31,809 28,933 31,751 30,959 -685 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.1 95.8 99.1 96.8 0.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 1 0 25 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 184,266 COMMITMENTS 0 0 0 178,982 181,164 178,982 181,164 5,284 3,102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,362) 0 0 0 7,119 5,871 7,119 5,871 -757 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 98.3 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 26 21 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 288,898 COMMITMENTS 0 2,736 0 282,088 283,994 282,088 286,730 6,810 2,168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,996) 0 0 0 24,752 25,083 24,752 25,083 244 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 97.6 98.3 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 0 22 23 22 24
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 37,480 COMMITMENTS 3,999 0 0 32,199 37,265 36,198 37,265 1,282 215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,830) 0 0 0 8,106 8,686 8,106 8,686 -276 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.0 85.9 99.4 96.6 99.4 3.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 0 12 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 564,570 COMMITMENTS 27,442 136 7,256 521,028 547,705 555,726 555,097 8,844 9,473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,211) -777 14 862 6,201 3,839 6,286 4,715 -3,075 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 1.3 92.3 97.0 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 6 2 6 52 40 61 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 191,074 COMMITMENTS 86 856 1,454 185,636 180,158 187,176 182,468 3,898 8,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,978) -212 437 -128 4,703 3,210 4,363 3,519 -385 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.8 97.2 94.3 98.0 95.5 2.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 2 22 19 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 45,517 COMMITMENTS 98 418 544 44,077 43,178 44,719 44,140 798 1,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,388) -428 418 0 6,940 5,532 6,512 5,950 -124 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 1.2 96.8 94.9 98.2 97.0 1.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 1 16 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 88,796 COMMITMENTS 0 0 0 82,409 83,053 82,409 83,053 6,387 5,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,053) 0 0 0 2,114 2,776 2,114 2,776 939 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.8 93.5 92.8 93.5 7.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 16 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 263,316 COMMITMENTS 798 0 0 255,672 262,768 256,470 262,768 6,846 548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 716) -522 0 0 1,180 716 658 716 58 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 97.1 99.8 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 22 17 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 249,693 COMMITMENTS 6,924 6,975 558 238,495 241,331 245,977 248,864 3,716 829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,822) -522 0 0 8,344 7,822 7,822 7,822 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.8 0.2 95.5 96.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 2 1 33 26 39 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,111 COMMITMENTS 0 868 0 112,850 113,267 112,850 114,135 2,261 976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,744) 0 0 0 3,690 3,628 3,690 3,628 54 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.0 98.4 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 2 0 20 22 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 24,993 COMMITMENTS 383 0 0 23,579 24,838 23,962 24,838 1,031 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,582) 0 0 0 2,582 2,582 2,582 2,582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 94.3 99.4 95.9 99.4 4.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 16 13 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 256,210 COMMITMENTS 0 837 1,702 250,511 244,514 252,213 247,053 3,997 9,157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,879) -370 75 632 4,799 5,359 5,061 6,066 -182 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.7 97.8 95.4 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 3 2 36 32 38 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,616 COMMITMENTS 0 0 0 98,345 97,872 98,345 97,872 271 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 604) 0 0 0 488 604 488 604 116 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 9 14 9 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,109 COMMITMENTS 0 0 0 87,214 83,828 87,214 83,828 11,895 15,281 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,571) 0 0 0 3,143 2,525 3,143 2,525 428 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.0 84.6 88.0 84.6 12.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 211,252 COMMITMENTS 0 898 0 207,049 205,826 207,049 206,724 4,203 4,528 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,014) 0 0 0 3,879 4,888 3,879 4,888 135 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 98.0 97.4 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 1 0 24 29 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 186,142 COMMITMENTS 0 0 0 181,486 182,734 181,486 182,734 4,656 3,408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,396) 0 0 0 2,599 2,135 2,599 2,135 -203 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 98.2 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 82,262 COMMITMENTS 0 0 0 74,400 81,172 74,400 81,172 7,862 1,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 304) 0 0 0 304 1,281 304 1,281 0 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 98.7 90.4 98.7 9.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 20 15 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 179,027 COMMITMENTS 2,940 0 373 169,888 167,367 173,201 167,740 5,826 11,287 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) 80 0 373 1,630 101 2,083 474 -1,904 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.2 94.9 93.5 96.7 93.7 3.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 18 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 154,791 COMMITMENTS 0 6,882 6,559 135,668 130,486 142,227 143,927 12,564 10,864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,244) 0 -1,406 183 1,711 4,680 1,894 3,457 1,350 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 4.2 87.6 84.3 91.9 93.0 8.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 4 3 25 28 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 42,550 COMMITMENTS 367 0 0 41,086 41,144 41,453 41,144 1,097 1,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,129) 0 0 0 1,100 1,013 1,100 1,013 29 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.6 96.7 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 12 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 224,184 COMMITMENTS 0 2,372 3,219 215,018 212,213 218,237 217,804 5,947 6,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,721) 0 -720 466 717 2,767 1,183 2,513 538 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.4 95.9 94.7 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 0 4 2 34 35 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 130,238 COMMITMENTS 1,159 620 27 124,466 126,329 125,652 126,976 4,586 3,262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,659) 128 310 -147 3,913 3,578 3,894 3,741 -235 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.0 95.6 97.0 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 1 26 26 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 152,978 COMMITMENTS 600 0 0 144,847 148,353 145,447 148,353 7,531 4,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,114) 0 0 0 2,206 2,083 2,206 2,083 -92 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 94.7 97.0 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 0 18 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,811 COMMITMENTS 418 1,779 147 28,566 28,760 29,131 30,686 2,680 1,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,730) 418 26 -240 7,759 7,944 7,937 7,730 -207 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.6 0.5 89.8 90.4 91.6 96.5 8.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 12 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 276,131 COMMITMENTS 0 0 0 260,689 275,724 260,689 275,724 15,442 407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 763) 0 0 0 -614 763 -614 763 1,377 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 99.9 94.4 99.9 5.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 27 16 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 104,264 COMMITMENTS 7,622 8,774 0 88,484 92,896 96,106 101,670 8,158 2,594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,561) 0 0 0 3,530 3,591 3,530 3,591 31 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.4 0.0 84.9 89.1 92.2 97.5 7.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 13 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 204,459 COMMITMENTS 0 757 451 200,881 201,815 201,332 203,023 3,127 1,436 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,399) 0 -91 91 3,364 4,399 3,455 4,399 944 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 98.3 98.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 1 21 24 22 25
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,460,904 COMMITMENTS 244,143 483,325 485,451 648,689 455,915 1378,283 1424,691 82,621 36,213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 115,998) 3,354 36,432 39,196 70,076 39,518 112,626 115,146 3,372 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 33.1 33.2 44.4 31.2 94.3 97.5 5.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 135 117 149 81 63 309 260
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 306,045 COMMITMENTS 38,190 61,547 36,751 215,139 195,364 290,080 293,662 15,965 12,383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,917) -2,016 1,873 1,226 8,803 5,895 8,013 8,994 -2,096 -3,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 20.1 12.0 70.3 63.8 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 14 14 21 48 43 76 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 88,016 COMMITMENTS 9,821 23,548 11,657 53,943 44,848 75,421 80,053 12,595 7,963 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,554) 1,685 2,046 341 -3,278 -1,131 -1,252 1,256 2,806 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 26.8 13.2 61.3 51.0 85.7 91.0 14.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 13 17 23 24 41 45
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,009 COMMITMENTS 1,260 5,116 1,702 16,083 12,051 19,045 18,869 964 1,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 638) 9 -185 302 445 574 756 691 -118 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 25.6 8.5 80.4 60.2 95.2 94.3 4.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 5 6 18 17 24 26
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 6,690 COMMITMENTS 90 461 90 6,383 5,990 6,563 6,541 127 149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 393) 0 -24 0 378 397 378 373 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 6.9 1.3 95.4 89.5 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 1 17 16 18 20
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,344 COMMITMENTS 9,763 204 3,225 16,204 25,793 29,192 29,222 152 122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,372) 242 164 720 2,363 2,532 3,325 3,416 47 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 0.7 11.0 55.2 87.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 14 4 11 44 54 63 66
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 462,462 COMMITMENTS 89,796 95,450 79,202 246,089 257,912 415,087 432,564 47,375 29,898 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,151) -1,947 3,805 10,402 7,553 2,327 16,008 16,534 2,143 1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 20.6 17.1 53.2 55.8 89.8 93.5 10.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 314) 78 83 78 118 82 246 204
CFTC# 3265 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,578 COMMITMENTS 30 140 0 1,339 1,114 1,369 1,254 209 324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 30 30 -10 118 137 138 157 30 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 8.9 0.0 84.9 70.6 86.8 79.5 13.2 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 17 13 18 15
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 250,399 COMMITMENTS 63,080 29,116 61,024 110,604 150,902 234,708 241,042 15,691 9,357 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,794) 7,359 -1,705 3,436 3,397 12,371 14,192 14,102 -398 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 11.6 24.4 44.2 60.3 93.7 96.3 6.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 114 77 92 64 66 231 191
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 772,269 COMMITMENTS 182,985 6,572 21,043 539,375 728,138 743,403 755,753 28,866 16,516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,789) 1,461 0 642 1,106 3,147 3,209 3,789 580 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.9 2.7 69.8 94.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 4 8 34 32 44 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,030 COMMITMENTS 4,533 5,708 7,762 96,701 103,844 108,996 117,314 15,034 6,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,953) 33 419 834 1,835 1,658 2,702 2,911 251 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.6 6.3 78.0 83.7 87.9 94.6 12.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 7 11 23 22 34 33
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,513 COMMITMENTS 5,260 2,136 283 3,675 7,673 9,218 10,092 2,295 1,421 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) -159 201 155 174 188 170 544 326 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 18.6 2.5 31.9 66.6 80.1 87.7 19.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 25 11 4 12 16 41 28
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,009 COMMITMENTS 4,105 9,608 745 8,907 5,785 13,757 16,138 5,252 2,871 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,446) 176 914 266 401 -322 843 858 603 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 50.5 3.9 46.9 30.4 72.4 84.9 27.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 24 32 12 25 10 57 51
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,595,591 COMMITMENTS 835,172 1116,864 44,731 2523,501 2319,758 3403,404 3481,353 192,187 114,238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57,688) 48,943 1,056 373 2,548 51,570 51,864 52,999 5,824 4,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 31.1 1.2 70.2 64.5 94.7 96.8 5.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 69 49 34 191 139 281 201
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,687,989 COMMITMENTS 541,496 765,069 115,498 2622,929 2405,163 3279,923 3285,730 408,066 402,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -65,976) ******* -92,456 4,648 59,181 27,902 -72,970 -59,906 6,994 -6,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 20.7 3.1 71.1 65.2 88.9 89.1 11.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 413) 75 78 49 190 181 291 282
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,592 COMMITMENTS 106,730 136,967 6,092 695,013 608,565 807,835 751,624 115,757 171,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,861) 980 8,616 -981 8,296 4,528 8,295 12,163 -1,434 -5,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 14.8 0.7 75.3 65.9 87.5 81.4 12.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 10 17 8 64 72 80 91
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,261,167 COMMITMENTS 426,274 725,715 92,503 3422,433 3137,423 3941,210 3955,641 319,957 305,526 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,611) 5,275 6,342 7,812 188 -8,250 13,275 5,904 -3,664 3,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 17.0 2.2 80.3 73.6 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 327) 56 50 38 157 155 233 223
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,854,435 COMMITMENTS 556,750 159,700 372,039 875,927 1288,833 1804,716 1820,572 49,719 33,863 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,054) 43,435 11,998 12,019 9,394 47,418 64,848 71,435 7,206 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 8.6 20.1 47.2 69.5 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142) 45 23 44 64 61 127 111
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,236 COMMITMENTS 0 3,490 211 9,080 5,936 9,291 9,637 945 599 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 645) 0 32 28 632 565 660 625 -15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.1 2.1 88.7 58.0 90.8 94.1 9.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 9 3 24 25 27 34
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,601 COMMITMENTS 4,112 1,803 1,131 8,808 8,090 14,051 11,024 2,550 5,577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 751) -170 30 116 856 503 802 649 -51 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 10.9 6.8 53.1 48.7 84.6 66.4 15.4 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 20 12 14 18 18 44 38
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,829 COMMITMENTS 633 1,987 210 6,149 4,991 6,992 7,188 837 641 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 287) 141 103 -37 204 206 308 272 -21 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 25.4 2.7 78.5 63.8 89.3 91.8 10.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 6 6 28 16 37 24
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,094 COMMITMENTS 4,897 601 188 2,924 5,403 8,009 6,192 85 1,902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 383) 151 11 62 169 453 382 526 1 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 7.4 2.3 36.1 66.8 98.9 76.5 1.1 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 2 4 7 15 13 20
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,774 COMMITMENTS 85,921 79,393 60,039 120,744 125,530 266,704 264,962 29,070 30,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,440) 3,125 3,375 3,918 -411 12 6,632 7,305 808 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 26.8 20.3 40.8 42.4 90.2 89.6 9.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 337) 106 101 119 70 83 249 252
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,435 COMMITMENTS 145,589 58,900 76,612 145,585 209,927 367,786 345,439 26,649 48,996 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,317) 3,358 1,669 4,150 4,938 5,034 12,446 10,853 871 2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 14.9 19.4 36.9 53.2 93.2 87.6 6.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 131 70 114 116 176 303 325
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,260 COMMITMENTS 1,488 580 211 549 1,662 2,248 2,453 1,012 807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) -150 -47 23 43 29 -84 5 14 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 17.8 6.5 16.8 51.0 69.0 75.2 31.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 13 9 5 9 14 27 24
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,709 COMMITMENTS 20,005 12,824 18,119 10,118 10,001 48,242 40,944 6,467 13,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,285) 1,418 319 966 794 764 3,178 2,049 107 1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 23.4 33.1 18.5 18.3 88.2 74.8 11.8 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 200) 52 52 68 45 57 149 146
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,678 COMMITMENTS 1,346 2,950 1,465 13,446 11,158 16,257 15,573 421 1,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 199) -98 159 80 231 -59 213 180 -14 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 17.7 8.8 80.6 66.9 97.5 93.4 2.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 12 12 9 21 24 39 39
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 13,014 COMMITMENTS 3,610 946 0 8,890 11,811 12,500 12,757 514 257 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 27.7 7.3 0.0 68.3 90.8 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 7 0 19 15 24 22
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 41,847 COMMITMENTS 5,400 1,767 930 35,397 39,150 41,727 41,847 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) -410 672 40 1,184 102 814 814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.2 2.2 84.6 93.6 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 6 5 25 23 33 32
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 31,848 COMMITMENTS 4,594 450 534 26,720 30,864 31,848 31,848 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 828) -25 25 0 853 803 828 828 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 1.4 1.7 83.9 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 3 4 18 19 23 25
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 131,499 COMMITMENTS 2,772 8,789 10,594 117,853 111,732 131,219 131,115 280 384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,232) -756 940 175 1,813 182 1,232 1,297 0 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.7 8.1 89.6 85.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 11 9 31 33 43 48
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,020 COMMITMENTS 1,440 996 2,565 66,985 67,439 70,990 71,000 30 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,367) 50 124 -65 1,382 1,308 1,367 1,367 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.4 3.6 94.3 95.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 4 5 21 22 29 29
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,067 COMMITMENTS 401 400 350 32,316 32,317 33,067 33,067 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 780) -150 325 150 780 305 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.2 1.1 97.7 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 2 11 14 15 18
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,914 COMMITMENTS 16,078 405 6,114 37,339 53,363 59,531 59,882 383 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) -50 -390 715 140 480 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 0.7 10.2 62.3 89.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 2 4 25 25 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 80,508 COMMITMENTS 24,971 1,889 4,976 50,225 73,578 80,172 80,443 336 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 503) -638 -425 720 421 208 503 503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 2.3 6.2 62.4 91.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 6 7 27 29 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,317 COMMITMENTS 2,245 1,320 1,294 68,930 70,599 72,469 73,213 848 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.8 1.8 94.0 96.3 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 2 27 25 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 92,710 COMMITMENTS 2,381 1,289 1,836 87,527 89,525 91,744 92,650 966 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 20 -1 0 369 390 389 389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.4 2.0 94.4 96.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 1 2 30 27 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,967 COMMITMENTS 400 420 0 39,141 38,943 39,541 39,363 426 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -50 0 0 -1,074 -855 -1,124 -855 284 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.1 0.0 97.9 97.4 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,119 COMMITMENTS 360 760 60 24,111 24,195 24,531 25,015 588 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -460) 5 -45 -5 -777 -414 -777 -464 317 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.0 0.2 96.0 96.3 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 1 19 16 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 83,132 COMMITMENTS 18,718 787 3,373 60,685 78,855 82,776 83,015 356 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,236) -568 83 556 -2,228 -2,885 -2,240 -2,246 4 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 0.9 4.1 73.0 94.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 19 3 11 31 31 52 43
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,498 COMMITMENTS 9,396 300 300 26,502 35,556 36,198 36,156 300 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -691) 475 -55 -300 -861 -336 -686 -691 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 0.8 0.8 72.6 97.4 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 1 1 17 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 45,365 COMMITMENTS 500 420 0 44,719 44,341 45,219 44,761 146 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,166) -100 25 -25 -1,034 -1,241 -1,159 -1,241 -7 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.9 0.0 98.6 97.7 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 21 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 39,828 COMMITMENTS 300 1,908 0 38,120 37,806 38,420 39,714 1,408 114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,436) -235 -125 -5 -1,549 -1,320 -1,789 -1,450 353 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.8 0.0 95.7 94.9 96.5 99.7 3.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 7 0 19 18 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,315 COMMITMENTS 2,463 1,400 0 59,244 60,570 61,707 61,970 608 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 0 -300 0 735 1,035 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.2 0.0 95.1 97.2 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 0 23 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,051 COMMITMENTS 3,496 1,200 60 61,165 63,571 64,721 64,831 330 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 25 -2,800 0 400 3,225 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.8 0.1 94.0 97.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 1 24 16 28 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 79,816 COMMITMENTS 1,742 2,304 88 77,720 77,409 79,550 79,801 266 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,980) 215 143 33 1,731 1,804 1,979 1,980 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 0.1 97.4 97.0 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 6 1 27 28 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 97,890 COMMITMENTS 2,760 7,597 443 94,373 89,759 97,576 97,799 314 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,625) 191 155 57 2,392 2,392 2,640 2,604 -15 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.8 0.5 96.4 91.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 3 15 7 28 28 37 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 53,932 COMMITMENTS 150 4,907 275 53,487 48,750 53,912 53,932 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,110) 100 1,185 -50 1,060 -25 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.1 0.5 99.2 90.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 5 3 16 13 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 63,741 COMMITMENTS 1,501 1,490 743 61,448 61,251 63,692 63,484 49 257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 55 0 0 441 496 496 496 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 1.2 96.4 96.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 2 22 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 71,369 COMMITMENTS 1,895 2,098 4,692 64,717 64,492 71,304 71,282 65 87 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,026) 135 0 0 886 1,026 1,021 1,026 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.9 6.6 90.7 90.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 4 2 23 18 32 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,692 COMMITMENTS 865 575 0 25,631 26,097 26,496 26,672 196 20 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 3.2 2.2 0.0 96.0 97.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 0 16 12 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 26,191 COMMITMENTS 745 50 0 25,089 26,071 25,834 26,121 357 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 16 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,992 COMMITMENTS 81 2,426 1,249 32,593 30,225 33,923 33,900 69 92 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 203) 45 -562 119 205 701 369 258 -166 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.1 3.7 95.9 88.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 4 19 18 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,511 COMMITMENTS 333 3,083 367 19,872 18,031 20,572 21,481 939 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 182) 0 120 -10 189 62 179 172 3 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.3 1.7 92.4 83.8 95.6 99.9 4.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 4 1 12 14 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 56,841 COMMITMENTS 2,671 3,652 1,303 52,798 51,876 56,772 56,831 69 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,056) 375 37 -41 1,757 2,065 2,091 2,061 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 6.4 2.3 92.9 91.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 3 7 29 26 38 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,203 COMMITMENTS 691 794 895 37,314 37,514 38,900 39,203 303 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 429) 65 -30 2 352 457 419 429 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.0 2.3 95.2 95.7 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 2 5 24 24 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,051 COMMITMENTS 1,350 484 276 18,305 19,276 19,931 20,036 120 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 133) -224 184 24 333 -75 133 133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.4 1.4 91.3 96.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 16 16 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,832 COMMITMENTS 100 1,535 200 10,357 9,097 10,657 10,832 175 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 0 250 -50 208 -32 158 168 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.2 1.8 95.6 84.0 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 1 13 12 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,994 COMMITMENTS 100 1,925 125 10,639 8,944 10,864 10,994 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 0 250 -50 208 -32 158 168 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.5 1.1 96.8 81.4 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 1 14 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,070 COMMITMENTS 1,150 200 730 11,688 13,095 13,568 14,025 502 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -5 0 0 5 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.4 5.2 83.1 93.1 96.4 99.7 3.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 2 14 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,810 COMMITMENTS 1,350 130 565 11,420 13,070 13,335 13,765 475 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -5 0 0 5 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.9 4.1 82.7 94.6 96.6 99.7 3.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 14 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,506 COMMITMENTS 500 975 2,965 33,875 33,506 37,340 37,446 166 60 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 1.3 2.6 7.9 90.3 89.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 3 20 12 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,397 COMMITMENTS 745 765 2,860 33,625 33,772 37,230 37,397 167 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 2.0 2.0 7.6 89.9 90.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 3 4 20 13 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 105,257 COMMITMENTS 905 7,841 1,343 102,936 96,038 105,184 105,222 73 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,153) -215 -160 120 3,248 3,193 3,153 3,153 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.4 1.3 97.8 91.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 8 5 38 32 45 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 118,896 COMMITMENTS 1,606 7,621 2,211 115,027 108,994 118,844 118,826 52 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,302) -50 366 10 9,342 8,921 9,302 9,297 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 6.4 1.9 96.7 91.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 5 9 8 40 36 51 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 255,155 COMMITMENTS 19,250 15,217 25,747 209,698 213,990 254,695 254,954 460 201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,354) -103 -964 1,658 -4,014 -3,018 -2,459 -2,324 105 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 6.0 10.1 82.2 83.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 20 19 23 41 41 71 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,952 COMMITMENTS 4,370 0 25 10,412 14,927 14,807 14,952 145 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 550 0 25 -240 310 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 0.0 0.2 69.6 99.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 1 18 8 21 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,122 COMMITMENTS 3,540 0 0 10,257 13,992 13,797 13,992 325 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 250 0 -70 -240 10 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.0 0.0 72.6 99.1 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 17 6 19 6 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 4,850 COMMITMENTS 2,900 450 0 1,950 4,400 4,850 4,850 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61) 1,095 0 0 -1,033 61 62 61 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 9.3 0.0 40.2 90.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 1 0 8 12 12 13
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 71,101 COMMITMENTS 0 2,443 140 62,046 59,603 62,186 62,186 8,915 8,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,700) 0 25 -100 1,706 1,681 1,606 1,606 94 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.2 87.3 83.8 87.5 87.5 12.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 3 1 17 20 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,528 COMMITMENTS 0 1,760 275 51,424 49,649 51,699 51,684 7,829 7,844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,803) 0 -375 0 1,939 2,314 1,939 1,939 -136 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.5 86.4 83.4 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 1 15 19 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,615 COMMITMENTS 2,235 1,760 0 22,100 22,430 24,335 24,190 3,280 3,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,035) 0 0 0 410 410 410 410 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.4 0.0 80.0 81.2 88.1 87.6 11.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 0 11 15 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,808 COMMITMENTS 10,230 2,670 6,170 30,697 38,302 47,097 47,142 2,711 2,666 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,905) 175 1,025 -300 1,990 1,140 1,865 1,865 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 5.4 12.4 61.6 76.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 3 17 20 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,042 COMMITMENTS 2,405 360 4,625 18,243 20,718 25,273 25,703 2,769 2,339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 655) 50 0 -10 605 595 645 585 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.3 16.5 65.1 73.9 90.1 91.7 9.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 3 16 16 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,670 COMMITMENTS 535 13,605 1,720 24,870 12,420 27,125 27,745 1,545 925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 595) 0 200 -200 675 595 475 595 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 47.5 6.0 86.7 43.3 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 2 14 12 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 94,228 COMMITMENTS 15,230 2,430 1,800 58,733 71,113 75,763 75,343 18,465 18,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,935) 375 -25 300 955 1,355 1,630 1,630 305 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.6 1.9 62.3 75.5 80.4 80.0 19.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 2 20 23 23 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,403 COMMITMENTS 13,205 2,415 2,505 58,089 68,399 73,799 73,319 17,604 18,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,149) 350 40 275 264 574 889 889 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.6 2.7 63.6 74.8 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 2 20 22 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,479 COMMITMENTS 4,305 10,145 885 16,351 10,966 21,541 21,996 3,938 3,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) 0 170 15 235 75 250 260 185 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 39.8 3.5 64.2 43.0 84.5 86.3 15.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 12 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,549 COMMITMENTS 5,155 10,095 1,955 15,158 11,368 22,268 23,418 4,281 3,131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) -185 -15 125 492 152 432 262 -72 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 38.0 7.4 57.1 42.8 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 4 16 11 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,648 COMMITMENTS 8,790 7,115 420 15,496 17,611 24,706 25,146 2,942 2,502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 560) 0 570 0 902 332 902 902 -342 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 25.7 1.5 56.0 63.7 89.4 91.0 10.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 14 9 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,994 COMMITMENTS 8,790 7,235 365 14,071 16,006 23,226 23,606 2,768 2,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 345) 0 420 0 345 -75 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 27.8 1.4 54.1 61.6 89.4 90.8 10.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 2 13 8 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,533 COMMITMENTS 27,135 0 0 24,995 51,740 52,130 51,740 3,403 3,793 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 350 0 0 0 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 0.0 0.0 45.0 93.2 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 0 0 11 15 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,915 COMMITMENTS 27,095 0 0 24,390 51,101 51,485 51,101 3,430 3,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 350 0 0 5 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 0.0 0.0 44.4 93.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 0 12 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 57,350 COMMITMENTS 29,305 0 965 23,740 53,225 54,010 54,190 3,340 3,160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 255) 75 0 0 0 75 75 75 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 0.0 1.7 41.4 92.8 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 0 2 18 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,410 COMMITMENTS 28,755 0 1,115 23,545 52,480 53,415 53,595 2,995 2,815 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 75 0 0 0 75 75 75 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 0.0 2.0 41.7 93.0 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 0 2 18 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,715 COMMITMENTS 100 8,420 515 18,840 10,585 19,455 19,520 2,260 2,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 0 0 -75 600 600 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 38.8 2.4 86.8 48.7 89.6 89.9 10.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 5 1 13 9 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 69,450 COMMITMENTS 22,805 22,320 1,130 41,205 41,765 65,140 65,215 4,310 4,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105) 0 0 0 100 100 100 100 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 32.1 1.6 59.3 60.1 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 4 15 15 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,735 COMMITMENTS 20,125 22,320 1,020 40,375 38,255 61,520 61,595 4,215 4,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 34.0 1.6 61.4 58.2 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 3 16 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,844 COMMITMENTS 14,155 16,430 1,910 35,714 33,799 51,779 52,139 2,065 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,070) 525 1,540 280 440 -575 1,245 1,245 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 30.5 3.5 66.3 62.8 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 22 13 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,539 COMMITMENTS 8,255 11,630 2,140 32,015 29,000 42,410 42,770 1,129 769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 50 140 175 25 175 250 490 265 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 26.7 4.9 73.5 66.6 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 4 22 14 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 160,602 COMMITMENTS 3,274 26,040 9,205 117,360 94,594 129,839 129,839 30,763 30,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,620) -4,500 -2,080 4,155 2,010 -410 1,665 1,665 2,955 2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 16.2 5.7 73.1 58.9 80.8 80.8 19.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 5 5 26 32 32 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 139,522 COMMITMENTS 5,594 26,555 7,511 102,393 81,432 115,498 115,498 24,024 24,024 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,651) -4,500 -905 2,201 2,030 -1,565 -269 -269 2,920 2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 19.0 5.4 73.4 58.4 82.8 82.8 17.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 5 6 24 31 31 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,895 COMMITMENTS 0 15,550 2,325 52,940 37,390 55,265 55,265 5,630 5,630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.5 3.8 86.9 61.4 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 3 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 52,590 COMMITMENTS 0 14,970 2,535 44,415 29,485 46,950 46,990 5,640 5,600 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 28.5 4.8 84.5 56.1 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 2 17 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 42,625 COMMITMENTS 20,725 40 1,040 16,965 38,000 38,730 39,080 3,895 3,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -200 0 0 200 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 0.1 2.4 39.8 89.1 90.9 91.7 9.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 15 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,100 COMMITMENTS 32,675 0 1,470 13,495 46,310 47,640 47,780 1,460 1,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) -200 0 0 225 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.5 0.0 3.0 27.5 94.3 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 3 10 14 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 123,260 COMMITMENTS 12,300 5,800 4,500 85,945 92,385 102,745 102,685 20,515 20,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,480) 900 -5,400 2,790 -2,735 3,565 955 955 4,525 4,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 4.7 3.7 69.7 75.0 83.4 83.3 16.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 2 3 29 28 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 101,394 COMMITMENTS 7,435 1,885 8,460 68,309 73,959 84,204 84,304 17,190 17,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,465) 590 -4,230 2,645 -2,865 1,955 370 370 4,095 4,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.9 8.3 67.4 72.9 83.0 83.1 17.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 3 27 26 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,640 COMMITMENTS 5,555 300 765 21,625 26,930 27,945 27,995 1,695 1,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -50 0 0 0 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.0 2.6 73.0 90.9 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 13 11 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,520 COMMITMENTS 4,410 325 770 22,415 26,945 27,595 28,040 1,925 1,480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 440) -60 0 0 400 440 340 440 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 1.1 2.6 75.9 91.3 93.5 95.0 6.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 2 12 10 15 13
CFTC# 66411 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 1,867 COMMITMENTS 275 0 163 1,028 1,250 1,466 1,413 401 454 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 14.7 0.0 8.7 55.1 67.0 78.5 75.7 21.5 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 4 13 16 17 20
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,610 COMMITMENTS 110 251 40 3,848 3,483 3,998 3,774 612 836 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 242) 33 97 15 210 202 258 314 -16 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.4 0.9 83.5 75.6 86.7 81.9 13.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 2 24 25 26 30
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 30,015 COMMITMENTS 3,354 98 0 25,999 29,762 29,353 29,860 662 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 432) 55 -51 0 378 469 433 418 -1 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.3 0.0 86.6 99.2 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 1 0 30 34 32 35
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 18,274 COMMITMENTS 60 0 35 18,059 17,159 18,154 17,194 120 1,080 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,668) 0 0 0 1,764 1,672 1,764 1,672 -96 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 98.8 93.9 99.3 94.1 0.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 21 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,408 COMMITMENTS 444 110 5 7,153 7,766 7,602 7,881 806 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 330) 5 45 0 325 305 330 350 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.3 0.1 85.1 92.4 90.4 93.7 9.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 1 1 25 29 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 44,643 COMMITMENTS 1,862 1,996 151 41,701 42,464 43,714 44,611 929 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,493) 635 58 0 3,831 4,405 4,466 4,463 27 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.5 0.3 93.4 95.1 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 7 1 2 25 40 33 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 57,872 COMMITMENTS 1,781 1,968 1,439 54,104 53,808 57,324 57,215 548 657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,117) 94 109 382 3,744 3,800 4,220 4,291 -103 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.4 2.5 93.5 93.0 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 7 10 11 60 63 73 78
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,494 COMMITMENTS 111 449 126 3,492 3,085 3,729 3,660 765 834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 331) -13 -51 70 455 220 512 239 -181 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 10.0 2.8 77.7 68.6 83.0 81.4 17.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 4 23 22 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,762 COMMITMENTS 4,164 149 50 53,314 57,209 57,528 57,408 234 354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,759) 220 0 0 2,539 2,759 2,759 2,759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.3 0.1 92.3 99.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 4 2 1 36 38 41 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 124,597 COMMITMENTS 6,967 2,825 2,421 113,998 118,521 123,386 123,767 1,211 830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,757) -9 408 352 6,066 5,881 6,409 6,641 348 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.3 1.9 91.5 95.1 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 12 14 13 76 72 95 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,431 COMMITMENTS 4,446 1,180 0 35,964 39,145 40,410 40,325 21 106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,383) 0 -228 0 3,373 3,603 3,373 3,375 10 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.9 0.0 89.0 96.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 4 0 32 33 35 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,480 COMMITMENTS 2,931 522 593 44,067 47,005 47,591 48,120 889 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,625) -40 -9 58 1,622 1,586 1,640 1,635 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.1 1.2 90.9 97.0 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 11 3 4 49 53 62 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,379 COMMITMENTS 1,000 127 119 17,053 17,393 18,172 17,639 207 740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) 0 -10 10 804 804 814 804 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 0.6 92.8 94.6 98.9 96.0 1.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 3 2 28 27 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,579 COMMITMENTS 614 50 562 13,525 14,740 14,701 15,352 878 227 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 475) 85 -25 24 366 496 475 495 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.3 3.6 86.8 94.6 94.4 98.5 5.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 1 3 29 26 34 29
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 592,018 COMMITMENTS 229,781 40,910 107,991 242,774 432,156 580,546 581,057 11,472 10,961 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,271) 506 8,834 6,633 -2,711 -9,006 4,428 6,461 1,843 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 6.9 18.2 41.0 73.0 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 26 34 47 62 65 118 119
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 26,466 COMMITMENTS 0 0 0 25,974 25,637 25,974 25,637 492 829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,526) 0 0 0 1,181 1,196 1,181 1,196 345 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 96.9 98.1 96.9 1.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 25 23 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 10,010 COMMITMENTS 50 245 30 9,820 9,515 9,900 9,790 110 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 30 20 30 50 60 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.4 0.3 98.1 95.1 98.9 97.8 1.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 12 17 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 10,608 COMMITMENTS 145 0 0 10,298 10,403 10,443 10,403 165 205 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 1.4 0.0 0.0 97.1 98.1 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 13 13 13
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,215,893 COMMITMENTS 610,444 80,132 825,954 687,440 1251,772 2123,838 2157,858 92,055 58,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,037) -28,565 8,395 49,023 -42,666 -76,259 -22,208 -18,841 -6,829 -10,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 3.6 37.3 31.0 56.5 95.8 97.4 4.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 149 76 169 100 102 318 298
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 168,745 COMMITMENTS 54,361 32,667 2,175 91,603 99,555 148,139 134,397 20,606 34,348 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,582) -972 1,046 175 2,428 777 1,631 1,998 -49 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 19.4 1.3 54.3 59.0 87.8 79.6 12.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 2 10 19 14 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,608 COMMITMENTS 5,400 102,345 4,063 139,599 37,106 149,062 143,514 10,546 16,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,122) 0 1,370 292 1,905 225 2,197 1,887 -75 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 64.1 2.5 87.5 23.2 93.4 89.9 6.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 7 3 17 9 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 235,736 COMMITMENTS 56,054 109,223 41,076 129,258 78,905 226,388 229,204 9,348 6,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,332) 3,573 252 5,367 1,741 5,375 10,681 10,994 651 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 46.3 17.4 54.8 33.5 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 26 18 35 24 25 66 62
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,585 COMMITMENTS 0 1,600 0 139,207 133,831 139,207 135,431 25,378 29,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,989) -425 800 -765 14,966 12,141 13,776 12,176 -787 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 84.6 81.3 84.6 82.3 15.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 17 17 18
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,533 COMMITMENTS 0 155 0 6,132 6,103 6,132 6,258 401 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 341) 0 15 0 340 340 340 355 1 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 93.9 93.4 93.9 95.8 6.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 17 15 17 16
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 290,208 COMMITMENTS 89,824 45,099 83,580 101,900 151,573 275,304 280,252 14,904 9,956 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,606) 2,952 -148 5,238 -4,347 -591 3,843 4,499 763 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 15.5 28.8 35.1 52.2 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 241) 105 52 99 55 51 216 166
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,413 COMMITMENTS 16,608 5,268 3,238 4,256 15,590 24,102 24,096 2,311 2,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,525) 362 599 616 670 428 1,648 1,643 -123 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.9 19.9 12.3 16.1 59.0 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 178) 79 48 11 23 37 107 92
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 104,943 COMMITMENTS 76,467 11,942 2,889 14,827 87,434 94,183 102,265 10,760 2,678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,448) 2,883 639 -8 -262 1,488 2,613 2,119 -165 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 11.4 2.8 14.1 83.3 89.7 97.4 10.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 161 39 18 33 42 204 90
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,073,646 COMMITMENTS 253,853 155,557 215,337 511,492 655,703 980,682 1026,597 92,964 47,049 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 82,854) 39,999 -19,505 20,056 26,281 88,615 86,336 89,166 -3,482 -6,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 14.5 20.1 47.6 61.1 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 108 53 101 100 89 257 203
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 290,882 COMMITMENTS 64,691 21,703 77,168 136,265 185,108 278,124 283,979 12,758 6,903 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,511) -5,267 -4,115 4,220 6,947 7,507 5,900 7,612 611 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 7.5 26.5 46.8 63.6 95.6 97.6 4.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 407) 145 85 131 133 119 349 284
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 234,639 COMMITMENTS 110,762 43,389 28,181 64,104 156,461 203,047 228,031 31,592 6,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) 1,538 1,418 2,069 -2,562 -1,379 1,045 2,108 -730 -1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 18.5 12.0 27.3 66.7 86.5 97.2 13.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 228) 121 43 44 37 40 175 114
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 281,166 COMMITMENTS 103,537 100,070 69,648 88,559 97,830 261,744 267,548 19,422 13,618 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,277) 10,827 4,220 2,435 -3,678 2,795 9,584 9,450 693 827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 35.6 24.8 31.5 34.8 93.1 95.2 6.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 147 78 89 57 57 248 190
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 796,883 COMMITMENTS 376,809 57,574 137,119 221,358 571,177 735,286 765,870 61,597 31,013 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,026) -6,671 -3,615 -2,244 18,906 12,644 9,991 6,785 1,035 4,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 7.2 17.2 27.8 71.7 92.3 96.1 7.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 378) 224 66 83 57 59 312 181
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,021 COMMITMENTS 32,505 3,623 0 20,490 50,252 52,995 53,875 2,026 1,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -469) -490 -582 0 411 -73 -79 -655 -390 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 6.6 0.0 37.2 91.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 29 6 0 10 10 39 16
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 190,229 COMMITMENTS 70,428 37,576 4,192 69,928 130,028 144,548 171,796 45,681 18,433 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 233) 1,672 -4,813 -2,543 -903 9,674 -1,774 2,318 2,007 -2,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 19.8 2.2 36.8 68.4 76.0 90.3 24.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 29 20 10 38 36 72 63
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,118 COMMITMENTS 12,417 12,609 0 24,084 18,213 36,501 30,822 12,617 18,296 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -247) 1,119 -3,158 -10 -1,731 3,625 -622 457 375 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 25.7 0.0 49.0 37.1 74.3 62.8 25.7 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 7 13 0 17 22 24 35
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,039 COMMITMENTS 207,127 41,487 1,101 78,142 247,992 286,370 290,580 7,669 3,459 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,707) 3,547 -4,775 -624 7,128 15,759 10,051 10,360 656 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 14.1 0.4 26.6 84.3 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 94 37 9 28 35 125 78
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,536 COMMITMENTS 68,816 37,284 6,301 89,932 127,209 165,049 170,794 31,487 25,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -954) 1,413 -13,609 -1,226 1,534 11,076 1,721 -3,759 -2,675 2,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 19.0 3.2 45.8 64.7 84.0 86.9 16.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 29 24 11 37 42 70 73
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,863 COMMITMENTS 49,720 81,150 3,882 100,226 61,710 153,828 146,742 30,035 37,121 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,769) 1,874 21,056 -84 18,171 -2,885 19,961 18,087 1,808 3,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 44.1 2.1 54.5 33.6 83.7 79.8 16.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 123) 27 41 14 30 35 63 85
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,189 COMMITMENTS 25,590 12,327 2,895 4,836 18,514 33,321 33,736 2,868 2,453 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,010) 1,765 970 -363 -545 58 857 665 153 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 34.1 8.0 13.4 51.2 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 49 31 8 6 7 57 44
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 571,239 COMMITMENTS 163,881 212,063 18,084 297,419 288,854 479,384 519,001 91,855 52,238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,299) -932 -14,414 5,282 9,011 25,754 13,361 16,622 1,938 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 37.1 3.2 52.1 50.6 83.9 90.9 16.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 85 62 37 98 78 195 166
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,542 COMMITMENTS 6,693 26,148 16 27,117 9,236 33,826 35,400 2,716 1,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,252) 677 509 2 627 699 1,306 1,210 -54 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 71.6 0.0 74.2 25.3 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 16 23 2 14 8 30 33
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,551 COMMITMENTS 165,801 41,063 63,154 167,659 299,181 396,614 403,398 21,937 15,153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,235) 305 -10,861 13,141 17,256 25,103 30,702 27,383 -3,467 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 9.8 15.1 40.1 71.5 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 96 43 87 83 112 219 218
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,651 COMMITMENTS 24,085 24,446 893 19,489 18,455 44,467 43,794 4,184 4,857 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,151) -3,284 -4,411 322 627 2,082 -2,335 -2,007 184 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 50.2 1.8 40.1 37.9 91.4 90.0 8.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 36 29 5 20 12 59 43
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 469,840 COMMITMENTS 79,372 246,966 103,939 259,158 88,932 442,469 439,837 27,371 30,003 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,142) 1,449 24,146 11,424 22,243 6,482 35,116 42,052 5,026 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 52.6 22.1 55.2 18.9 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214) 52 103 90 40 37 150 182
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,681 COMMITMENTS 15,713 3,698 64 1,429 13,433 17,206 17,195 1,475 1,486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 354) 702 61 5 -71 96 636 162 -282 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.1 19.8 0.3 7.6 71.9 92.1 92.0 7.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 9 11 1 5 8 15 19
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 50,993 COMMITMENTS 22,724 9,351 120 19,644 33,079 42,487 42,549 8,506 8,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,916) 2,434 595 -769 371 1,889 2,036 1,715 -121 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 18.3 0.2 38.5 64.9 83.3 83.4 16.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 32 13 4 25 28 58 44
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 101,986 COMMITMENTS 45,447 18,701 239 39,288 66,157 84,974 85,097 17,012 16,889 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,831) 4,868 1,190 -1,537 741 3,777 4,072 3,430 -241 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 18.3 0.2 38.5 64.9 83.3 83.4 16.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 32 13 4 25 28 58 44
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 37,079 COMMITMENTS 3,221 464 0 31,800 35,443 35,021 35,907 2,058 1,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,437) 331 -322 0 -3,172 -2,195 -2,841 -2,517 404 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.3 0.0 85.8 95.6 94.4 96.8 5.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 0 11 11 15 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 648,138 2572,793 5455,729 6716,676 ******** 9937,607 617,878 891,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -159,434) -30,596 27,849 -74,260 -99,147 -161,853 -204,003 -208,264 44,569 48,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 6.0 23.8 50.4 62.0 94.3 91.8 5.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229) 60 49 89 104 106 209 205
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 5,405 COMMITMENTS 3,368 4,728 263 0 0 3,631 4,991 1,774 414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) -17 -92 5 0 0 -12 -87 17 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 87.5 4.9 0.0 0.0 67.2 92.3 32.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 36 20 11 0 0 39 28
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 135,904 COMMITMENTS 28,147 13,833 33,031 73,496 87,873 134,674 134,737 1,230 1,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,428) -467 1,636 2,244 2,682 -564 4,459 3,316 -31 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.2 24.3 54.1 64.7 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 16 16 25 9 16 38 45
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 217,694 COMMITMENTS 52,740 50,724 43,915 120,956 121,007 217,611 215,646 83 2,048 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,887) -1,883 2,210 2,845 7,921 2,474 8,883 7,529 4 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 23.3 20.2 55.6 55.6 **** 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 19 31 23 20 35 49 79
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 186,574 COMMITMENTS 11,685 40,721 19,157 154,873 124,418 185,715 184,296 859 2,278 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,303) 817 -9,862 249 7,136 17,674 8,202 8,061 101 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 21.8 10.3 83.0 66.7 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 205) 51 78 33 38 56 115 148
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 568,311 COMMITMENTS 80,255 71,750 13,961 406,022 423,618 500,238 509,329 68,073 58,983 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 699) -644 -3,609 -1,870 1,596 7,927 -918 2,449 1,617 -1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 12.6 2.5 71.4 74.5 88.0 89.6 12.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 562) 114 99 59 249 252 384 389
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 27,711 COMMITMENTS 4,164 2,262 560 10,911 16,151 15,635 18,973 12,076 8,738 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,015) 970 -3,555 475 1,438 3,209 2,883 129 -868 1,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.2 2.0 39.4 58.3 56.4 68.5 43.6 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 5 2 7 10 14 16
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 15,605 COMMITMENTS 473 218 0 12,045 12,461 12,518 12,679 3,087 2,926 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 3.0 1.4 0.0 77.2 79.9 80.2 81.2 19.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 8 10 10 11
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,703,002 COMMITMENTS 402,361 369,343 45,101 1975,553 2037,335 2423,015 2451,779 279,987 251,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,581) -16,762 -8,959 -3,033 788 23,592 -19,007 11,600 12,426 -18,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 13.7 1.7 73.1 75.4 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 560) 115 98 56 245 250 378 386 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: 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: 28,481 COMMITMENTS 0 2,224 0 24,953 23,024 24,953 25,248 3,528 3,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,001) -235 0 0 2,000 2,991 1,765 2,991 236 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 87.6 80.8 87.6 88.6 12.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 9 12 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 9,240 COMMITMENTS 259 905 0 7,175 7,168 7,434 8,073 1,806 1,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 586) -21 -308 0 564 700 543 392 43 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 9.8 0.0 77.7 77.6 80.5 87.4 19.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 0 10 8 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: 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: 13,248 COMMITMENTS 1,116 754 103 8,464 11,452 9,683 12,309 3,565 939 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,137) 0 254 101 358 959 459 1,314 678 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 5.7 0.8 63.9 86.4 73.1 92.9 26.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 1 9 11 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 25,031 COMMITMENTS 1,584 2,987 0 23,246 21,800 24,830 24,787 201 244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 180 90 0 -120 -21 60 69 0 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.9 0.0 92.9 87.1 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 0 21 17 24 20
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,428 COMMITMENTS 6,256 4,221 1,172 9,440 11,882 16,868 17,275 560 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,539) 1,587 2,255 67 826 275 2,480 2,597 59 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 24.2 6.7 54.2 68.2 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 5 4 15 12 24 20
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,174 COMMITMENTS 13,821 10,476 1,793 20,261 23,184 35,876 35,453 7,298 7,721 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,116) 988 978 -203 178 630 962 1,405 154 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.3 4.2 46.9 53.7 83.1 82.1 16.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 68 53 23 77 83 154 150
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 215,871 COMMITMENTS 69,106 52,380 8,966 101,307 115,921 179,379 177,267 36,492 38,604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,582) 4,939 4,888 -1,015 888 3,150 4,812 7,023 770 -1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.3 4.2 46.9 53.7 83.1 82.1 16.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 68 53 23 77 83 154 150
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 17,715 COMMITMENTS 9,677 16,727 605 7,197 359 17,479 17,691 236 24 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 559) 64 715 -17 536 -131 583 567 -24 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 94.4 3.4 40.6 2.0 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 25 12 3 5 1 32 14
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,568 COMMITMENTS 43,769 64,318 3,911 63,913 48,870 111,593 117,099 32,975 27,469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,171) -8,294 -14,994 58 -2,278 -1,661 -10,514 -16,597 -2,657 3,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 44.5 2.7 44.2 33.8 77.2 81.0 22.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 22 26 9 23 29 52 58
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 495,086 COMMITMENTS 126,837 78,133 14,125 326,300 385,714 467,262 477,972 27,824 17,114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,014) 7,779 4,986 -2,420 -67 4,273 5,292 6,839 2,722 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 15.8 2.9 65.9 77.9 94.4 96.5 5.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 306) 68 47 20 129 110 204 170
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,711 COMMITMENTS 3,703 10,987 21 9,137 7,561 12,861 18,569 7,850 2,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) 657 -21 -9 -839 -18 -191 -48 395 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 53.0 0.1 44.1 36.5 62.1 89.7 37.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 5 1 10 6 17 11
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,729 COMMITMENTS 23,408 9,709 259 26,652 9,132 50,319 19,100 8,410 39,629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 533) 3,426 -1,648 -66 -2,069 2,537 1,291 823 -758 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 16.5 0.4 45.4 15.5 85.7 32.5 14.3 67.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 17 11 2 30 20 48 32
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 369,829 COMMITMENTS 53,128 10,466 1,644 305,404 352,586 360,176 364,696 9,653 5,133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,450) -440 -578 -266 -7,704 -6,254 -8,410 -7,098 -40 -1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.8 0.4 82.6 95.3 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 41 11 8 89 75 133 91
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,519,250 COMMITMENTS 291,051 51,053 10,378 1177,068 1441,414 1478,497 1502,845 40,753 16,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,442) 2,563 9,473 -364 45,796 42,538 47,995 51,647 8,447 4,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 3.4 0.7 77.5 94.9 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 446) 141 45 28 212 126 365 187
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,252 COMMITMENTS 20,502 6,624 32,749 26,944 39,194 80,195 78,567 57 1,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,440) 1,905 558 2,365 4,150 5,929 8,420 8,852 20 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 8.3 40.8 33.6 48.8 99.9 97.9 0.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 5 2 5 16 11 22
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,607 COMMITMENTS 12,799 1,379 9,585 223 10,316 22,607 21,280 0 1,327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,986) 2,324 -781 3,071 -1,409 1,864 3,986 4,154 0 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 6.1 42.4 1.0 45.6 **** 94.1 0.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 4 2 1 12 7 17
CFTC# 261 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 6,980 COMMITMENTS 2,516 3,810 180 3,049 2,954 5,745 6,944 1,235 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,384) -1,203 0 -60 -169 -1,330 -1,432 -1,390 48 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 54.6 2.6 43.7 42.3 82.3 99.5 17.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 12 3 2 8 7 21 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 13,741 COMMITMENTS 6,215 11,476 341 4,705 1,199 11,261 13,016 2,480 725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -855) 315 -526 -154 -36 -90 125 -770 -980 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 83.5 2.5 34.2 8.7 82.0 94.7 18.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 14 5 7 9 7 24 18
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,585 COMMITMENTS 3,537 2,683 741 7,065 12,355 11,343 15,779 11,242 6,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 92) 42 160 0 7 96 49 256 43 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.9 3.3 31.3 54.7 50.2 69.9 49.8 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 3 1 11 10 16 14
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 77,499 COMMITMENTS 17,123 6,696 521 48,933 67,182 66,577 74,399 10,922 3,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 611 543 -3 838 -681 1,446 -141 -1,271 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.6 0.7 63.1 86.7 85.9 96.0 14.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 15 8 8 41 36 58 50
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 46,548 COMMITMENTS 15,309 15,229 31,224 0 0 46,533 46,453 15 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -129) 0 -5 -144 0 0 -144 -149 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 32.7 67.1 0.0 0.0 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 16 5 0 0 8 19
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 76,995 COMMITMENTS 19,173 4,181 1,023 56,575 71,730 76,771 76,934 224 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -760) -2,325 150 15 1,350 -925 -960 -760 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 5.4 1.3 73.5 93.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 11 2 4 25 19 37 24
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,646 COMMITMENTS 1,555 100 285 13,530 14,951 15,370 15,336 276 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 634) -500 52 285 849 297 634 634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.6 1.8 86.5 95.6 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 22 11 25 13
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,070 COMMITMENTS 706 2,909 48 4,403 2,693 5,157 5,650 913 420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) -7 -137 9 215 255 217 127 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 47.9 0.8 72.5 44.4 85.0 93.1 15.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 6 2 10 8 14 15
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,642 COMMITMENTS 274 624 248 4,759 4,471 5,281 5,343 361 299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) -119 76 83 593 194 557 353 -222 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 11.1 4.4 84.3 79.2 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 4 13 13 17 18