CFTC Commitments of Traders

Futures Only 7/06/20


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NYME RBOB GASOLINE                                                      

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,108 COMMITMENTS 113,532 128,156 101,514 163,536 135,175 378,582 364,845 24,526 38,263 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,763) -8,995 -9,014 -13,761 -4,381 -4,669 -27,137 -27,444 -2,626 -2,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 31.8 25.2 40.6 33.5 93.9 90.5 6.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 336) 97 104 94 82 101 233 255
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 24,687 COMMITMENTS 13,615 0 230 10,421 23,571 24,266 23,801 421 886 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) 628 -200 130 92 344 850 274 -130 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 0.0 0.9 42.2 95.5 98.3 96.4 1.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 7 0 2 12 20 19 22
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 235,012 COMMITMENTS 48,766 84,093 43,424 123,078 88,491 215,268 216,008 19,744 19,004 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,081) -1,158 -621 -3,167 -1,063 428 -5,388 -3,360 -1,693 -3,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 35.8 18.5 52.4 37.7 91.6 91.9 8.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 228) 62 57 49 73 70 158 156
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 61,738 COMMITMENTS 7,178 22,002 1,603 42,653 29,920 51,434 53,525 10,304 8,213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,495) -487 4,109 -697 3,967 -1,537 2,783 1,875 -1,288 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 35.6 2.6 69.1 48.5 83.3 86.7 16.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 11 22 8 46 34 61 61
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,559,526 COMMITMENTS 270,274 427,718 327,405 797,554 631,170 1395,233 1386,293 164,293 173,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -49,997) 12,640 -51,892 -11,136 -20,512 6,805 -19,008 -56,223 -30,989 6,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 27.4 21.0 51.1 40.5 89.5 88.9 10.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 709) 155 135 154 299 287 545 509
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,292 COMMITMENTS 2,311 25 6 630 3,381 2,947 3,412 1,345 880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -187) 248 -6 0 -298 11 -50 5 -137 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 0.6 0.1 14.7 78.8 68.7 79.5 31.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 14 1 2 6 10 21 12
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,476 COMMITMENTS 203,556 80,685 166,742 381,848 509,140 752,146 756,567 59,330 54,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -51,320) 8,402 -6,455 -8,113 -44,736 -34,640 -44,447 -49,208 -6,873 -2,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 9.9 20.5 47.1 62.7 92.7 93.2 7.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 513) 174 89 142 177 181 423 364
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 12,120 COMMITMENTS 3,014 1,663 0 9,106 10,457 12,120 12,120 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -625) 0 -325 0 -625 -300 -625 -625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 13.7 0.0 75.1 86.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 2 0 11 8 16 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 36,949 COMMITMENTS 15,454 9,917 0 21,495 27,032 36,949 36,949 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,293) -400 -504 0 -1,708 -1,604 -2,108 -2,108 -185 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 26.8 0.0 58.2 73.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 7 6 0 16 13 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 95,847 COMMITMENTS 32,380 32,897 614 62,751 62,261 95,745 95,772 102 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,185) -1,655 -875 -2,082 -7,393 -8,203 -11,130 -11,160 -55 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 34.3 0.6 65.5 65.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 18 15 3 29 20 50 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,006 COMMITMENTS 60,882 23,443 3,265 119,859 157,298 184,006 184,006 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,951) -700 283 0 -7,251 -8,234 -7,951 -7,951 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 12.7 1.8 65.1 85.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 7 3 15 16 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 148,551 COMMITMENTS 22,938 18,922 5,116 120,497 124,513 148,551 148,551 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,650) -1,140 200 -150 -2,360 -3,700 -3,650 -3,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 12.7 3.4 81.1 83.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 5 6 17 12 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 35,879 COMMITMENTS 8,564 3,396 1,012 26,243 31,421 35,819 35,829 60 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -212) -82 0 0 -130 -212 -212 -212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 9.5 2.8 73.1 87.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 12 4 2 16 15 30 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,179 COMMITMENTS 5,875 1,000 0 27,304 32,179 33,179 33,179 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 17.7 3.0 0.0 82.3 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 1 0 14 7 19 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,471 COMMITMENTS 7,255 616 3,532 22,684 29,323 33,471 33,471 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -68 82 -82 150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 1.8 10.6 67.8 87.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 3 2 15 12 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,209 COMMITMENTS 3,145 2,295 200 22,586 23,714 25,931 26,209 278 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,335) 100 25 0 -1,460 -1,360 -1,360 -1,335 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 8.8 0.8 86.2 90.5 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 1 15 12 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: 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: 13,936 COMMITMENTS 1,715 2,130 0 12,221 11,806 13,936 13,936 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,038) 550 150 0 488 888 1,038 1,038 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 15.3 0.0 87.7 84.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 5 0 11 10 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: 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: 18,060 COMMITMENTS 1,355 6,840 540 16,140 10,680 18,035 18,060 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) -495 427 330 572 -350 407 407 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 37.9 3.0 89.4 59.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 6 3 11 10 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 42,565 COMMITMENTS 20,086 14,839 2,882 19,597 24,844 42,565 42,565 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 70 0 400 330 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 34.9 6.8 46.0 58.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 4 14 10 21 17
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 430,592 COMMITMENTS 74,482 64,310 83,569 238,433 256,401 396,484 404,280 34,108 26,312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,658) 2,593 -2,053 -15,733 -16,087 -11,075 -29,227 -28,861 -431 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 14.9 19.4 55.4 59.5 92.1 93.9 7.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 73 69 92 98 81 229 209
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,013,863 COMMITMENTS 108,088 217,015 7,099 733,882 662,532 849,069 886,646 164,794 127,217 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,889) -17,854 17,704 -4,774 -1,656 -16,321 -24,284 -3,391 15,395 -5,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 21.4 0.7 72.4 65.3 83.7 87.5 16.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 168) 32 22 15 76 84 112 117
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,889 COMMITMENTS 55,902 404,989 3,080 829,398 540,498 888,380 948,567 152,509 92,322 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,228) -8,194 44,344 -7,087 26,677 -14,559 11,396 22,698 1,832 -9,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 38.9 0.3 79.7 51.9 85.3 91.1 14.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 9 20 9 80 75 93 100
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 40,685 COMMITMENTS 5,962 1,380 3,516 31,113 35,770 40,591 40,666 94 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,354) 74 20 -31 1,428 1,362 1,471 1,351 -117 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 3.4 8.6 76.5 87.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 2 5 25 28 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 33,100 COMMITMENTS 1,091 7,889 1,122 30,024 24,089 32,237 33,100 863 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,679) 0 -320 75 1,604 1,924 1,679 1,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 23.8 3.4 90.7 72.8 97.4 **** 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 4 26 15 32 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 5,290 COMMITMENTS 1,316 0 945 2,903 4,335 5,164 5,280 126 10 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 24.9 0.0 17.9 54.9 81.9 97.6 99.8 2.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 3 15 13 18 16
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,828 COMMITMENTS 3,138 1,037 673 9,976 11,929 13,787 13,639 41 189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -361) -242 100 -134 15 -321 -361 -355 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 7.5 4.9 72.1 86.3 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 2 4 22 27 28 33
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,905 COMMITMENTS 0 1,648 45 5,555 3,990 5,600 5,683 305 222 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 27.9 0.8 94.1 67.6 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 16 12 17 14
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,923 COMMITMENTS 40,463 37,289 74,400 211,160 222,541 326,023 334,230 40,900 32,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,784) 213 1,077 2,206 -3,909 -2,646 -1,490 637 -2,294 -4,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 10.2 20.3 57.5 60.7 88.9 91.1 11.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 44 32 52 90 90 158 157
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,042 COMMITMENTS 632 0 225 45,627 64,486 46,484 64,711 23,558 5,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 753) -190 0 0 392 651 202 651 551 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.3 65.1 92.1 66.4 92.4 33.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 1 20 20 21 21
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,932,810 COMMITMENTS 866,111 37,411 480,305 4556,919 5397,415 5903,335 5915,131 29,475 17,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -253,466) -25,573 -35,951 -30,913 -197,463 -184,756 -253,949 -251,620 483 -1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.6 8.1 76.8 91.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 49 14 51 151 138 209 194
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 230,220 COMMITMENTS 10,953 40,879 41,301 177,146 147,513 229,400 229,693 820 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,994) -9,240 -10,386 -10,185 -8,139 -6,854 -27,564 -27,425 570 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 17.8 17.9 76.9 64.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 11 9 24 19 34 33
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,342 COMMITMENTS 5,979 2,392 62 242,332 267,980 248,373 270,434 27,969 5,908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 273) 155 0 62 -92 300 125 362 148 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.9 0.0 87.7 97.0 89.9 97.9 10.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 24 20 27 22
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,836 COMMITMENTS 1,164 88 1,233 148,830 154,210 151,227 155,531 9,609 5,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,565) 378 88 45 1,302 1,277 1,725 1,410 -160 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.8 92.5 95.9 94.0 96.7 6.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 1 3 20 26 25 29
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,624 COMMITMENTS 13,493 372 6,292 332,357 352,005 352,142 358,669 9,482 2,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,040) -649 0 -1,202 1,993 931 142 -271 898 1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.1 1.7 91.9 97.3 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 8 1 2 38 38 46 41
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,163,473 COMMITMENTS 2,197 11,692 4,340 1146,637 1144,999 1153,174 1161,031 10,299 2,442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,226) 227 1,102 -125 6,805 5,836 6,907 6,813 -681 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.0 0.4 98.6 98.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 3 4 38 28 44 33
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 413,330 COMMITMENTS 2,542 253 996 402,905 406,909 406,443 408,158 6,887 5,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,142) -401 29 -610 3,006 1,056 1,995 475 147 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 0.2 97.5 98.4 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 2 2 3 46 41 49 45
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 587,393 COMMITMENTS 477 303 465 573,609 581,015 574,551 581,783 12,842 5,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,207) 45 55 93 12,974 13,148 13,112 13,296 95 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.1 97.7 98.9 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 2 2 2 37 47 40 50
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 478,193 COMMITMENTS 2,034 2,522 62 464,241 466,058 466,337 468,642 11,856 9,551 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,849) 0 185 62 19,016 15,533 19,078 15,780 -3,229 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.0 97.1 97.5 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 2 1 39 35 41 37
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,115 COMMITMENTS 248 5,392 0 100,426 98,540 100,674 103,932 5,441 2,183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 933) 248 461 -74 1,094 1,646 1,268 2,033 -335 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.1 0.0 94.6 92.9 94.9 97.9 5.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 3 0 17 20 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,091 COMMITMENTS 0 511 0 27,478 26,944 27,478 27,455 613 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 713) 0 31 0 620 868 620 899 93 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 97.8 95.9 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 14 15 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 330,884 COMMITMENTS 159 6,282 275 319,053 318,352 319,487 324,909 11,397 5,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,138) 159 581 120 -5,119 -3,357 -4,840 -2,656 1,702 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.1 96.4 96.2 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 3 1 29 30 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 188,959 COMMITMENTS 0 0 0 181,779 183,543 181,779 183,543 7,180 5,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,562) 0 0 0 2,567 1,617 2,567 1,617 -1,005 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.2 97.1 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 26 24 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 295,616 COMMITMENTS 1,230 0 0 289,373 293,750 290,603 293,750 5,013 1,866 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 311) 0 0 0 45 -27 45 -27 266 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 97.9 99.4 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 0 0 23 25 24 25
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 48,680 COMMITMENTS 9,912 790 0 36,656 47,560 46,568 48,350 2,112 330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,034) 1,328 0 0 1,453 3,250 2,781 3,250 253 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 1.6 0.0 75.3 97.7 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 0 21 20 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 606,253 COMMITMENTS 14,359 5,126 6,867 577,900 585,735 599,126 597,728 7,127 8,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,543) 1,177 802 377 7,986 7,517 9,540 8,696 3 847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 1.1 95.3 96.6 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 9 7 7 55 43 66 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 206,115 COMMITMENTS 279 0 0 202,893 201,566 203,172 201,566 2,943 4,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,068) 279 0 0 865 1,158 1,144 1,158 -76 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 98.4 97.8 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 23 21 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 148,638 COMMITMENTS 0 0 0 144,911 143,680 144,911 143,680 3,727 4,958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,151) 0 0 0 624 1,291 624 1,291 1,527 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 96.7 97.5 96.7 2.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 21 18 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 237,122 COMMITMENTS 25,396 1,333 644 207,569 234,403 233,609 236,380 3,513 742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,824) 17,212 1,030 55 16,276 29,597 33,543 30,682 -3,719 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 0.3 87.5 98.9 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 10 2 1 32 43 42 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,923 COMMITMENTS 54,372 2,020 644 205,878 257,612 260,894 260,276 1,029 1,647 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,963) 18,057 992 0 14,341 31,026 32,398 32,018 -435 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.8 0.2 78.6 98.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 13 1 1 37 44 50 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 139,632 COMMITMENTS 0 0 0 136,874 137,956 136,874 137,956 2,758 1,676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,964) 0 -248 0 11,053 11,146 11,053 10,898 -89 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.8 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 0 0 23 29 23 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 40,920 COMMITMENTS 620 1,224 0 39,472 39,479 40,092 40,703 828 217 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,201) 0 0 0 2,201 2,537 2,201 2,537 0 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.0 0.0 96.5 96.5 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 0 15 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 294,298 COMMITMENTS 3,222 1,434 953 286,770 283,419 290,945 285,806 3,353 8,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -966) -245 542 -181 -1,350 -1,798 -1,776 -1,437 810 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.3 97.4 96.3 98.9 97.1 1.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 3 3 3 40 39 44 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 116,471 COMMITMENTS 0 0 0 116,165 115,037 116,165 115,037 306 1,434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,374) 0 0 0 3,467 3,157 3,467 3,157 -93 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 13,722 COMMITMENTS 0 279 0 11,630 12,708 11,630 12,987 2,092 735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 84.8 92.6 84.8 94.6 15.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 12 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,035 COMMITMENTS 1,554 112 255 101,128 104,168 102,937 104,535 12,098 10,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 231) 0 0 0 93 107 93 107 138 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 0.2 87.9 90.6 89.5 90.9 10.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 1 18 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 251,408 COMMITMENTS 0 1,469 1,408 246,096 240,764 247,504 243,641 3,904 7,767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,718) 0 1,211 -93 4,414 2,207 4,321 3,325 -603 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.6 97.9 95.8 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 4 2 30 33 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 193,902 COMMITMENTS 0 660 0 181,216 190,820 181,216 191,480 12,686 2,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -206) 0 660 0 1,916 -854 1,916 -194 -2,122 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 93.5 98.4 93.5 98.8 6.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 0 21 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,940 COMMITMENTS 616 403 0 95,463 92,433 96,079 92,836 3,861 7,104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 654) 0 403 0 623 -54 623 349 31 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.0 95.5 92.5 96.1 92.9 3.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 59,638 COMMITMENTS 0 0 0 58,018 57,754 58,018 57,754 1,620 1,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 434) 0 0 0 341 93 341 93 93 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 96.8 97.3 96.8 2.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 12 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 215,750 COMMITMENTS 2,515 0 0 204,883 206,940 207,398 206,940 8,352 8,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -866) 60 0 0 -213 -1,011 -153 -1,011 -713 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 95.0 95.9 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 0 0 14 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 178,358 COMMITMENTS 6,868 2,624 116 164,534 166,396 171,518 169,136 6,840 9,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 598) 31 -94 -30 499 783 500 659 98 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.5 0.1 92.2 93.3 96.2 94.8 3.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 4 3 31 32 36 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 72,707 COMMITMENTS 1,795 0 0 69,076 71,143 70,871 71,143 1,836 1,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,898) 431 0 0 5,743 6,355 6,174 6,355 -276 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 95.0 97.8 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 0 15 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 259,410 COMMITMENTS 5,983 776 1,475 243,330 250,927 250,788 253,178 8,622 6,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 849) -151 776 154 424 -51 427 879 422 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.6 93.8 96.7 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 4 2 2 33 36 38 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 144,143 COMMITMENTS 0 3,530 105 140,341 138,278 140,446 141,913 3,697 2,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,322) 0 0 0 2,604 1,556 2,604 1,556 -1,282 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.1 97.4 95.9 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 2 1 28 30 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 33,592 COMMITMENTS 1,130 0 31 31,301 33,561 32,462 33,592 1,130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,674) -31 0 31 1,674 1,767 1,674 1,798 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.1 93.2 99.9 96.6 **** 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 1 9 13 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 162,540 COMMITMENTS 3,497 1,712 0 150,771 158,241 154,268 159,953 8,272 2,587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,092) 899 0 0 2,010 1,964 2,909 1,964 -817 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.1 0.0 92.8 97.4 94.9 98.4 5.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 1 0 18 24 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 45,181 COMMITMENTS 0 0 0 42,897 43,072 42,897 43,072 2,284 2,109 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 0 0 0 31 213 31 213 155 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.9 95.3 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 19 20 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 282,792 COMMITMENTS 186 1,085 186 271,092 280,937 271,464 282,208 11,328 584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,907) 0 775 0 2,753 2,194 2,753 2,969 154 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.1 95.9 99.3 96.0 99.8 4.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 1 1 34 24 35 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 107,762 COMMITMENTS 4,769 1,498 0 94,987 105,230 99,756 106,728 8,006 1,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 487) 0 0 0 336 487 336 487 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.4 0.0 88.1 97.7 92.6 99.0 7.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 17 15 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 20,964 COMMITMENTS 1,444 0 0 18,904 20,874 20,348 20,874 616 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,519) 558 0 0 837 1,889 1,395 1,889 124 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.0 90.2 99.6 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 14 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 192,754 COMMITMENTS 1,385 157 246 183,432 184,636 185,063 185,039 7,691 7,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,434) 153 157 246 4,053 4,559 4,452 4,962 -18 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.1 95.2 95.8 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 1 18 29 21 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 24,935 COMMITMENTS 279 0 0 22,966 23,963 23,245 23,963 1,690 972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 558) 279 0 0 -62 438 217 438 341 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 92.1 96.1 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 11 14 12 14
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,316,452 COMMITMENTS 314,800 378,173 379,340 557,479 515,009 1251,619 1272,522 64,833 43,930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,914) 9,779 10,450 3,011 -4,983 -8,252 7,807 5,209 -2,893 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 28.7 28.8 42.3 39.1 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 100 107 127 76 73 255 247
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 290,880 COMMITMENTS 37,719 20,038 42,213 193,931 220,913 273,863 283,164 17,017 7,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,396) -3,141 -5,385 -4,142 -23,089 -18,824 -30,372 -28,351 1,976 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 6.9 14.5 66.7 75.9 94.1 97.3 5.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 17 9 18 46 44 71 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 121,829 COMMITMENTS 3,427 39,204 18,452 90,602 53,710 112,481 111,366 9,348 10,463 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,285) -1,779 -6,622 -9,386 -13,898 -8,470 -25,063 -24,478 -222 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 32.2 15.1 74.4 44.1 92.3 91.4 7.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 16 17 27 26 46 46
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,618 COMMITMENTS 814 6,722 1,344 16,766 11,005 18,924 19,071 694 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,322) -10 -10 -342 -950 -1,081 -1,302 -1,433 -20 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 34.3 6.9 85.5 56.1 96.5 97.2 3.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 6 6 16 16 23 25
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,133 COMMITMENTS 60 115 70 4,848 4,565 4,978 4,750 155 383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) 0 0 0 211 185 211 185 6 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 1.4 94.4 88.9 97.0 92.5 3.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 14 17 16 19
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,412 COMMITMENTS 9,589 458 3,642 21,721 31,015 34,952 35,115 460 297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,253) 324 180 -2 3,080 3,165 3,402 3,343 -149 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 1.3 10.3 61.3 87.6 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 13 6 11 42 65 59 79
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 441,205 COMMITMENTS 81,487 96,261 62,632 249,452 255,162 393,571 414,055 47,634 27,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,395) -1,528 10,076 -4,618 -3,447 -16,186 -9,593 -10,728 -2,802 -1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 21.8 14.2 56.5 57.8 89.2 93.8 10.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 77 71 71 109 81 225 193
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,481 COMMITMENTS 49,221 30,635 19,612 82,581 102,606 151,414 152,853 10,067 8,628 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,172) 1,919 -1,974 802 -666 4,092 2,055 2,920 117 -748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 19.0 12.1 51.1 63.5 93.8 94.7 6.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 85 61 63 59 62 166 168
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,893 COMMITMENTS 106,367 14,570 25,942 581,893 687,893 714,202 728,405 25,691 11,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,801) -10,873 917 151 -12,172 -20,272 -22,894 -19,204 3,093 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.0 3.5 78.6 93.0 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 7 3 6 36 34 45 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,766 COMMITMENTS 11,791 20,520 11,929 158,768 148,242 182,488 180,691 4,278 6,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,891) -2,519 1,380 -3,660 -6,526 -10,774 -12,705 -13,054 -186 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.0 6.4 85.0 79.4 97.7 96.7 2.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 7 7 10 26 27 38 39
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,122 COMMITMENTS 3,235 467 423 4,730 8,391 8,388 9,281 1,734 841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71) 24 -151 3 274 182 301 34 -230 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 4.6 4.2 46.7 82.9 82.9 91.7 17.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 25 1 9 15 17 42 27
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,247 COMMITMENTS 2,672 1,706 154 5,661 7,600 8,487 9,460 1,760 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -304) 65 -322 -23 -286 79 -244 -266 -60 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 16.6 1.5 55.2 74.2 82.8 92.3 17.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 18 10 6 17 9 40 20
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,116,752 COMMITMENTS 423,950 713,466 27,157 1488,624 1282,298 1939,731 2022,921 177,021 93,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,878) 26,663 12,505 -8,397 -3,881 8,774 14,385 12,882 493 1,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 33.7 1.3 70.3 60.6 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 292) 61 31 24 150 126 222 170
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,441,124 COMMITMENTS 781,791 750,776 54,683 2220,910 2277,561 3057,384 3083,020 383,740 358,104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 138,226) 95,027 70,528 -13,534 59,408 82,651 140,901 139,645 -2,675 -1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 21.8 1.6 64.5 66.2 88.8 89.6 11.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 379) 68 75 39 169 168 256 263
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,366 COMMITMENTS 180,404 163,560 15,277 675,220 598,517 870,901 777,354 99,465 193,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,618) 8,299 12,594 3,733 4,123 -8,277 16,155 8,050 -1,537 6,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 16.9 1.6 69.6 61.7 89.7 80.1 10.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 13 10 8 63 71 78 87
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,555,414 COMMITMENTS 520,500 651,975 61,502 2671,405 2555,224 3253,407 3268,701 302,007 286,713 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 107,938) 91,479 57,205 -11,795 25,529 67,987 105,213 113,397 2,725 -5,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 18.3 1.7 75.1 71.9 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305) 64 38 26 138 158 211 213
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,793,109 COMMITMENTS 786,542 414,056 225,579 749,783 1119,113 1761,904 1758,748 31,205 34,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,289) 11,677 91,709 -24,499 43,033 -40,057 30,211 27,153 3,078 6,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 23.1 12.6 41.8 62.4 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 20 23 31 57 61 98 94
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,356 COMMITMENTS 912 1,005 518 8,439 8,457 9,869 9,980 487 376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 182) -76 -93 27 202 235 153 169 29 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 9.7 5.0 81.5 81.7 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 7 8 27 25 36 34
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,399 COMMITMENTS 14,807 4,969 1,526 8,824 16,867 25,157 23,362 3,242 5,037 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,398) 1,463 706 -275 100 1,139 1,288 1,570 110 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 17.5 5.4 31.1 59.4 88.6 82.3 11.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 23 15 20 25 31 57 57
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,592 COMMITMENTS 1,412 664 532 7,128 7,760 9,072 8,956 520 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 297) 49 216 1 246 47 296 264 1 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.9 5.5 74.3 80.9 94.6 93.4 5.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 5 6 35 21 41 29
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,202 COMMITMENTS 3 4,079 434 5,396 1,403 5,833 5,916 369 286 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161) -19 161 5 172 9 158 175 3 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 65.8 7.0 87.0 22.6 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 6 5 15 10 20 17
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,597 COMMITMENTS 79,656 76,817 47,398 79,246 77,380 206,300 201,595 19,297 24,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,504) 2,332 9,484 -1,541 2,017 -6,072 2,808 1,871 696 1,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 34.1 21.0 35.1 34.3 91.4 89.4 8.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 72 114 96 49 70 190 227
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,097 COMMITMENTS 70,981 47,103 52,882 123,815 141,426 247,678 241,411 27,419 33,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,400) 278 835 -230 515 -2,157 563 -1,552 -2,963 -848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 17.1 19.2 45.0 51.4 90.0 87.8 10.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 349) 90 88 103 100 127 250 272
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,620 COMMITMENTS 746 342 77 834 1,390 1,657 1,809 963 811 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 135) 95 -98 38 -45 145 88 85 47 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 13.1 2.9 31.8 53.1 63.2 69.0 36.8 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 7 3 10 11 23 18
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,744 COMMITMENTS 11,995 9,369 6,815 11,607 10,014 30,417 26,198 6,327 10,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,496) 957 -443 318 -460 971 815 846 681 650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 25.5 18.5 31.6 27.3 82.8 71.3 17.2 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158) 33 44 37 39 51 94 116
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,491 COMMITMENTS 1,087 11,513 542 23,386 12,699 25,015 24,754 476 737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,181) 91 1,179 -83 1,185 170 1,193 1,266 -12 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 45.2 2.1 91.7 49.8 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 14 9 9 29 24 48 37
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 9,044 COMMITMENTS 1,381 819 362 7,150 7,712 8,893 8,893 151 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 782) -433 533 318 897 -69 782 782 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 9.1 4.0 79.1 85.3 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 6 4 15 14 21 23
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 39,569 COMMITMENTS 3,844 1,510 2,389 33,251 35,019 39,484 38,918 85 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,601) -25 560 125 1,551 280 1,651 965 -50 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 3.8 6.0 84.0 88.5 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 6 21 25 27 34
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MWh for about 368 Hours) OPEN INTEREST: 33,754 COMMITMENTS 4,175 381 1,079 28,327 32,294 33,581 33,754 173 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -52) -305 65 123 -43 -240 -225 -52 173 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.1 3.2 83.9 95.7 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 4 19 22 26 27
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 137,014 COMMITMENTS 11,054 5,677 8,407 117,300 122,840 136,761 136,924 253 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,949) 1,764 -157 -458 1,635 3,539 2,941 2,924 8 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 4.1 6.1 85.6 89.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 14 9 11 35 36 52 53
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,254 COMMITMENTS 776 3,162 2,549 65,929 63,482 69,254 69,193 0 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 664) 155 -224 164 345 724 664 664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.6 3.7 95.2 91.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 6 4 27 22 33 31
CFTC# 64396 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 40,711 COMMITMENTS 1,175 2,303 300 39,236 38,108 40,711 40,711 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) 125 -50 0 170 345 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.7 0.7 96.4 93.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 16 15 20 17
CFTC# 6439 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 60,456 COMMITMENTS 17,013 1,610 4,553 38,660 54,207 60,226 60,370 230 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75) -26 -20 -25 -24 -30 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 2.7 7.5 63.9 89.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 2 4 24 23 32 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 76,725 COMMITMENTS 25,530 3,008 2,907 47,786 70,745 76,223 76,660 502 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 733) 1,016 168 -168 144 725 992 725 -259 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 3.9 3.8 62.3 92.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 10 5 5 24 23 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 71,617 COMMITMENTS 1,948 808 1,504 67,643 69,305 71,095 71,617 522 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,844) 41 0 0 1,803 1,844 1,844 1,844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.1 2.1 94.5 96.8 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 2 3 28 28 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 90,500 COMMITMENTS 1,754 1,020 2,166 86,058 87,314 89,978 90,500 522 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,237) 106 0 0 2,131 2,237 2,237 2,237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 2.4 95.1 96.5 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 3 30 28 34 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,432 COMMITMENTS 280 0 225 43,513 43,886 44,018 44,111 414 321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -90) 0 0 0 -90 -90 -90 -90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.5 97.9 98.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 0 1 19 15 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 28,099 COMMITMENTS 360 1,295 0 27,265 26,794 27,625 28,089 474 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -745) 0 0 0 -745 -745 -745 -745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.6 0.0 97.0 95.4 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 20 17 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 20,337 COMMITMENTS 395 222 300 19,535 19,815 20,230 20,337 107 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,250) -210 222 210 2,250 1,818 2,250 2,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 1.5 96.1 97.4 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 85,353 COMMITMENTS 12,442 2,560 1,920 70,618 80,642 84,980 85,122 373 231 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,266) -13 -111 10 2,357 2,318 2,354 2,217 -88 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.0 2.2 82.7 94.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 17 8 11 35 35 55 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 13,104 COMMITMENTS 750 150 0 12,354 12,954 13,104 13,104 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 0 0 0 144 144 144 144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.0 94.3 98.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 10 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,044 COMMITMENTS 750 150 0 12,294 12,894 13,044 13,044 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 0 0 0 144 144 144 144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.0 94.3 98.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 10 13 12 14
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,161 COMMITMENTS 5,245 1,000 310 40,282 44,443 45,837 45,753 324 408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,310) 0 0 0 2,310 2,310 2,310 2,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.2 0.7 87.3 96.3 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 3 3 19 19 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,088 COMMITMENTS 1,509 100 25 11,339 12,619 12,873 12,744 215 344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,415) 120 0 0 2,275 2,415 2,395 2,415 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.8 0.2 86.6 96.4 98.4 97.4 1.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 12 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,102 COMMITMENTS 690 100 200 48,055 48,466 48,945 48,766 157 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93) 0 0 0 93 93 93 93 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.4 97.9 98.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 1 1 24 19 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 42,065 COMMITMENTS 455 1,265 60 41,039 40,728 41,554 42,053 511 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42) 0 0 0 -52 -42 -52 -42 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.0 0.1 97.6 96.8 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 2 25 23 29 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,050 COMMITMENTS 1,473 200 73 66,503 68,537 68,049 68,810 1,001 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 294 300 294 300 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.3 0.1 96.3 99.3 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 22 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,821 COMMITMENTS 2,022 725 104 71,195 72,807 73,321 73,636 500 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 406) 25 175 0 381 231 406 406 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.0 0.1 96.4 98.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 3 2 25 16 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 368 Hours) OPEN INTEREST: 84,425 COMMITMENTS 1,375 473 2,713 79,897 81,169 83,985 84,355 440 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,108) 162 -313 343 603 1,078 1,108 1,108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.6 3.2 94.6 96.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 5 29 24 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 102,954 COMMITMENTS 2,274 1,663 3,478 96,875 97,748 102,627 102,889 327 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,030) 540 -1,313 689 -199 1,624 1,030 1,000 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.6 3.4 94.1 94.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 7 7 32 32 42 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 60,613 COMMITMENTS 325 4,934 100 60,173 55,579 60,598 60,613 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -64) 225 139 0 -289 -203 -64 -64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.1 0.2 99.3 91.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 1 16 15 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,715 COMMITMENTS 1,250 875 225 53,240 53,615 54,715 54,715 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 -25 0 25 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.6 0.4 97.3 98.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 14 9 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 58,567 COMMITMENTS 1,767 1,597 938 55,531 55,881 58,236 58,416 331 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 629) 217 0 -12 424 635 629 623 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.7 1.6 94.8 95.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 3 22 22 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 65,754 COMMITMENTS 2,718 5,078 1,139 61,741 59,139 65,598 65,356 156 398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 945) 522 6 -85 508 1,021 945 942 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.7 1.7 93.9 89.9 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 6 4 23 22 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,256 COMMITMENTS 0 925 0 26,164 25,111 26,164 26,036 92 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 425 445 425 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 99.6 95.6 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 26,020 COMMITMENTS 0 225 0 25,636 25,655 25,636 25,880 384 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 480) 0 0 0 480 480 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 98.5 98.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 31,304 COMMITMENTS 1,350 2,141 515 29,380 28,043 31,245 30,699 59 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43) 0 0 0 41 65 41 65 2 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 6.8 1.6 93.9 89.6 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 4 21 19 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 18,985 COMMITMENTS 675 2,133 162 16,950 16,235 17,787 18,530 1,198 455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) 0 50 -20 105 55 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.2 0.9 89.3 85.5 93.7 97.6 6.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 4 2 11 10 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 59,502 COMMITMENTS 4,803 5,884 1,940 52,603 51,639 59,346 59,463 156 39 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 387) 264 289 108 29 -10 401 387 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.9 3.3 88.4 86.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 2 4 31 26 38 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 37,540 COMMITMENTS 1,316 2,178 763 35,308 34,532 37,387 37,473 153 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 54) 30 218 -90 114 -74 54 54 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.8 2.0 94.1 92.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 4 5 27 19 33 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 19,865 COMMITMENTS 751 464 200 18,704 19,201 19,655 19,865 210 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) -100 0 0 190 195 90 195 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.3 1.0 94.2 96.7 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 4 1 19 19 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 19,526 COMMITMENTS 575 150 0 18,820 19,376 19,395 19,526 131 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -40 0 -40 0 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.8 0.0 96.4 99.2 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 0 13 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,390 COMMITMENTS 445 100 490 11,000 11,630 11,935 12,220 455 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) 0 0 0 1,245 1,110 1,245 1,110 0 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.8 4.0 88.8 93.9 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 14 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,381 COMMITMENTS 415 100 485 10,041 10,626 10,941 11,211 440 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) 0 0 0 1,245 1,110 1,245 1,110 0 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.9 4.3 88.2 93.4 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 13 12 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,736 COMMITMENTS 1,250 3,715 1,925 32,395 30,096 35,570 35,736 166 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -50 -50 0 -55 80 -105 30 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 10.4 5.4 90.7 84.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 19 15 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,131 COMMITMENTS 1,250 3,500 1,855 32,860 30,776 35,965 36,131 166 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) -50 -50 0 -65 70 -115 20 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 9.7 5.1 90.9 85.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 19 16 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 116,629 COMMITMENTS 490 5,996 2,554 113,508 107,999 116,552 116,549 77 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,903) -230 -295 200 1,929 1,998 1,899 1,903 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.1 2.2 97.3 92.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 9 5 41 32 47 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 130,309 COMMITMENTS 595 5,451 4,721 124,933 120,057 130,249 130,229 60 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,361) -164 105 242 2,275 2,014 2,353 2,361 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.2 3.6 95.9 92.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 4 11 9 44 34 55 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 285,259 COMMITMENTS 31,823 14,992 22,295 230,806 247,808 284,924 285,095 335 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,234) 1,710 1,168 -1,826 6,316 6,892 6,200 6,234 34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 5.3 7.8 80.9 86.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 28 13 23 48 40 82 70 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,259 COMMITMENTS 4,303 100 565 12,261 16,524 17,129 17,189 130 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) -335 -500 500 745 720 910 720 -190 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 0.6 3.3 71.0 95.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 16 14 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,096 COMMITMENTS 3,858 300 355 9,753 13,441 13,966 14,096 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) -335 -300 300 645 435 610 435 -175 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 2.1 2.5 69.2 95.4 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 2 15 14 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 352 Hours) OPEN INTEREST: 16,940 COMMITMENTS 2,320 1,250 225 14,371 15,435 16,916 16,910 24 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 784) -100 200 75 809 509 784 784 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.4 1.3 84.8 91.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 2 3 16 27 22 30
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,691 COMMITMENTS 0 4,240 0 81,809 77,569 81,809 81,809 7,882 7,882 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 871) 0 0 0 580 580 580 580 291 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.0 91.2 86.5 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 0 18 21 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 74,612 COMMITMENTS 0 4,700 0 68,457 63,757 68,457 68,457 6,155 6,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 20 0 0 -20 0 0 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 91.8 85.5 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 20 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 2,240 1,005 0 20,875 21,810 23,115 22,815 2,720 3,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 0 0 0 -120 -120 -120 -120 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 3.9 0.0 80.8 84.4 89.5 88.3 10.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 1 0 13 12 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,661 COMMITMENTS 11,620 5,680 4,020 40,834 47,049 56,474 56,749 3,187 2,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 403) 0 250 50 533 283 583 583 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 9.5 6.7 68.4 78.9 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 2 2 19 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,872 COMMITMENTS 2,565 2,785 3,360 31,651 31,706 37,576 37,851 2,296 2,021 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 338) 0 250 50 288 38 338 338 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.0 8.4 79.4 79.5 94.2 94.9 5.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 3 17 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,233 COMMITMENTS 0 3,600 1,800 19,508 16,088 21,308 21,488 1,925 1,745 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 15.5 7.7 84.0 69.2 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 16 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,447 COMMITMENTS 0 325 1,800 16,435 16,550 18,235 18,675 1,212 772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 9.3 84.5 85.1 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 15 10 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,840 COMMITMENTS 885 16,420 90 31,545 15,755 32,520 32,265 1,320 1,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 60 0 60 0 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 48.5 0.3 93.2 46.6 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 15 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,915 COMMITMENTS 13,125 4,755 1,515 67,505 75,805 82,145 82,075 18,770 18,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 300 0 0 150 450 450 450 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 4.7 1.5 66.9 75.1 81.4 81.3 18.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 2 18 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 95,990 COMMITMENTS 13,585 7,300 1,090 64,130 70,350 78,805 78,740 17,185 17,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 575) 435 0 20 210 610 665 630 -90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 7.6 1.1 66.8 73.3 82.1 82.0 17.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 3 18 21 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,174 COMMITMENTS 3,505 13,990 1,190 15,792 6,222 20,487 21,402 4,687 3,772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20) 0 40 -100 45 10 -55 -50 35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 55.6 4.7 62.7 24.7 81.4 85.0 18.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,354 COMMITMENTS 3,505 12,355 1,730 14,745 6,865 19,980 20,950 4,374 3,404 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 40 -70 150 170 80 140 10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 50.7 7.1 60.5 28.2 82.0 86.0 18.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,040 COMMITMENTS 28,555 0 25 33,570 61,485 62,150 61,510 1,890 2,530 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 44.6 0.0 0.0 52.4 96.0 97.0 96.0 3.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 12 10 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,330 COMMITMENTS 27,350 115 190 33,945 61,480 61,485 61,785 2,845 2,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 0.2 0.3 52.8 95.6 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 3 17 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,380 COMMITMENTS 18,760 115 540 32,620 51,415 51,920 52,070 2,460 2,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 0.2 1.0 60.0 94.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 3 18 12 24 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,810 COMMITMENTS 2,330 4,760 530 13,570 11,585 16,430 16,875 3,380 2,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 24.0 2.7 68.5 58.5 82.9 85.2 17.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 4 1 11 8 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,605 COMMITMENTS 17,890 21,300 2,310 47,115 44,045 67,315 67,655 6,290 5,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) -100 0 40 -180 -280 -240 -240 340 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.9 3.1 64.0 59.8 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 17 13 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 67,625 COMMITMENTS 14,060 21,300 2,310 46,340 39,140 62,710 62,750 4,915 4,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) -100 0 40 -20 -120 -80 -80 280 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 31.5 3.4 68.5 57.9 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 17 14 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,997 COMMITMENTS 17,765 14,610 5,520 38,536 41,771 61,821 61,901 4,176 4,096 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,420) 400 50 500 1,270 1,620 2,170 2,170 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 22.1 8.4 58.4 63.3 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 19 14 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,750 COMMITMENTS 9,115 10,210 5,815 36,522 35,697 51,452 51,722 3,298 3,028 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,485) 400 50 500 1,335 1,685 2,235 2,235 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 18.6 10.6 66.7 65.2 94.0 94.5 6.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 5 19 14 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 192,314 COMMITMENTS 9,759 37,030 7,591 125,832 98,396 143,182 143,017 49,132 49,297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,000) 725 815 180 1,761 1,671 2,666 2,666 2,334 2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 19.3 3.9 65.4 51.2 74.5 74.4 25.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 7 5 30 31 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 153,426 COMMITMENTS 8,334 20,695 7,851 98,918 86,392 115,103 114,938 38,323 38,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,320) 615 955 -110 1,064 719 1,569 1,564 751 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 13.5 5.1 64.5 56.3 75.0 74.9 25.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 6 5 27 30 33 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,585 COMMITMENTS 1,500 350 0 21,150 22,060 22,650 22,410 935 1,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 890) 600 0 0 290 950 890 950 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.5 0.0 89.7 93.5 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 13 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,401 COMMITMENTS 2,305 3,935 8,945 57,746 56,346 68,996 69,226 4,405 4,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 50 0 100 230 280 380 380 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.4 12.2 78.7 76.8 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 16 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,150 COMMITMENTS 1,820 3,385 9,370 44,345 42,900 55,535 55,655 6,615 6,495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 396) 250 0 0 -629 -379 -379 -379 775 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.4 15.1 71.4 69.0 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 19 21 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,150 COMMITMENTS 16,900 1,550 3,230 22,090 37,960 42,220 42,740 3,930 3,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,065) 300 600 0 3,570 3,270 3,870 3,870 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 3.4 7.0 47.9 82.3 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 3 17 18 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,315 COMMITMENTS 33,045 1,930 2,030 17,720 49,045 52,795 53,005 2,520 2,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,930) 0 600 0 3,860 3,260 3,860 3,860 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 3.5 3.7 32.0 88.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 3 15 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 154,883 COMMITMENTS 10,090 12,155 6,500 112,033 109,968 128,623 128,623 26,260 26,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845) 250 200 0 -1,330 -1,280 -1,080 -1,080 1,925 1,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 7.8 4.2 72.3 71.0 83.0 83.0 17.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 3 2 28 29 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 124,915 COMMITMENTS 4,730 7,455 9,070 95,320 92,550 109,120 109,075 15,795 15,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,740) 250 0 50 4,065 4,315 4,365 4,365 375 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 6.0 7.3 76.3 74.1 87.4 87.3 12.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 25 26 29 30
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 5,258 COMMITMENTS 225 415 129 4,302 3,926 4,656 4,470 602 788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 381) -20 34 21 327 236 328 291 53 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.9 2.5 81.8 74.7 88.6 85.0 11.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 3 26 28 30 32
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 32,874 COMMITMENTS 1,919 0 0 30,578 32,778 32,497 32,778 377 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 516) -46 0 0 577 470 531 470 -15 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 93.0 99.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 0 0 34 40 35 40
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 26,600 COMMITMENTS 239 0 231 26,003 25,754 26,473 25,985 127 615 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 10 0 -10 0 -20 0 -30 50 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.9 97.8 96.8 99.5 97.7 0.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 0 2 28 28 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,540 COMMITMENTS 101 185 373 10,441 10,442 10,915 11,000 625 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,054) 10 -10 118 831 841 959 949 95 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.6 3.2 90.5 90.5 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 3 31 31 34 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 35,054 COMMITMENTS 2,630 649 52 32,192 33,962 34,874 34,663 180 391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,468) 490 187 -37 1,022 1,318 1,475 1,468 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.9 0.1 91.8 96.9 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 2 4 2 33 44 37 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 54,374 COMMITMENTS 2,881 1,275 2,089 48,660 50,334 53,630 53,698 744 676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,055) -344 -127 89 2,227 2,102 1,972 2,064 83 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.3 3.8 89.5 92.6 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 8 9 11 64 58 81 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Metric Tonnes OPEN INTEREST: 2,744 COMMITMENTS 19 35 78 1,854 2,129 1,951 2,242 793 502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 0 9 -6 168 304 162 307 198 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 2.8 67.6 77.6 71.1 81.7 28.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 16 23 17 25
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,284 COMMITMENTS 110 56 320 3,204 3,159 3,634 3,535 650 749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 167) 0 -28 -9 298 151 289 114 -122 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.3 7.5 74.8 73.7 84.8 82.5 15.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 5 25 24 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,830 COMMITMENTS 784 0 37 53,895 54,309 54,716 54,346 114 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,706) 114 0 -37 2,629 2,780 2,706 2,743 0 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.1 98.3 99.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 5 0 1 41 49 46 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 139,767 COMMITMENTS 5,081 4,824 2,999 130,262 131,253 138,342 139,076 1,425 691 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,527) 358 -186 -318 2,193 3,059 2,233 2,555 294 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.5 2.1 93.2 93.9 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 13 9 12 89 75 106 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,404 COMMITMENTS 6,037 320 80 47,049 52,539 53,166 52,939 238 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,028) 228 0 0 800 1,033 1,028 1,033 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.6 0.1 88.1 98.4 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 1 1 31 35 39 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,064 COMMITMENTS 5,529 1,240 1,793 52,275 56,244 59,597 59,277 467 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,492) 306 -19 119 2,307 2,332 2,732 2,432 -240 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 3.0 87.0 93.6 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 16 5 7 58 53 78 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,423 COMMITMENTS 1,485 644 410 37,335 38,127 39,230 39,181 193 242 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 140 10 -45 445 546 540 511 -15 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.6 1.0 94.7 96.7 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 3 4 41 41 50 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,072 COMMITMENTS 46 0 20 5,134 5,443 5,200 5,463 872 609 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.3 84.6 89.6 85.6 90.0 14.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 10 15 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,792 COMMITMENTS 55 722 728 22,992 22,897 23,775 24,347 1,017 445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 649) 0 -8 19 586 638 605 649 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.9 2.9 92.7 92.4 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 3 4 35 30 39 35
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 516,485 COMMITMENTS 141,460 29,090 98,366 267,405 375,249 507,231 502,705 9,254 13,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,601) 88 7,758 2,885 975 -5,087 3,948 5,556 -347 -1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 5.6 19.0 51.8 72.7 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 28 28 41 59 59 107 109
CFTC# 6741 WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 US barrels per lot OPEN INTEREST: 63,839 COMMITMENTS 26,734 5,871 4,872 10,405 44,986 42,011 55,729 21,828 8,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 9.2 7.6 16.3 70.5 65.8 87.3 34.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 3 4 11 8 18 14
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 33,967 COMMITMENTS 0 0 0 32,547 32,507 32,547 32,507 1,420 1,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 962) 0 0 0 962 962 962 962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 95.7 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 7,170 COMMITMENTS 0 0 0 6,860 7,160 6,860 7,160 310 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 99.9 95.7 99.9 4.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 13 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 211,270 COMMITMENTS 0 1,590 0 205,055 194,624 205,055 196,214 6,215 15,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,456) 0 -180 0 -12,189 -12,469 -12,189 -12,649 -1,267 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 97.1 92.1 97.1 92.9 2.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 15 18 15 19
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,008,618 COMMITMENTS 704,393 160,567 574,399 638,159 1208,544 1916,951 1943,510 91,667 65,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,141) -6,864 10,193 22,414 -9,001 -34,494 6,549 -1,887 -1,408 7,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 8.0 28.6 31.8 60.2 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347) 116 99 151 100 108 299 289
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,157 COMMITMENTS 63,427 29,341 2,569 90,531 103,477 156,527 135,387 17,630 38,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,076) 1,514 2,352 -205 3,208 -5,379 4,517 -3,232 559 8,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 16.8 1.5 52.0 59.4 89.9 77.7 10.1 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 4 7 19 27 27 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,075 COMMITMENTS 2,031 49,456 5,849 94,705 36,093 102,585 91,398 9,490 20,677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,395) 195 675 -160 1,560 600 1,595 1,115 -200 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 44.1 5.2 84.5 32.2 91.5 81.6 8.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 6 6 12 10 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,325 COMMITMENTS 28,290 67,594 76,919 117,309 79,029 222,518 223,542 7,807 6,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,442) 1,470 -2,013 3,119 -2,237 1,878 2,352 2,984 -910 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 29.3 33.4 50.9 34.3 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 25 17 33 22 21 58 61
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,971 COMMITMENTS 4,252 0 0 161,499 151,177 165,751 151,177 6,220 20,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,436) -33 0 0 -18,627 -16,444 -18,660 -16,444 224 -1,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 93.9 87.9 96.4 87.9 3.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 0 24 24 25 24
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,339 COMMITMENTS 1,600 0 0 96,861 90,239 98,461 90,239 12,878 21,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,770) -195 0 0 -11,370 -11,771 -11,565 -11,771 1,795 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 87.0 81.0 88.4 81.0 11.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 5,227 COMMITMENTS 0 50 0 5,090 4,980 5,090 5,030 137 197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 0 50 0 235 185 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.4 95.3 97.4 96.2 2.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 16 11 16 12
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 217,524 COMMITMENTS 51,082 51,209 49,891 104,389 107,371 205,362 208,471 12,162 9,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,383) 193 533 3,163 4,365 3,364 7,721 7,060 662 1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 23.5 22.9 48.0 49.4 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 215) 76 62 70 60 45 176 146
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 7,080 COMMITMENTS 3,034 1,915 303 2,490 4,080 5,827 6,298 1,253 782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 421) 379 -59 -27 86 546 438 460 -17 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 27.0 4.3 35.2 57.6 82.3 89.0 17.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 33 17 7 18 25 54 46
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,837 COMMITMENTS 26,725 10,877 2,071 13,278 32,546 42,074 45,494 5,763 2,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 562) 951 2,866 203 -63 -2,693 1,091 376 -529 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 22.7 4.3 27.8 68.0 88.0 95.1 12.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181) 86 33 26 35 40 133 87
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 918,143 COMMITMENTS 211,027 76,126 87,031 548,057 697,770 846,115 860,927 72,028 57,216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40,476) -8,484 -10,791 3,122 -32,538 -32,419 -37,900 -40,088 -2,576 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 8.3 9.5 59.7 76.0 92.2 93.8 7.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245) 78 52 73 90 74 207 168
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 268,517 COMMITMENTS 59,152 63,463 51,179 145,243 146,493 255,574 261,135 12,943 7,382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,953) 829 -2,362 3,579 -352 2,333 4,056 3,550 -1,103 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 23.6 19.1 54.1 54.6 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 433) 141 97 115 141 120 351 289
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 169,418 COMMITMENTS 78,746 41,145 8,929 56,406 106,680 144,081 156,754 25,337 12,664 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,026) 6,887 7,209 -7,231 -13,352 -13,915 -13,696 -13,937 -330 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 24.3 5.3 33.3 63.0 85.0 92.5 15.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211) 101 40 42 37 46 159 113
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 193,194 COMMITMENTS 68,377 47,800 35,170 75,035 96,719 178,582 179,689 14,612 13,505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,737) 4,628 749 -1,218 -962 2,304 2,448 1,835 289 902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 24.7 18.2 38.8 50.1 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 106 68 66 55 53 203 155
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 561,628 COMMITMENTS 328,942 62,272 53,868 116,697 418,160 499,507 534,300 62,121 27,328 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,527) 20,483 5,770 6,313 2,287 16,458 29,083 28,541 444 986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 11.1 9.6 20.8 74.5 88.9 95.1 11.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 373) 222 68 80 53 59 310 177
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,278 COMMITMENTS 14,992 3,057 0 8,054 19,858 23,046 22,915 1,232 1,363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 343) 111 244 0 302 -32 413 212 -70 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 12.6 0.0 33.2 81.8 94.9 94.4 5.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 12 14 0 7 9 19 23
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,197 COMMITMENTS 28,174 48,693 972 63,828 44,799 92,974 94,464 25,223 23,733 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,785) 5,322 5,007 -159 8,648 7,716 13,811 12,564 -1,026 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 41.2 0.8 54.0 37.9 78.7 79.9 21.3 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 16 27 8 30 27 50 58
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,400 COMMITMENTS 12,796 8,458 11 13,995 22,905 26,802 31,374 14,598 10,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -899) 1,057 -1,833 8 -1,136 1,102 -71 -723 -828 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 20.4 0.0 33.8 55.3 64.7 75.8 35.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 8 2 11 16 19 25
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,007 COMMITMENTS 55,795 34,839 322 61,632 82,594 117,749 117,755 4,258 4,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,717) 4,194 6,416 -72 5,337 2,840 9,459 9,184 -742 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 28.6 0.3 50.5 67.7 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 37 33 5 20 33 58 70
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 186,144 COMMITMENTS 34,424 55,414 4,647 127,993 94,316 167,064 154,377 19,080 31,767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,689) 4,770 7,244 48 10,961 4,961 15,779 12,253 -90 3,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 29.8 2.5 68.8 50.7 89.7 82.9 10.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 16 28 9 29 46 50 78
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,362 COMMITMENTS 42,755 18,894 2,195 68,918 97,342 113,868 118,431 23,494 18,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,187) -7,735 -4,138 1,697 431 -5,030 -5,607 -7,471 -1,580 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 13.8 1.6 50.2 70.9 82.9 86.2 17.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 18 26 15 32 35 59 67
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,441 COMMITMENTS 9,812 14,787 1,182 5,934 936 16,928 16,905 2,513 2,536 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,160) -1,841 -2,180 97 -723 83 -2,467 -2,000 307 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 76.1 6.1 30.5 4.8 87.1 87.0 12.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 28 27 9 6 5 38 38
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 579,738 COMMITMENTS 180,387 81,432 6,615 306,839 453,967 493,841 542,014 85,897 37,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,683) -10,429 9,064 560 1,434 -13,978 -8,435 -4,354 2,752 -1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 14.0 1.1 52.9 78.3 85.2 93.5 14.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 73 41 28 107 73 188 134
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,335 COMMITMENTS 6,700 17,409 1,907 16,636 4,868 25,243 24,184 2,092 3,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,432) 792 192 1,509 988 1,521 3,289 3,222 143 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 63.7 7.0 60.9 17.8 92.3 88.5 7.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 14 19 5 8 10 25 31
CFTC#111415 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 27,189 COMMITMENTS 11,937 2,478 4,076 8,721 19,038 24,734 25,592 2,455 1,597 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -402) -120 -158 -192 -60 5 -372 -345 -30 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 9.1 15.0 32.1 70.0 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 2 5 17 14 23 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 352,694 COMMITMENTS 79,283 32,009 59,845 191,530 245,634 330,658 337,488 22,036 15,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,659) 56 3,079 -4,892 -2,282 -5,515 -7,118 -7,328 -1,541 -1,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 9.1 17.0 54.3 69.6 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 237) 73 45 70 90 98 200 182
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,845 COMMITMENTS 16,314 15,958 603 10,362 10,756 27,279 27,317 3,566 3,528 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,494) 140 -231 -39 868 1,820 969 1,550 525 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 51.7 2.0 33.6 34.9 88.4 88.6 11.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 33 22 8 14 12 50 39
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 256,691 COMMITMENTS 43,454 114,865 55,655 137,995 62,085 237,104 232,605 19,587 24,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,007) -2,464 5,821 -1,168 10,332 2,711 6,700 7,364 1,307 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 44.7 21.7 53.8 24.2 92.4 90.6 7.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 27 67 60 30 28 103 114
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,657 COMMITMENTS 9,258 2,571 0 1,992 8,032 11,250 10,603 407 1,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 962) 924 225 0 224 579 1,148 804 -186 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.4 22.1 0.0 17.1 68.9 96.5 91.0 3.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 11 0 4 4 11 15
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 37,388 COMMITMENTS 6,931 19,869 902 23,191 8,781 31,023 29,551 6,365 7,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 927) 89 -1,321 125 286 1,167 499 -30 428 957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 53.1 2.4 62.0 23.5 83.0 79.0 17.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 17 16 9 33 23 54 44
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 74,776 COMMITMENTS 13,861 39,737 1,804 46,381 17,561 62,046 59,102 12,730 15,674 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,854) 178 -2,642 249 571 2,334 998 -59 856 1,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 53.1 2.4 62.0 23.5 83.0 79.0 17.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 17 16 9 33 23 54 44
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,371 COMMITMENTS 4,566 1,872 0 29,840 33,498 34,406 35,370 1,965 1,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,326) 375 409 0 4,321 3,587 4,696 3,996 -370 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 5.1 0.0 82.0 92.1 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 0 16 9 19 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,752,715 COMMITMENTS ******* 1318,376 2647,003 5173,201 5111,546 9120,142 9076,925 632,573 675,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 163,466) -33,831 -1,677 107,361 69,627 63,872 143,157 169,556 20,309 -6,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 13.5 27.1 53.0 52.4 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 224) 53 45 79 103 111 198 201
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 7,675 COMMITMENTS 5,696 6,922 105 0 0 5,801 7,027 1,874 648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,655) -944 -1,515 -277 0 0 -1,221 -1,792 -434 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 90.2 1.4 0.0 0.0 75.6 91.6 24.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 35 25 5 0 0 38 27
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 151,235 COMMITMENTS 11,751 40,559 25,194 114,127 85,365 151,072 151,118 163 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) 21 1,840 -2,055 2,074 285 40 70 11 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 26.8 16.7 75.5 56.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 11 18 16 13 22 35 45
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 299,037 COMMITMENTS 23,324 103,418 22,161 253,501 172,833 298,986 298,412 51 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,106) -170 3,115 -2,873 8,204 4,376 5,161 4,618 -55 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 34.6 7.4 84.8 57.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 12 32 25 21 42 51 81
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 158,180 COMMITMENTS 9,908 53,937 8,161 139,367 94,338 157,436 156,436 744 1,744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,288) -107 1,134 -1,325 -2,802 -4,031 -4,234 -4,222 -54 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 34.1 5.2 88.1 59.6 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 24 73 18 22 37 62 119
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 538,487 COMMITMENTS 73,550 86,397 10,495 398,546 374,131 482,591 471,023 55,897 67,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,833) 6,947 379 1,030 2,464 10,201 10,440 11,609 7,393 6,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 16.0 1.9 74.0 69.5 89.6 87.5 10.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 572) 86 100 49 261 276 369 403 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,647,722 COMMITMENTS 366,138 415,732 52,474 1979,952 1857,685 2398,564 2325,891 249,158 321,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,451) 33,123 -14,361 5,148 -461 38,033 37,810 28,820 6,641 15,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 15.7 2.0 74.8 70.2 90.6 87.8 9.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 572) 86 100 49 258 275 366 402 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 7,892 COMMITMENTS 1,825 0 0 4,646 7,398 6,471 7,398 1,421 494 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 23.1 0.0 0.0 58.9 93.7 82.0 93.7 18.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 12 8 13 8
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 37,916 COMMITMENTS 2,958 3,242 46 34,368 34,612 37,372 37,900 544 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,714) 25 930 0 1,511 796 1,536 1,726 178 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 8.6 0.1 90.6 91.3 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 2 25 23 30 26
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,790 COMMITMENTS 7,417 2,771 1,422 12,822 17,452 21,661 21,645 129 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,552) 717 -1,526 -442 -3,714 -1,621 -3,439 -3,589 -113 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 12.7 6.5 58.8 80.1 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 7 5 19 14 26 24
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 38,816 COMMITMENTS 15,656 6,892 438 16,491 25,095 32,586 32,426 6,231 6,390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,304) 774 -196 135 1,190 2,037 2,099 1,976 205 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 17.8 1.1 42.5 64.7 83.9 83.5 16.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 61 41 21 100 98 171 150
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 194,081 COMMITMENTS 78,279 34,460 2,192 82,457 125,477 162,928 162,129 31,153 31,952 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,520) 3,871 -982 676 5,950 10,184 10,497 9,878 1,023 1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 17.8 1.1 42.5 64.7 83.9 83.5 16.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 61 41 21 100 98 171 150
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 22,194 COMMITMENTS 13,429 21,230 486 8,022 179 21,937 21,895 257 299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 314) 231 76 0 71 0 302 76 12 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 95.7 2.2 36.1 0.8 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 16 16 3 4 1 23 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,658 COMMITMENTS 40,025 42,933 1,404 41,029 34,920 82,458 79,257 18,200 21,401 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,876) 4,051 2,149 124 2,529 2,418 6,704 4,691 172 2,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 42.7 1.4 40.8 34.7 81.9 78.7 18.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 14 22 7 23 23 42 47
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,422 COMMITMENTS 90,029 70,377 8,590 417,304 437,454 515,923 516,421 20,499 20,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,430) 4,714 -9,209 1,510 8,280 23,533 14,504 15,834 926 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 13.1 1.6 77.8 81.6 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 57 40 22 140 147 208 198
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,537 COMMITMENTS 5,204 4,255 120 22,674 21,012 27,998 25,387 6,539 9,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,266) 328 24 3 2,072 2,135 2,403 2,162 -137 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 12.3 0.3 65.7 60.8 81.1 73.5 18.9 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 12 5 3 22 22 34 30
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 450,740 COMMITMENTS 42,235 8,467 193 401,271 436,663 443,699 445,323 7,041 5,417 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -652 -2,114 68 620 2,192 36 146 -236 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.9 0.0 89.0 96.9 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 24 10 6 106 84 133 97
CFTC#244042 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,188,440 COMMITMENTS 187,632 104,167 14,381 954,836 1042,807 1156,849 1161,355 31,591 27,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,310) 11,287 8,828 720 9,248 2,534 21,255 12,082 1,055 10,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 8.8 1.2 80.3 87.7 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 413) 79 53 29 226 141 318 210
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,860 COMMITMENTS 11,441 16,578 21,925 37,476 31,762 70,842 70,265 18 595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,536) 600 1,377 470 3,467 2,686 4,537 4,533 -1 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 23.4 30.9 52.9 44.8 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 4 1 3 9 10 13
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,041 COMMITMENTS 4,276 5,024 118 7,308 14,406 11,702 19,548 12,339 4,493 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 753 -101 0 -26 447 727 346 -197 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.9 0.5 30.4 59.9 48.7 81.3 51.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 1 11 10 18 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 63,501 COMMITMENTS 7,130 5,636 282 47,387 52,810 54,799 58,728 8,702 4,773 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -93) 846 -218 -130 -188 224 528 -124 -621 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.9 0.4 74.6 83.2 86.3 92.5 13.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 10 7 7 37 34 50 45
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: 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: 156,607 COMMITMENTS 49,032 399 5,157 101,922 151,005 156,111 156,561 496 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,543) -680 18 584 2,421 1,946 2,325 2,548 218 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 0.3 3.3 65.1 96.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 28 3 5 42 26 73 33
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,562 COMMITMENTS 2,425 410 115 18,669 21,027 21,209 21,552 353 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 947) 300 30 25 637 922 962 977 -15 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.9 0.5 86.6 97.5 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 4 2 35 23 40 28
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,226 COMMITMENTS 466 144 291 3,088 3,735 3,845 4,170 381 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -66) 9 35 25 -65 -110 -31 -50 -35 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 3.4 6.9 73.1 88.4 91.0 98.7 9.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 4 14 12 19 18