CFTC Commitments of Traders

Futures Only 11/16/19


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NYME RBOB GASOLINE                                                      

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 413,129 COMMITMENTS 103,304 91,925 137,815 143,328 140,634 384,447 370,374 28,682 42,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,156) 4,559 4,298 -6,198 2,706 1,074 1,067 -826 89 1,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 22.3 33.4 34.7 34.0 93.1 89.7 6.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 375) 107 120 140 88 107 283 297
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 13,661 COMMITMENTS 6,367 1,700 100 6,899 11,651 13,366 13,451 295 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 100 0 0 200 310 300 310 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 12.4 0.7 50.5 85.3 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 1 9 16 13 20
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,398 COMMITMENTS 85,285 87,761 76,583 112,814 117,905 274,682 282,249 27,716 20,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,622) 5,413 -6,098 -10,406 -5,996 3,664 -10,989 -12,840 -633 1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 29.0 25.3 37.3 39.0 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 92 59 81 86 79 220 186
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 68,306 COMMITMENTS 8,207 14,263 6,532 40,541 34,131 55,280 54,926 13,026 13,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,996) 995 3,702 1,313 731 -799 3,039 4,216 957 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 20.9 9.6 59.4 50.0 80.9 80.4 19.1 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 19 20 23 53 42 81 81
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,610,507 COMMITMENTS 304,283 336,269 323,857 716,483 766,035 1344,623 1426,161 265,884 184,346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,171) 3,452 9,451 21,205 -23,751 -28,216 906 2,440 265 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 20.9 20.1 44.5 47.6 83.5 88.6 16.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 795) 147 153 165 364 342 617 571
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,983 COMMITMENTS 2,838 268 100 1,978 5,138 4,916 5,506 2,067 1,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 347) 109 12 -64 63 139 108 87 239 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 3.8 1.4 28.3 73.6 70.4 78.8 29.6 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 4 2 9 10 20 15
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 743,089 COMMITMENTS 166,948 98,614 152,449 366,448 427,398 685,845 678,461 57,244 64,628 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,924) -11,368 12,231 14,675 37,227 11,550 40,534 38,456 -1,610 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 13.3 20.5 49.3 57.5 92.3 91.3 7.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 561) 154 115 161 180 218 418 432
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,443 COMMITMENTS 6,350 7,202 895 26,198 25,346 33,443 33,443 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,277) -632 -145 0 -645 -1,132 -1,277 -1,277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 21.5 2.7 78.3 75.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 10 4 2 18 10 30 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 101,055 COMMITMENTS 44,047 25,805 10,595 46,213 64,460 100,855 100,860 200 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,063) 1,078 -219 1,090 -1,105 192 1,063 1,063 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 25.5 10.5 45.7 63.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 21 13 9 28 20 54 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 41,943 COMMITMENTS 18,726 10,421 2,520 20,580 28,902 41,826 41,843 117 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,260) 131 2,425 -100 2,229 -65 2,260 2,260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 24.8 6.0 49.1 68.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 15 7 5 17 14 35 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 150,045 COMMITMENTS 40,468 100,168 2,925 106,652 46,952 150,045 150,045 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,250) 950 2,750 0 2,300 500 3,250 3,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 66.8 1.9 71.1 31.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 9 4 17 14 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 106,266 COMMITMENTS 14,019 47,998 2,637 89,610 55,631 106,266 106,266 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,089) 0 4,298 0 10,089 5,791 10,089 10,089 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 45.2 2.5 84.3 52.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 3 3 17 10 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 30,109 COMMITMENTS 9,145 5,523 4,254 16,710 20,332 30,109 30,109 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 400 0 100 -300 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 18.3 14.1 55.5 67.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 8 3 4 10 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 59,125 COMMITMENTS 6,185 2,985 2,015 50,925 54,125 59,125 59,125 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,074) -50 0 290 5,834 5,784 6,074 6,074 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.0 3.4 86.1 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 2 3 18 15 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 9,052 COMMITMENTS 5,194 2,101 508 3,350 6,443 9,052 9,052 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -284) -392 -108 108 0 -284 -284 -284 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 23.2 5.6 37.0 71.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 3 2 4 11 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: 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: 11,871 COMMITMENTS 896 2,550 264 10,711 9,057 11,871 11,871 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 50 100 -200 -50 -100 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.5 2.2 90.2 76.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 4 2 11 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: 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: 19,303 COMMITMENTS 2,498 5,850 950 15,830 12,503 19,278 19,303 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -497 150 0 -3 -650 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 30.3 4.9 82.0 64.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 5 4 12 9 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,044 COMMITMENTS 23,444 9,400 2,587 19,013 33,057 45,044 45,044 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -200 0 0 100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 20.9 5.7 42.2 73.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 3 4 15 10 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 700 7,450 1,450 12,285 5,535 14,435 14,435 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 4.8 51.6 10.0 85.1 38.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 4 2 11 6 14 11
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 547,890 COMMITMENTS 148,702 53,116 134,957 226,133 334,453 509,792 522,526 38,098 25,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,623) 2,932 2,065 2,591 -1,870 -7 3,653 4,649 970 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 9.7 24.6 41.3 61.0 93.0 95.4 7.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 342) 105 78 133 94 78 287 243
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,024,997 COMMITMENTS 142,279 187,676 33,798 680,576 660,711 856,653 882,185 168,344 142,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,571) 12,122 2,952 5,401 5,656 17,706 23,179 26,059 6,392 3,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 18.3 3.3 66.4 64.5 83.6 86.1 16.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 44 21 27 82 81 136 120
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,220 COMMITMENTS 109,804 436,281 14,516 903,519 641,336 1027,839 1092,133 160,381 96,087 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,069) -11,403 15,246 2,205 33,644 2,271 24,446 19,722 -2,377 2,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 36.7 1.2 76.0 54.0 86.5 91.9 13.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 19 18 16 88 74 118 97
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,964 COMMITMENTS 3,843 1,738 3,169 30,705 33,047 37,717 37,954 247 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,513) 716 -511 834 2,963 4,190 4,513 4,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 4.6 8.3 80.9 87.0 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 3 5 24 26 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 33,800 COMMITMENTS 2,788 1,709 3,580 27,043 28,425 33,411 33,714 389 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,010) -535 695 969 2,576 1,346 3,010 3,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.1 10.6 80.0 84.1 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 3 4 22 20 28 26
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,598 COMMITMENTS 1,392 887 991 8,165 8,640 10,548 10,518 50 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) 313 -27 68 309 659 690 700 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 8.4 9.4 77.0 81.5 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 4 6 26 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,657 COMMITMENTS 256 351 261 1,807 1,706 2,324 2,318 333 339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9) -72 221 -216 279 -14 -9 -9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 13.2 9.8 68.0 64.2 87.5 87.2 12.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 7 17 16 24 23
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,771 COMMITMENTS 901 1,082 371 6,209 6,238 7,481 7,691 290 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) -75 50 75 292 167 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 13.9 4.8 79.9 80.3 96.3 99.0 3.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 4 17 18 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,565 COMMITMENTS 445 1,174 273 1,349 808 2,067 2,255 498 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 103) 100 112 26 41 58 167 196 -64 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 45.8 10.6 52.6 31.5 80.6 87.9 19.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 8 8 17 14 29 24
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 437,034 COMMITMENTS 54,102 54,859 90,677 250,288 260,622 395,067 406,158 41,967 30,876 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,646) 1,245 1,745 1,590 -16,504 -20,572 -13,669 -17,237 -2,977 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 12.6 20.7 57.3 59.6 90.4 92.9 9.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 202) 50 47 71 80 85 173 169
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,344 COMMITMENTS 0 650 0 41,424 50,015 41,424 50,665 11,920 2,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,015) 0 650 0 2,225 1,635 2,225 2,285 -210 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 77.7 93.8 77.7 95.0 22.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 27 18 27 19
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,047,886 COMMITMENTS 386,001 101,051 279,971 4345,863 4644,869 5011,835 5025,891 36,051 21,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 69,691) 52,789 16,281 8,953 1,740 46,304 63,482 71,538 6,209 -1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.0 5.5 86.1 92.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 45 22 52 151 125 215 181
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 190,277 COMMITMENTS 22,835 59,797 20,409 146,671 108,739 189,915 188,945 362 1,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,679) 5,711 15,504 1,384 15,584 5,791 22,679 22,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 31.4 10.7 77.1 57.1 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 13 5 11 24 21 39 35
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,783 COMMITMENTS 0 5,254 0 233,218 247,484 233,218 252,738 24,565 5,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,373) -517 0 0 2,112 3,457 1,595 3,457 1,778 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 90.5 96.0 90.5 98.0 9.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 2 0 29 25 29 27
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,891 COMMITMENTS 2,583 5,353 584 137,858 125,384 141,025 131,321 2,866 12,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,809) 481 0 305 2,041 2,168 2,827 2,473 -1,018 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.4 95.8 87.1 98.0 91.3 2.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 1 3 21 24 25 28
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,851 COMMITMENTS 4,228 3,921 4,356 294,710 299,250 303,294 307,527 10,557 6,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,206) -355 491 1,168 2,681 2,676 3,494 4,335 712 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.2 1.4 93.9 95.3 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 3 4 29 28 35 33
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 856,443 COMMITMENTS 6,598 13,116 2,384 839,250 839,129 848,232 854,629 8,211 1,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,127) 180 -364 1,614 1,673 2,268 3,467 3,518 -340 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.5 0.3 98.0 98.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 2 5 40 27 46 33
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,029 COMMITMENTS 3,133 5,662 1,795 360,468 364,554 365,396 372,011 12,633 6,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,439) -91 -1,074 242 5,137 9,528 5,288 8,696 151 -3,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.5 0.5 95.4 96.4 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 3 4 3 40 37 44 43
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 520,510 COMMITMENTS 1,749 906 182 509,024 512,944 510,955 514,032 9,555 6,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,279) 248 0 0 2,339 1,611 2,587 1,611 -308 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.0 97.8 98.5 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 3 2 1 40 39 44 41
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,188 COMMITMENTS 0 3,043 2,250 378,722 375,179 380,972 380,472 7,216 7,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 823) 0 -12 597 1,615 -244 2,212 341 -1,389 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.6 97.6 96.6 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 0 3 1 39 27 40 30
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,164 COMMITMENTS 186 3,792 434 102,142 100,031 102,762 104,257 5,402 3,907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,757) -915 637 -218 6,054 4,173 4,921 4,592 836 1,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.4 94.4 92.5 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 3 15 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,184 COMMITMENTS 570 780 0 24,742 25,282 25,312 26,062 1,872 1,122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,212) 0 0 0 6,212 6,028 6,212 6,028 0 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.9 0.0 91.0 93.0 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 0 12 18 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 239,219 COMMITMENTS 0 0 0 234,737 229,623 234,737 229,623 4,482 9,596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,276) 0 -5 -401 5,075 6,155 4,674 5,749 602 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 96.0 98.1 96.0 1.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 24 23 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 186,408 COMMITMENTS 0 0 0 179,445 183,260 179,445 183,260 6,963 3,148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,316) 0 0 0 5,314 5,165 5,314 5,165 2 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.3 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 27 22 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 286,537 COMMITMENTS 0 0 0 280,443 283,658 280,443 283,658 6,094 2,879 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -899) 0 0 0 -961 -899 -961 -899 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 21 23 21 23
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,773 COMMITMENTS 7,024 0 0 24,147 31,437 31,171 31,437 1,602 1,336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 122) 0 0 0 60 93 60 93 62 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.0 0.0 73.7 95.9 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 0 0 13 13 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 606,470 COMMITMENTS 19,931 4,400 5,890 569,606 584,766 595,427 595,056 11,043 11,414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,711) -113 1,603 -374 19,089 15,021 18,602 16,250 109 2,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.7 1.0 93.9 96.4 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 3 6 44 34 52 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 207,192 COMMITMENTS 0 1,217 2,938 200,886 194,796 203,824 198,951 3,368 8,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,179) -340 -311 192 -3,029 -3,099 -3,177 -3,218 -2 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.4 97.0 94.0 98.4 96.0 1.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 24 21 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 44,162 COMMITMENTS 528 0 1,001 41,752 42,647 43,281 43,648 881 514 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 186 0 -155 217 341 248 186 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 2.3 94.5 96.6 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 13 9 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 71,144 COMMITMENTS 0 0 0 67,400 65,407 67,400 65,407 3,744 5,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -214) 0 0 0 -712 -39 -712 -39 498 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 91.9 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 19 15 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 236,637 COMMITMENTS 2,839 0 0 231,178 236,389 234,017 236,389 2,620 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 124 0 0 -649 -525 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 97.7 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 22 15 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 221,769 COMMITMENTS 23,629 8,340 1,320 194,878 210,999 219,827 220,659 1,942 1,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -506) 124 0 0 -630 -506 -506 -506 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 3.8 0.6 87.9 95.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 5 7 1 28 31 33 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 134,684 COMMITMENTS 1,635 432 0 131,680 133,168 133,315 133,600 1,369 1,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,201) 465 432 0 1,856 1,829 2,321 2,261 -120 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.0 97.8 98.9 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 0 19 22 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 20,368 COMMITMENTS 240 3,480 0 18,618 16,553 18,858 20,033 1,510 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,321) 0 0 0 2,321 2,321 2,321 2,321 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 17.1 0.0 91.4 81.3 92.6 98.4 7.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 262,694 COMMITMENTS 2,021 2,771 4,996 249,797 243,473 256,814 251,240 5,880 11,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,452) 801 293 152 8,450 8,114 9,403 8,559 -951 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.1 1.9 95.1 92.7 97.8 95.6 2.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 1 3 3 36 34 40 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,542 COMMITMENTS 0 0 0 93,139 92,044 93,139 92,044 10,403 11,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,438) 0 0 0 1,132 824 1,132 824 306 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.0 88.9 90.0 88.9 10.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 17 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 226,813 COMMITMENTS 1,220 1,923 245 222,386 221,844 223,851 224,012 2,962 2,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,286) 0 155 245 3,030 3,328 3,275 3,728 11 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.1 98.0 97.8 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 1 2 1 26 31 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 49,835 COMMITMENTS 0 0 0 46,571 47,155 46,571 47,155 3,264 2,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,764) 0 0 0 2,096 1,578 2,096 1,578 -332 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 94.6 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 10 17 10 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 187,072 COMMITMENTS 0 0 0 181,557 183,588 181,557 183,588 5,515 3,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -442) 0 0 0 379 -1,164 379 -1,164 -821 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 98.1 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 80,670 COMMITMENTS 0 0 0 78,002 78,984 78,002 78,984 2,668 1,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 395) 0 0 0 211 366 211 366 184 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 97.9 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 20 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 33,300 COMMITMENTS 4,278 0 0 27,290 32,574 31,568 32,574 1,732 726 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 372) 248 0 0 124 248 372 248 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.0 82.0 97.8 94.8 97.8 5.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 11 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 187,698 COMMITMENTS 3,467 0 338 178,378 181,109 182,183 181,447 5,515 6,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -347) 31 0 0 1,057 -306 1,088 -306 -1,435 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.2 95.0 96.5 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 18 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 154,743 COMMITMENTS 0 2,254 4,180 138,835 136,136 143,015 142,570 11,728 12,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -221) 0 537 -248 -570 -67 -818 222 597 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 2.7 89.7 88.0 92.4 92.1 7.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 3 2 28 30 30 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBtu OPEN INTEREST: 45,338 COMMITMENTS 651 0 0 40,827 42,541 41,478 42,541 3,860 2,797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 90.1 93.8 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 16 13 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 39,790 COMMITMENTS 540 310 0 38,313 38,584 38,853 38,894 937 896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,116) 0 0 0 1,116 1,116 1,116 1,116 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.8 0.0 96.3 97.0 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 13 11 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 228,110 COMMITMENTS 348 1,417 4,142 217,572 216,084 222,062 221,643 6,048 6,467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) -173 143 179 66 493 72 815 -9 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.6 1.8 95.4 94.7 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 3 4 31 34 35 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 129,656 COMMITMENTS 951 0 0 121,192 125,204 122,143 125,204 7,513 4,452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,424) 155 0 0 2,858 3,451 3,013 3,451 -589 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 93.5 96.6 94.2 96.6 5.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 0 0 30 29 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 165,202 COMMITMENTS 1,220 1,220 0 155,557 159,698 156,777 160,918 8,425 4,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,221) 0 0 0 1,099 1,221 1,099 1,221 122 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.0 94.2 96.7 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 17 16 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 52,333 COMMITMENTS 139 650 520 47,920 50,215 48,579 51,385 3,754 948 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 0.3 1.2 1.0 91.6 96.0 92.8 98.2 7.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 2 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,583 COMMITMENTS 240 971 527 29,173 28,420 29,940 29,918 1,643 1,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 -341 341 403 899 744 899 186 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.1 1.7 92.4 90.0 94.8 94.7 5.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 8 17 10 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 280,196 COMMITMENTS 0 0 0 265,274 279,254 265,274 279,254 14,922 942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,946) 0 0 0 10,038 10,585 10,038 10,585 -92 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 99.7 94.7 99.7 5.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 26 16 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 111,272 COMMITMENTS 10,653 8,774 142 91,395 99,649 102,190 108,565 9,082 2,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -126) 32 0 -32 -126 -94 -126 -126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.9 0.1 82.1 89.6 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 12 13 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 209,268 COMMITMENTS 0 0 0 205,336 205,618 205,336 205,618 3,932 3,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,297) 0 0 0 2,931 3,613 2,931 3,613 366 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 19 21 19 21
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,157,534 COMMITMENTS 177,305 298,393 376,959 532,536 444,802 1086,800 1120,154 70,734 37,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,219) -11,827 -26,876 15,543 -23,833 -6,024 -20,117 -17,357 1,898 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 25.8 32.6 46.0 38.4 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 111 95 149 76 57 282 232
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 303,385 COMMITMENTS 57,477 88,472 31,015 194,894 173,288 283,386 292,775 19,999 10,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,395) 6,875 108 -4,663 2,082 8,907 4,294 4,352 101 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 29.2 10.2 64.2 57.1 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 16 13 24 46 42 75 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 85,056 COMMITMENTS 7,070 15,259 11,249 53,549 49,164 71,868 75,672 13,188 9,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,223) 1,667 803 594 2,708 3,984 4,969 5,381 -1,746 -2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 17.9 13.2 63.0 57.8 84.5 89.0 15.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 8 11 16 24 26 43 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,079 COMMITMENTS 2,877 1,365 8,329 37,825 36,378 49,031 46,072 1,048 4,007 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) 146 -88 351 208 -240 705 23 -298 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.7 16.6 75.5 72.6 97.9 92.0 2.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 4 6 12 14 18 21
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 23,265 COMMITMENTS 2,462 6,958 2,334 17,913 12,878 22,709 22,170 556 1,095 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,007) 170 117 31 740 838 941 986 66 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 29.9 10.0 77.0 55.4 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 10 11 18 19 30 33
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,743 COMMITMENTS 0 386 246 5,384 5,065 5,630 5,697 113 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 50 0 170 300 170 350 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 4.3 93.7 88.2 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 4 2 15 17 17 21
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,625 COMMITMENTS 10,526 681 3,452 20,454 30,241 34,432 34,374 193 251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,085) 601 -6 -468 1,001 1,512 1,134 1,038 -49 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 2.0 10.0 59.1 87.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 17 6 10 47 53 66 67
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 425,630 COMMITMENTS 77,176 74,002 88,114 208,942 232,370 374,232 394,486 51,398 31,144 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,392) 6,605 -8,705 -14,638 -9,446 7,410 -17,479 -15,933 1,087 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 17.4 20.7 49.1 54.6 87.9 92.7 12.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 79 65 86 115 85 242 203
CFTC# 3265 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,098 COMMITMENTS 255 310 100 1,558 1,409 1,913 1,819 185 279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 23 70 7 96 49 126 126 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 14.8 4.8 74.3 67.2 91.2 86.7 8.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 3 1 17 15 21 19
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 233,153 COMMITMENTS 43,311 58,702 38,456 137,780 122,478 219,547 219,636 13,606 13,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,546) -4,084 -4,170 -1,069 -9,597 -10,280 -14,750 -15,519 204 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 25.2 16.5 59.1 52.5 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 76 92 89 53 57 188 190
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,740 COMMITMENTS 276,331 35,580 18,745 481,336 731,531 776,412 785,856 22,328 12,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,873) -3,249 -1,976 1,380 7,634 7,508 5,765 6,912 108 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 4.5 2.3 60.3 91.6 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 4 8 37 35 49 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,062 COMMITMENTS 5,215 7,167 11,340 108,672 108,638 125,227 127,145 7,835 5,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,189) -743 1,343 650 2,447 1,009 2,354 3,002 3,835 3,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.4 8.5 81.7 81.6 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 9 13 27 24 40 38
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,857 COMMITMENTS 1,857 1,894 79 5,394 5,821 7,330 7,794 1,527 1,063 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 127 146 -6 -1 27 120 167 -105 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 21.4 0.9 60.9 65.7 82.8 88.0 17.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 16 8 2 18 13 34 23
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,387 COMMITMENTS 2,332 9,182 337 10,754 5,520 13,423 15,039 3,964 2,348 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -260) -125 -64 -67 -270 -431 -462 -562 202 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 52.8 1.9 61.9 31.7 77.2 86.5 22.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 16 32 8 28 11 48 49
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,123,821 COMMITMENTS 947,643 1097,418 255,455 2727,335 2652,240 3930,433 4005,113 193,388 118,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,450) -14,001 -12,667 42,159 40,612 18,323 68,770 47,815 -12,320 8,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 26.6 6.2 66.1 64.3 95.3 97.1 4.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 371) 87 46 45 195 131 308 196
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,924,536 COMMITMENTS 652,312 801,106 233,736 2655,824 2467,774 3541,872 3502,616 382,664 421,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,067) -958 -83,620 8,360 25,744 77,815 33,146 2,555 -17,079 13,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 20.4 6.0 67.7 62.9 90.2 89.2 9.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 398) 77 62 52 192 187 294 276
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,973 COMMITMENTS 141,210 113,223 8,229 617,577 591,267 767,016 712,719 100,957 155,254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,117) 7,027 20,887 1,538 35,335 16,509 43,900 38,934 -6,783 -1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 13.0 0.9 71.2 68.1 88.4 82.1 11.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 14 14 8 69 72 86 91
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,681,440 COMMITMENTS 578,851 875,193 193,162 3591,176 3285,999 4363,189 4354,354 318,251 327,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,316) -22,721 -34,623 3,116 -33,665 -7,313 -53,270 -38,820 24,954 10,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 18.7 4.1 76.7 70.2 93.2 93.0 6.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 57 45 47 151 160 232 228
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,950,593 COMMITMENTS 475,023 216,704 407,916 1018,608 1281,316 1901,547 1905,936 49,046 44,657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80,583) 55,638 -44,045 40,405 -17,364 82,932 78,679 79,292 1,904 1,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 11.1 20.9 52.2 65.7 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158) 46 29 54 72 74 143 133
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,950 COMMITMENTS 142 2,709 313 7,821 5,397 8,276 8,419 674 531 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 585) -12 283 -43 632 518 577 758 8 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 30.3 3.5 87.4 60.3 92.5 94.1 7.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 9 6 22 19 28 29
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,587 COMMITMENTS 7,897 2,968 1,881 9,486 11,764 19,264 16,613 3,323 5,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 768) 544 -530 62 83 1,090 689 622 79 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 13.1 8.3 42.0 52.1 85.3 73.6 14.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 34 13 14 25 32 66 52
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,118 COMMITMENTS 473 1,642 365 6,235 5,672 7,073 7,679 1,045 439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 508) -101 38 85 422 489 406 612 102 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 20.2 4.5 76.8 69.9 87.1 94.6 12.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 7 7 22 15 33 24
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,399 COMMITMENTS 3,501 863 471 3,233 4,479 7,205 5,813 194 1,586 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 199) 138 -24 35 28 122 201 133 -2 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 11.7 6.4 43.7 60.5 97.4 78.6 2.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 5 6 7 13 14 23
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,059 COMMITMENTS 85,223 70,770 54,649 119,746 133,138 259,618 258,557 30,441 31,502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,950) -3,194 -3,921 -50 -315 2,152 -3,559 -1,819 -391 -2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 24.4 18.8 41.3 45.9 89.5 89.1 10.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 357) 124 92 117 67 94 261 257
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,270 COMMITMENTS 128,301 53,665 66,422 127,631 185,086 322,354 305,173 29,916 47,097 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,067) 8,643 -2,964 -6,103 -825 7,533 1,715 -1,534 1,352 4,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 15.2 18.9 36.2 52.5 91.5 86.6 8.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 130 83 114 113 170 301 325
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,928 COMMITMENTS 1,435 564 81 517 1,652 2,033 2,297 895 631 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -221) -82 -78 -41 -101 -30 -224 -149 3 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 19.3 2.8 17.7 56.4 69.4 78.4 30.6 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 18 9 4 9 18 29 29
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,637 COMMITMENTS 16,352 12,577 10,224 9,965 8,913 36,541 31,714 7,096 11,923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,337) 695 -455 2,079 -1,103 91 1,671 1,715 666 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 28.8 23.4 22.8 20.4 83.7 72.7 16.3 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 49 50 54 42 48 130 125
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,862 COMMITMENTS 2,538 2,544 1,331 14,390 13,488 18,259 17,363 603 1,499 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,066) 19 -402 510 547 1,121 1,076 1,229 -10 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 13.5 7.1 76.3 71.5 96.8 92.1 3.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 15 12 12 27 22 49 39
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 13,298 COMMITMENTS 4,064 120 0 8,936 13,137 13,000 13,257 298 41 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 298 0 298 0 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.9 0.0 67.2 98.8 97.8 99.7 2.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 3 0 15 19 20 22
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 38,058 COMMITMENTS 7,390 901 864 29,795 36,293 38,049 38,058 9 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 817) 635 340 -75 257 567 817 832 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 2.4 2.3 78.3 95.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 7 5 26 23 35 32
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 27,503 COMMITMENTS 4,325 450 775 22,329 26,268 27,429 27,493 74 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 700 0 50 250 955 1,000 1,005 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.6 2.8 81.2 95.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 3 17 15 22 19
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,039 COMMITMENTS 5,760 8,432 10,705 119,148 116,472 135,613 135,609 426 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) -118 681 -331 1,210 242 761 592 13 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 6.2 7.9 87.6 85.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 12 8 9 33 35 48 49
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,750 COMMITMENTS 725 1,335 2,944 69,081 68,447 72,750 72,726 0 24 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,368) -163 -269 -361 -2,809 -2,713 -3,333 -3,343 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.8 4.0 95.0 94.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 6 22 21 30 30
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,892 COMMITMENTS 400 600 150 33,342 33,142 33,892 33,892 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,600) 125 -50 25 -1,503 -850 -1,353 -875 -247 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 0.4 98.4 97.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 3 10 15 13 19
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 67,878 COMMITMENTS 16,060 590 5,807 45,445 61,451 67,312 67,848 566 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -180) 152 2 -102 -530 -80 -480 -180 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.9 8.6 67.0 90.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 4 3 26 26 32 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 85,373 COMMITMENTS 26,257 1,663 4,804 53,456 78,719 84,517 85,186 856 187 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 601) -79 420 36 545 149 502 605 99 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 1.9 5.6 62.6 92.2 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 8 5 6 26 26 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 76,495 COMMITMENTS 3,693 401 1,498 70,381 74,523 75,572 76,422 923 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 994) 50 0 0 944 994 994 994 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.5 2.0 92.0 97.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 2 2 28 27 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 97,605 COMMITMENTS 4,166 454 2,079 90,648 95,057 96,893 97,590 712 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 55 -25 25 40 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.5 2.1 92.9 97.4 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 4 29 30 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,638 COMMITMENTS 400 420 0 42,098 41,948 42,498 42,368 140 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,957) 0 0 0 -1,972 -1,952 -1,972 -1,952 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.0 98.7 98.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,788 COMMITMENTS 350 697 13 25,159 24,958 25,522 25,668 266 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,646) -595 0 -5 -1,117 -1,641 -1,717 -1,646 71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.7 0.1 97.6 96.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 2 19 19 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 77,126 COMMITMENTS 22,474 605 2,159 52,160 74,227 76,793 76,991 333 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,386) 534 -421 -529 -2,380 -1,436 -2,375 -2,386 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 0.8 2.8 67.6 96.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 19 1 9 32 32 52 41
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,880 COMMITMENTS 9,936 110 750 17,908 27,678 28,594 28,538 286 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,165) -105 -55 -50 -1,005 -1,050 -1,160 -1,155 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 0.4 2.6 62.0 95.8 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 4 21 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,661 COMMITMENTS 400 370 50 48,066 48,031 48,516 48,451 145 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,527) -100 25 -25 -3,417 -3,522 -3,542 -3,522 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.1 98.8 98.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 1 20 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 39,911 COMMITMENTS 605 1,435 120 38,267 38,262 38,992 39,817 919 94 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,783) -780 -165 -15 -1,054 -1,615 -1,849 -1,795 66 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.6 0.3 95.9 95.9 97.7 99.8 2.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 4 2 21 21 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,178 COMMITMENTS 2,932 200 0 58,673 61,633 61,605 61,833 573 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 0 0 0 520 520 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.3 0.0 94.4 99.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 24 18 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,139 COMMITMENTS 3,259 3,300 60 61,540 61,599 64,859 64,959 280 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 860) 0 0 0 860 860 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.1 0.1 94.5 94.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 25 18 28 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 81,058 COMMITMENTS 1,064 531 379 79,350 80,148 80,793 81,058 265 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,759) -182 463 20 -2,869 -3,434 -3,031 -2,951 -728 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 0.5 97.9 98.9 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 2 3 27 28 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 101,119 COMMITMENTS 1,912 5,284 386 98,471 95,433 100,769 101,103 350 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,707) -7 433 -174 -3,415 -4,846 -3,596 -4,587 -1,111 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.2 0.4 97.4 94.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 5 14 4 30 31 37 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 55,863 COMMITMENTS 100 3,781 275 55,468 51,807 55,843 55,863 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,420) 50 -350 -100 -1,880 330 -1,930 -120 -490 -2,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.8 0.5 99.3 92.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 2 14 16 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 49,980 COMMITMENTS 50 470 415 49,515 49,095 49,980 49,980 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,285) 50 0 -50 -919 -1,100 -919 -1,150 -366 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.8 99.1 98.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 2 13 9 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 62,527 COMMITMENTS 1,430 1,956 1,507 59,538 58,912 62,475 62,375 52 152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 1 0 0 410 336 411 336 -22 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.1 2.4 95.2 94.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 1 3 23 23 30 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 63,657 COMMITMENTS 2,082 1,497 5,404 55,821 56,638 63,307 63,539 350 118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -341) 49 -4 -37 -332 -321 -320 -362 -21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.4 8.5 87.7 89.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 3 3 24 24 33 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 28,425 COMMITMENTS 990 450 80 27,183 27,839 28,253 28,369 172 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 300 0 0 -207 100 93 100 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.6 0.3 95.6 97.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 18 13 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 28,225 COMMITMENTS 875 0 0 27,144 28,123 28,019 28,123 206 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) 300 0 0 -242 65 58 65 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.2 99.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 11 20 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,187 COMMITMENTS 599 1,634 864 31,710 30,689 33,173 33,187 14 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) 50 50 0 259 261 309 311 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.9 2.6 95.5 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 3 3 20 24 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,115 COMMITMENTS 325 2,642 275 21,174 19,098 21,774 22,015 341 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 939) 279 405 -279 938 808 938 934 1 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.9 1.2 95.7 86.4 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 1 14 17 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 57,967 COMMITMENTS 2,105 2,962 1,044 54,747 53,928 57,896 57,934 71 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,054) 371 159 -34 742 959 1,079 1,084 -25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 1.8 94.4 93.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 5 6 30 29 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,566 COMMITMENTS 517 1,905 1,058 37,619 36,483 39,194 39,446 372 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) 0 72 6 44 -27 50 51 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.8 2.7 95.1 92.2 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 4 24 20 28 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,252 COMMITMENTS 1,665 300 100 19,337 20,837 21,102 21,237 150 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) 225 0 0 -95 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.4 0.5 91.0 98.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 1 1 16 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,489 COMMITMENTS 50 1,270 280 11,959 10,934 12,289 12,484 200 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 190) 0 200 0 190 -10 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 10.2 2.2 95.8 87.5 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 1 14 13 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,656 COMMITMENTS 50 1,670 205 12,281 10,781 12,536 12,656 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 190) 0 200 0 190 -10 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 13.2 1.6 97.0 85.2 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 1 15 13 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,478 COMMITMENTS 2,095 375 515 13,689 15,563 16,299 16,453 179 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 5 0 30 45 70 80 100 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 2.3 3.1 83.1 94.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 3 17 16 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,296 COMMITMENTS 2,165 375 570 13,207 15,318 15,942 16,263 354 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 5 0 30 45 70 80 100 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.3 3.5 81.0 94.0 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 3 16 16 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,278 COMMITMENTS 685 925 2,955 38,573 38,378 42,213 42,258 65 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) -845 175 820 830 -190 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.2 7.0 91.2 90.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 2 3 23 15 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,981 COMMITMENTS 1,280 925 2,635 37,998 38,421 41,913 41,981 68 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 580) -870 175 575 875 -170 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.2 6.3 90.5 91.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 7 2 4 23 17 30 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 110,649 COMMITMENTS 2,135 11,232 1,379 107,115 97,998 110,629 110,609 20 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98) 525 -842 192 -800 591 -83 -59 -15 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.2 1.2 96.8 88.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 6 9 6 38 33 48 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 123,459 COMMITMENTS 1,975 10,086 1,877 119,592 111,496 123,444 123,459 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,692) 475 -891 362 2,855 4,221 3,692 3,692 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.2 1.5 96.9 90.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 7 12 7 39 35 52 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 273,627 COMMITMENTS 18,341 18,594 26,927 227,807 227,691 273,075 273,212 552 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,240) -3,540 1,461 342 9,420 4,347 6,222 6,150 18 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.8 9.8 83.3 83.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 19 21 18 40 41 67 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,281 COMMITMENTS 3,915 0 0 12,352 16,281 16,267 16,281 14 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 24.0 0.0 0.0 75.9 **** 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 0 0 19 11 24 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,913 COMMITMENTS 3,575 210 60 12,064 15,643 15,699 15,913 214 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 22.5 1.3 0.4 75.8 98.3 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 1 19 10 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 3,107 COMMITMENTS 800 200 0 2,300 2,907 3,100 3,107 7 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -499) 0 0 0 -501 -499 -501 -499 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 6.4 0.0 74.0 93.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 0 11 13 14 14
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,936 COMMITMENTS 0 1,383 495 56,346 54,983 56,841 56,861 9,095 9,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 0 500 -500 1,250 770 750 770 -110 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.8 85.5 83.4 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 1 18 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,411 COMMITMENTS 0 1,780 305 48,196 46,421 48,501 48,506 7,910 7,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -971) 0 -15 -70 -418 -383 -488 -468 -483 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.5 85.4 82.3 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 16 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,665 COMMITMENTS 2,290 2,050 50 21,823 22,028 24,163 24,128 2,502 2,537 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -25 -110 -25 -504 -249 -554 -384 -286 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.7 0.2 81.8 82.6 90.6 90.5 9.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 1 12 15 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,145 COMMITMENTS 2,180 1,670 110 18,845 19,320 21,135 21,100 2,010 2,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -950) 0 -10 -30 -770 -755 -800 -795 -150 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 7.2 0.5 81.4 83.5 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 11 17 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,632 COMMITMENTS 12,495 685 4,625 26,155 38,485 43,275 43,795 3,357 2,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,258) -35 0 -110 -853 -888 -998 -998 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 1.5 9.9 56.1 82.5 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 3 16 22 19 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 4,670 605 4,085 14,714 19,049 23,469 23,739 2,366 2,096 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -660) -450 -275 10 -180 -355 -620 -620 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.3 15.8 57.0 73.7 90.8 91.9 9.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 3 13 15 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,765 COMMITMENTS 260 11,800 2,075 22,335 11,125 24,670 25,000 1,095 765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -420) -200 -50 0 -110 -320 -310 -370 -110 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 45.8 8.1 86.7 43.2 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 2 18 15 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 93,236 COMMITMENTS 12,340 2,735 2,235 59,981 69,096 74,556 74,066 18,680 19,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,897) 835 -125 -1,140 -2,517 -1,517 -2,822 -2,782 -1,075 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.9 2.4 64.3 74.1 80.0 79.4 20.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 4 3 20 25 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,168 COMMITMENTS 10,705 2,720 2,210 58,598 66,023 71,513 70,953 17,655 18,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,348) 955 100 -1,260 -2,261 -1,366 -2,566 -2,526 -782 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 3.1 2.5 65.7 74.0 80.2 79.6 19.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 3 20 24 23 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,325 COMMITMENTS 3,360 11,155 845 18,000 11,255 22,205 23,255 4,120 3,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -561) 125 700 -50 -381 -971 -306 -321 -255 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 42.4 3.2 68.4 42.8 84.3 88.3 15.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 5 4 18 11 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,400 COMMITMENTS 4,355 11,250 1,825 16,457 11,297 22,637 24,372 4,763 3,028 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -536) 60 735 -85 -261 -946 -286 -296 -250 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 41.1 6.7 60.1 41.2 82.6 88.9 17.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 4 4 16 11 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,558 COMMITMENTS 9,290 5,845 450 13,669 17,514 23,409 23,809 3,149 2,749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -711) -250 -155 -20 -291 -366 -561 -541 -150 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 22.0 1.7 51.5 65.9 88.1 89.6 11.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 3 14 8 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,688 COMMITMENTS 9,290 5,705 440 12,727 16,972 22,457 23,117 3,231 2,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -843) -300 -180 -30 -711 -476 -1,041 -686 198 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 22.2 1.7 49.5 66.1 87.4 90.0 12.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 3 13 7 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,901 COMMITMENTS 27,695 0 0 21,998 49,568 49,693 49,568 4,208 4,333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,247) -1,445 0 0 -400 -1,823 -1,845 -1,823 -402 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 0.0 0.0 40.8 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 13 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,737 COMMITMENTS 27,200 0 0 23,272 50,375 50,472 50,375 4,265 4,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,133) -1,245 0 0 -470 -1,698 -1,715 -1,698 -418 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 42.5 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 14 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,140 COMMITMENTS 32,045 75 1,290 26,050 58,200 59,385 59,565 3,755 3,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,540) -1,430 75 -200 -340 -1,845 -1,970 -1,970 -570 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 0.1 2.0 41.3 92.2 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 1 2 18 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,515 COMMITMENTS 31,445 0 1,540 26,080 57,705 59,065 59,245 3,450 3,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,515) -1,430 0 -175 -315 -1,745 -1,920 -1,920 -595 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 0.0 2.5 41.7 92.3 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 0 2 18 13 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,345 COMMITMENTS 1,810 5,835 330 15,260 11,305 17,400 17,470 945 875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -650) -280 -525 -25 -175 60 -480 -490 -170 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 31.8 1.8 83.2 61.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 4 1 15 10 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,790 COMMITMENTS 2,595 5,835 205 13,230 10,900 16,030 16,940 1,760 850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -670) -270 -525 -25 -160 60 -455 -490 -215 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 32.8 1.2 74.4 61.3 90.1 95.2 9.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 1 14 10 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,305 COMMITMENTS 21,285 20,190 2,235 39,925 41,125 63,445 63,550 4,860 4,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,275) -800 35 0 -1,065 -1,915 -1,865 -1,880 -410 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 29.6 3.3 58.5 60.2 92.9 93.0 7.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 2 5 15 15 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,135 COMMITMENTS 18,615 20,190 2,380 39,375 37,905 60,370 60,475 4,765 4,660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,470) -680 35 -25 -1,420 -2,150 -2,125 -2,140 -345 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 31.0 3.7 60.5 58.2 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 2 4 16 17 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,238 COMMITMENTS 12,165 13,870 2,365 38,297 36,942 52,827 53,177 2,411 2,061 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,280) -355 -55 -15 -818 -1,113 -1,188 -1,183 -92 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 25.1 4.3 69.3 66.9 95.6 96.3 4.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 3 1 23 16 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,404 COMMITMENTS 8,215 10,690 2,905 34,014 31,679 45,134 45,274 1,270 1,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,220) -430 -30 -40 -625 -1,035 -1,095 -1,105 -125 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 23.0 6.3 73.3 68.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 23 16 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 159,765 COMMITMENTS 1,325 29,966 8,169 126,362 97,721 135,856 135,856 23,909 23,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,510) 175 -4,190 1,040 -6,844 -2,479 -5,629 -5,629 119 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 18.8 5.1 79.1 61.2 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 2 9 5 28 30 34 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 144,379 COMMITMENTS 3,604 30,185 8,445 115,346 88,765 127,395 127,395 16,984 16,984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,050) 2,604 -1,736 -1,389 -5,864 -1,524 -4,649 -4,649 -401 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 20.9 5.8 79.9 61.5 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 7 6 25 29 32 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,180 COMMITMENTS 25 10,365 2,055 49,295 38,960 51,375 51,380 4,805 4,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) -35 -390 -220 -780 -425 -1,035 -1,035 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 3.7 87.7 69.3 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 2 17 18 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 9,365 2,705 41,220 31,875 43,925 43,945 4,180 4,160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -914) -175 -335 65 -1,294 -1,129 -1,404 -1,399 490 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.5 5.6 85.7 66.3 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 3 2 18 21 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,215 COMMITMENTS 14,610 25 1,060 19,355 34,290 35,025 35,375 2,190 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -370) -480 -50 -235 -295 -720 -1,010 -1,005 640 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 0.1 2.8 52.0 92.1 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 14 19 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 44,665 COMMITMENTS 25,860 0 1,580 15,335 41,305 42,775 42,885 1,890 1,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -410) 210 0 -340 -805 -590 -935 -930 525 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 0.0 3.5 34.3 92.5 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 3 12 14 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 118,082 COMMITMENTS 9,040 11,485 3,150 86,072 83,627 98,262 98,262 19,820 19,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,642) -200 345 -750 -3,947 -4,552 -4,897 -4,957 -745 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.7 2.7 72.9 70.8 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 2 3 29 27 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 95,524 COMMITMENTS 6,895 5,760 7,970 66,204 67,499 81,069 81,229 14,455 14,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,195) -75 -105 -80 -2,100 -2,085 -2,255 -2,270 -940 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.0 8.3 69.3 70.7 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 3 3 26 27 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,250 COMMITMENTS 5,820 300 580 23,305 28,885 29,705 29,765 2,545 2,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,365) -240 0 -65 -915 -1,160 -1,220 -1,225 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.9 1.8 72.3 89.6 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,190 COMMITMENTS 4,450 495 510 24,065 28,030 29,025 29,035 2,165 2,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,210) -155 -35 5 -915 -1,040 -1,065 -1,070 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.6 1.6 77.2 89.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 13 11 15 14
CFTC# 66411 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 2,200 COMMITMENTS 336 0 257 1,314 1,585 1,907 1,842 293 358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 66) 33 0 -13 61 107 81 94 -15 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 11.7 59.7 72.0 86.7 83.7 13.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 4 14 19 18 23
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,934 COMMITMENTS 520 473 183 3,529 3,351 4,232 4,007 702 927 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154) 7 67 -11 194 86 190 142 -36 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 9.6 3.7 71.5 67.9 85.8 81.2 14.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 5 5 20 22 26 29
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,877 COMMITMENTS 5,247 0 35 29,370 34,661 34,652 34,696 225 181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,231) 100 0 0 1,131 1,231 1,231 1,231 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 0.1 84.2 99.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 0 1 36 39 39 40
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,837 COMMITMENTS 73 0 157 14,474 14,093 14,704 14,250 133 587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,067) 73 -4 19 997 1,082 1,089 1,097 -22 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.1 97.6 95.0 99.1 96.0 0.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 0 1 23 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,524 COMMITMENTS 543 114 738 9,429 10,358 10,710 11,210 814 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 131) -200 0 130 235 30 165 160 -34 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.0 6.4 81.8 89.9 92.9 97.3 7.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 1 4 30 31 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 38,608 COMMITMENTS 3,337 1,187 467 33,884 36,914 37,688 38,568 920 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,654) 1,085 -215 254 1,552 2,740 2,891 2,779 -237 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 3.1 1.2 87.8 95.6 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 4 3 25 37 32 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 59,981 COMMITMENTS 3,995 1,493 2,981 52,633 55,026 59,609 59,500 372 481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34) -441 15 -451 1,088 699 196 263 -162 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.5 5.0 87.7 91.7 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 12 8 14 62 63 78 81
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,724 COMMITMENTS 212 484 527 3,557 3,088 4,296 4,099 428 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 277) 29 15 25 213 167 267 207 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 10.2 11.2 75.3 65.4 90.9 86.8 9.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 7 9 23 22 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,215 COMMITMENTS 3,117 541 290 48,782 50,923 52,189 51,754 26 461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,253) 976 31 38 1,239 2,076 2,253 2,145 0 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.0 0.6 93.4 97.5 **** 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 5 3 4 28 34 34 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 128,817 COMMITMENTS 8,505 2,713 3,010 116,449 122,927 127,964 128,650 853 167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,060) 520 -150 -255 2,690 3,645 2,955 3,240 105 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.1 2.3 90.4 95.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 15 12 14 77 66 98 86 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,852 COMMITMENTS 5,082 795 115 34,645 38,757 39,842 39,667 10 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45) 0 -95 0 45 140 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.0 0.3 86.9 97.3 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 5 1 32 40 38 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,616 COMMITMENTS 3,312 3,309 2,124 46,467 46,589 51,903 52,022 713 594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -153) -158 -183 -2 -170 -58 -330 -243 177 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 6.3 4.0 88.3 88.5 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 9 7 7 56 49 67 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,321 COMMITMENTS 900 295 170 16,161 16,386 17,231 16,851 90 470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 999) 0 50 15 1,008 1,171 1,023 1,236 -24 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.7 1.0 93.3 94.6 99.5 97.3 0.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 1 4 1 32 31 34 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,784 COMMITMENTS 1,257 0 721 19,045 20,904 21,023 21,625 761 159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 553) -83 0 0 636 528 553 528 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 3.3 87.4 96.0 96.5 99.3 3.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 6 0 4 35 29 41 33
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,838 COMMITMENTS 225,023 53,660 119,660 271,472 439,906 616,155 613,226 12,683 15,612 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,216) 22,527 3,677 -7,809 -28,545 -10,650 -13,827 -14,782 1,611 2,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 8.5 19.0 43.2 70.0 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 32 29 49 63 62 122 114
CFTC# 6741 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 259,547 COMMITMENTS 1,995 200,624 1,291 249,439 19,864 252,725 221,779 6,822 37,768 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,810) 0 3,865 0 4,810 795 4,810 4,660 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 77.3 0.5 96.1 7.7 97.4 85.4 2.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 6 2 12 7 14 14
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 28,344 COMMITMENTS 0 0 0 28,294 28,314 28,294 28,314 50 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 920) 0 0 0 920 920 920 920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 29 26 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 10,887 COMMITMENTS 0 0 0 10,522 10,532 10,522 10,532 365 355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 0 0 5 113 5 113 165 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.6 96.7 96.6 96.7 3.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 12 13 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 222,850 COMMITMENTS 0 0 0 213,905 210,777 213,905 210,777 8,945 12,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,370) 0 0 0 8,750 6,855 8,750 6,855 620 2,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 94.6 96.0 94.6 4.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 19 13 19
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,151,499 COMMITMENTS 539,082 114,485 763,662 771,412 1196,163 2074,156 2074,310 77,343 77,189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 67,606) -25,944 -44,401 66,805 32,519 51,324 73,380 73,728 -5,774 -6,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 5.3 35.5 35.9 55.6 96.4 96.4 3.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 345) 119 99 150 98 104 293 290
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,746 COMMITMENTS 49,944 22,620 3,679 96,163 96,341 149,786 122,640 15,960 43,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,501) -565 -591 1,279 3,818 3,589 4,532 4,277 -31 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 13.6 2.2 58.0 58.1 90.4 74.0 9.6 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 4 4 14 21 21 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,080 COMMITMENTS 0 103,906 3,635 144,935 42,056 148,570 149,597 16,510 15,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,374) 0 997 -360 1,414 2,090 1,054 2,727 320 -1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 62.9 2.2 87.8 25.5 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 7 6 15 9 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,706 COMMITMENTS 58,835 109,190 42,391 114,296 67,235 215,522 218,816 9,184 5,890 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,014) -911 -2,300 3,812 -819 2,141 2,082 3,653 932 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 48.6 18.9 50.9 29.9 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 22 23 32 22 24 61 62
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,493 COMMITMENTS 0 0 0 140,273 138,522 140,273 138,522 20,220 21,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,734) 0 0 0 3,240 4,410 3,240 4,410 494 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.4 86.3 87.4 86.3 12.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 18 19 18 19
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 9,038 COMMITMENTS 80 180 0 8,698 8,853 8,778 9,033 260 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 536) 30 150 0 506 506 536 656 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.0 0.0 96.2 98.0 97.1 99.9 2.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 21 17 22 19
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 309,351 COMMITMENTS 92,283 43,840 77,630 121,143 173,697 291,056 295,167 18,295 14,184 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,839) 7,800 -2,383 6,312 -18,009 -7,399 -3,897 -3,470 1,058 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 14.2 25.1 39.2 56.1 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 103 58 88 50 49 202 162
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,445 COMMITMENTS 16,595 5,489 1,924 4,891 15,926 23,410 23,339 2,035 2,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,112) -1,336 -152 -471 -287 -1,493 -2,094 -2,116 -18 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.2 21.6 7.6 19.2 62.6 92.0 91.7 8.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 169) 68 46 11 30 39 107 92
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 90,681 COMMITMENTS 56,377 17,918 4,137 18,596 65,980 79,110 88,035 11,571 2,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,118) -3,827 3,409 494 1,177 -5,351 -2,156 -1,448 1,038 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.2 19.8 4.6 20.5 72.8 87.2 97.1 12.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 141 48 18 36 41 189 95
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 969,252 COMMITMENTS 193,059 331,306 169,571 524,429 399,502 887,059 900,379 82,193 68,873 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,813) 13,042 -15,748 -3,993 -10,812 10,908 -1,763 -8,833 -7,050 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 34.2 17.5 54.1 41.2 91.5 92.9 8.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 85 67 79 91 70 217 184
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 296,450 COMMITMENTS 52,769 55,530 61,762 161,404 162,893 275,935 280,185 20,515 16,265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,515) -3,101 -23,551 -3,862 -6,908 11,366 -13,871 -16,047 -644 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 18.7 20.8 54.4 54.9 93.1 94.5 6.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 419) 135 109 125 133 110 343 294
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 222,122 COMMITMENTS 89,327 51,963 16,953 81,555 143,447 187,835 212,363 34,287 9,759 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,387) -7,847 2,786 -1,717 5,618 -7,472 -3,946 -6,403 -1,441 1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 23.4 7.6 36.7 64.6 84.6 95.6 15.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214) 99 47 48 46 39 167 118
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 239,830 COMMITMENTS 73,303 99,590 54,279 91,310 70,023 218,892 223,892 20,938 15,938 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 683) -8,349 -5,373 1,786 4,281 3,243 -2,282 -344 2,965 1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 41.5 22.6 38.1 29.2 91.3 93.4 8.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 104 97 89 58 52 220 197
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 708,463 COMMITMENTS 323,189 56,123 107,486 210,067 511,535 640,742 675,144 67,721 33,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,282) -21,402 -8,640 8,962 28,379 12,709 15,939 13,031 2,343 5,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 7.9 15.2 29.7 72.2 90.4 95.3 9.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 342) 187 74 82 51 54 272 183
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,752 COMMITMENTS 31,711 5,384 0 22,101 49,261 53,812 54,645 1,940 1,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 329) 1,045 423 0 -506 -76 539 347 -210 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 9.7 0.0 39.6 88.4 96.5 98.0 3.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 21 9 0 7 7 28 16
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,793 COMMITMENTS 73,671 31,298 3,040 70,603 127,432 147,314 161,770 35,479 21,023 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,089) -14,103 -2,474 1,707 6,097 -10,151 -6,299 -10,918 -3,790 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 17.1 1.7 38.6 69.7 80.6 88.5 19.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 38 20 14 39 32 81 62
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,066 COMMITMENTS 12,824 27,944 36 46,010 16,166 58,870 44,146 9,196 23,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 211) -1,224 -257 0 1,514 -300 290 -557 -79 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 41.1 0.1 67.6 23.8 86.5 64.9 13.5 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 7 20 1 16 16 23 37
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 298,167 COMMITMENTS 219,312 77,275 1,173 71,568 216,011 292,053 294,459 6,114 3,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -867) -12,969 -14,604 -345 13,514 13,849 200 -1,100 -1,067 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 25.9 0.4 24.0 72.4 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 84 38 10 25 32 117 73
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 209,312 COMMITMENTS 40,348 68,481 6,030 136,814 106,039 183,192 180,550 26,120 28,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,995) -636 -1,538 -838 4,773 5,970 3,299 3,594 -304 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 32.7 2.9 65.4 50.7 87.5 86.3 12.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 21 30 12 35 45 61 82
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,480 COMMITMENTS 43,964 78,961 3,471 106,504 67,386 153,939 149,818 29,541 33,662 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,374) -32 8,360 -2,321 5,287 864 2,934 6,903 3,440 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 43.0 1.9 58.0 36.7 83.9 81.7 16.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 24 35 10 35 37 63 78
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,188 COMMITMENTS 33,917 6,133 2,342 6,682 35,864 42,941 44,339 3,247 1,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -827) -1,066 -471 -307 698 -251 -675 -1,029 -152 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.4 13.3 5.1 14.5 77.6 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 52 22 10 5 6 61 35
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 569,527 COMMITMENTS 170,250 227,919 10,792 300,579 273,909 481,621 512,620 87,906 56,907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,191) 6,067 2,990 -6,178 2,846 8,243 2,735 5,055 3,456 1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 40.0 1.9 52.8 48.1 84.6 90.0 15.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 82 63 34 101 79 191 168
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,541 COMMITMENTS 3,901 46,999 0 46,624 4,659 50,525 51,658 3,016 1,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -474) -489 -843 -161 143 110 -507 -894 33 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 87.8 0.0 87.1 8.7 94.4 96.5 5.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 12 21 0 9 4 21 25
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,804 COMMITMENTS 142,202 68,014 65,500 160,166 240,022 367,868 373,536 21,936 16,268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,166) -6,686 -872 2,855 8,721 223 4,890 2,206 -1,724 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 17.4 16.8 41.1 61.6 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 84 50 73 83 107 209 196
CFTC# 11165 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,651 COMMITMENTS 4,721 1,183 364 4,271 7,169 9,356 8,716 1,295 1,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 517) -317 42 225 259 -58 167 209 350 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 11.1 3.4 40.1 67.3 87.8 81.8 12.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 2 3 8 13 14 17
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,639 COMMITMENTS 0 0 0 13,474 11,789 13,474 11,789 165 1,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 0 0 0 1,625 1,375 1,625 1,375 25 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 86.4 98.8 86.4 1.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 19 15 19
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 79,394 COMMITMENTS 16,750 52,985 437 59,119 20,227 76,306 73,649 3,088 5,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,068) 2,374 -356 -288 2,036 4,589 4,122 3,945 -54 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 66.7 0.6 74.5 25.5 96.1 92.8 3.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 24 50 6 19 15 45 69
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 518,975 COMMITMENTS 91,833 297,990 84,787 314,673 99,786 491,293 482,563 27,682 36,412 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,924) 7,058 9,617 9,927 8,487 7,139 25,472 26,683 2,452 1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 57.4 16.3 60.6 19.2 94.7 93.0 5.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 216) 50 102 72 44 37 140 176
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,741 COMMITMENTS 11,848 4,777 0 1,127 6,879 12,975 11,656 766 2,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 419) 405 289 0 -16 10 389 299 30 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.2 34.8 0.0 8.2 50.1 94.4 84.8 5.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 12 0 2 5 5 17
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 56,876 COMMITMENTS 23,749 4,849 2,571 22,316 40,403 48,636 47,823 8,240 9,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -689) -1,626 -983 1,177 -103 -1,436 -552 -1,242 -137 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 8.5 4.5 39.2 71.0 85.5 84.1 14.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 42 14 8 29 33 72 54
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 113,751 COMMITMENTS 47,497 9,697 5,142 44,632 80,806 97,271 95,645 16,480 18,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,378) -3,252 -1,965 2,353 -205 -2,871 -1,104 -2,483 -274 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 8.5 4.5 39.2 71.0 85.5 84.1 14.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 42 14 8 29 33 72 54
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 33,909 COMMITMENTS 1,300 448 0 30,046 31,670 31,346 32,118 2,563 1,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,002) 57 0 0 -6,265 -6,143 -6,208 -6,143 206 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.3 0.0 88.6 93.4 92.4 94.7 7.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 14 12 15 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 719,952 2822,760 5774,700 7739,177 ******** ******** 628,313 856,609 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 92,635) -12,336 -26,158 100,069 29,326 14,958 117,059 88,869 -24,424 3,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 5.9 23.3 47.6 63.8 94.8 92.9 5.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 70 49 95 103 105 219 210
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,091 COMMITMENTS 1,679 2,544 138 0 0 1,817 2,682 1,274 409 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -429) -357 -407 -49 0 0 -406 -456 -23 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 82.3 4.5 0.0 0.0 58.8 86.8 41.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 30 16 5 0 0 30 21
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 162,773 COMMITMENTS 26,733 18,375 35,880 99,037 108,052 161,650 162,307 1,123 466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,523) -371 -234 -1,173 287 48 -1,257 -1,359 -266 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 11.3 22.0 60.8 66.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 18 20 9 19 34 44
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 275,414 COMMITMENTS 43,487 104,149 41,859 189,747 127,465 275,093 273,473 321 1,941 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,118) -6,188 3,076 8,370 8,909 -219 11,091 11,227 27 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 37.8 15.2 68.9 46.3 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 22 30 28 22 31 54 79
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 182,094 COMMITMENTS 4,171 82,321 15,530 161,402 82,611 181,103 180,462 991 1,632 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,541) 56 -768 -875 5,202 6,511 4,383 4,868 158 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 45.2 8.5 88.6 45.4 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 213) 28 107 37 41 58 101 179
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 574,424 COMMITMENTS 78,300 74,564 14,016 414,971 422,273 507,286 510,853 67,138 63,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,129) 372 -365 -2,332 16,466 16,829 14,506 14,132 1,624 1,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 13.0 2.4 72.2 73.5 88.3 88.9 11.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 575) 119 100 72 250 250 397 395
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 24,364 COMMITMENTS 2,348 615 0 7,240 14,713 9,588 15,328 14,776 9,036 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,595) -1,311 -22 -800 366 2,116 -1,745 1,294 3,340 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 2.5 0.0 29.7 60.4 39.4 62.9 60.6 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 3 0 5 11 11 14
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,750,302 COMMITMENTS 388,038 378,027 61,798 2038,656 2037,800 2488,492 2477,625 261,810 272,677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,672) 7,858 -2,270 -7,105 80,501 73,564 81,254 64,189 -8,582 8,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.7 2.2 74.1 74.1 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 574) 119 100 67 248 249 391 393 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 23,376 COMMITMENTS 0 1,267 0 20,429 19,018 20,429 20,285 2,947 3,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,354) 0 0 0 1,280 793 1,280 793 74 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 87.4 81.4 87.4 86.8 12.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 8 13 8 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: 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: 22,206 COMMITMENTS 3,146 0 0 16,745 12,648 19,891 12,648 2,315 9,558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.0 0.0 75.4 57.0 89.6 57.0 10.4 43.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 0 10 8 14 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 10,399 COMMITMENTS 1,696 1,316 0 7,236 8,185 8,932 9,501 1,467 898 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 494) 280 0 0 15 275 295 275 199 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 12.7 0.0 69.6 78.7 85.9 91.4 14.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 0 6 10 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,493 COMMITMENTS 1,170 0 500 9,173 11,273 10,843 11,773 2,650 1,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 697) -149 -675 500 724 687 1,075 512 -378 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 3.7 68.0 83.5 80.4 87.3 19.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 10 13 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 25,596 COMMITMENTS 1,159 3,047 0 24,136 22,419 25,295 25,466 301 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,030) 0 465 -10 980 597 970 1,052 60 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 11.9 0.0 94.3 87.6 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 0 19 21 22 24
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,826 COMMITMENTS 5,302 470 919 8,387 13,356 14,608 14,745 218 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38) -369 -756 184 277 644 92 72 -54 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 3.2 6.2 56.6 90.1 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 6 7 16 14 25 24
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,371 COMMITMENTS 18,729 10,754 1,014 20,145 25,707 39,888 37,475 6,483 8,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 267 525 364 419 207 1,049 1,096 -48 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 23.2 2.2 43.4 55.4 86.0 80.8 14.0 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 62 53 25 85 82 158 149
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,853 COMMITMENTS 93,644 53,770 5,071 100,725 128,536 199,440 187,377 32,413 44,476 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,002) 1,333 2,627 1,818 2,093 1,033 5,244 5,478 -242 -476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 23.2 2.2 43.4 55.4 86.0 80.8 14.0 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 62 53 25 85 82 158 149
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 18,599 COMMITMENTS 12,621 16,683 709 4,995 1,166 18,325 18,558 274 41 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 82) 309 337 -27 -238 53 44 363 38 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.9 89.7 3.8 26.9 6.3 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 20 14 4 5 2 28 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,129 COMMITMENTS 41,261 82,070 1,781 87,164 43,025 130,206 126,876 29,923 33,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,282) -8,571 5,444 304 8,239 -2,625 -28 3,123 -1,254 -4,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 51.3 1.1 54.4 26.9 81.3 79.2 18.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 17 34 7 22 30 42 68
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 469,843 COMMITMENTS 102,651 110,092 9,978 332,592 333,081 445,221 453,151 24,622 16,692 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,925) 1,050 -2,595 1,517 4,831 9,560 7,398 8,482 1,527 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 23.4 2.1 70.8 70.9 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 306) 70 48 28 124 114 207 177
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,292 COMMITMENTS 15,824 21,464 466 12,911 7,584 29,201 29,514 5,091 4,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 650 521 167 145 12 962 700 -942 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 62.6 1.4 37.7 22.1 85.2 86.1 14.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 15 6 2 14 6 30 13
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,370 COMMITMENTS 33,102 21,431 749 23,854 44,965 57,705 67,145 14,665 5,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) 2,051 -2,456 241 -272 1,725 2,020 -490 -2,310 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 29.6 1.0 33.0 62.1 79.7 92.8 20.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 22 16 5 25 28 49 47
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 360,844 COMMITMENTS 55,971 16,406 3,813 291,258 337,312 351,042 357,531 9,802 3,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,958) 1,908 -4 377 6,964 11,418 9,249 11,791 -291 -2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 4.5 1.1 80.7 93.5 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 180) 42 15 9 82 76 128 96
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,404,615 COMMITMENTS 318,318 45,615 11,108 1043,115 1332,820 1372,541 1389,543 32,074 15,072 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,673) 6,396 -23,156 -2,342 26,967 51,131 31,021 25,633 -3,348 2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 3.2 0.8 74.3 94.9 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 432) 131 48 39 205 130 351 202
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,397 COMMITMENTS 46,098 4,402 31,261 3,004 42,508 80,363 78,171 34 2,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,873) 223 -644 1,661 0 886 1,884 1,903 -11 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 5.5 38.9 3.7 52.9 **** 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 7 3 2 15 11 23
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,560 COMMITMENTS 25,947 1,300 24,142 2,468 25,787 52,557 51,229 3 1,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,903) 2,190 -188 2,264 -550 2,129 3,904 4,205 -1 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 2.5 45.9 4.7 49.1 **** 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 2 2 10 10 15
CFTC# 261 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 25,846 COMMITMENTS 9,807 6,594 6,487 8,731 12,420 25,025 25,501 821 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) 550 105 -76 -167 268 307 297 5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 25.5 25.1 33.8 48.1 96.8 98.7 3.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 18 12 21 16 15 41 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 32,588 COMMITMENTS 15,956 16,655 3,708 11,259 11,590 30,923 31,953 1,665 635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 181) -25 -562 385 -125 395 235 218 -54 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 51.1 11.4 34.5 35.6 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 20 16 23 16 14 47 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 17,848 COMMITMENTS 5,838 6,060 5,199 5,785 5,865 16,822 17,124 1,026 724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -155) -28 -210 -107 25 -10 -110 -327 -45 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 34.0 29.1 32.4 32.9 94.3 95.9 5.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 10 9 9 9 10 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 7,569 COMMITMENTS 5,837 2,022 748 630 4,555 7,215 7,325 354 244 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 77.1 26.7 9.9 8.3 60.2 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 5 3 5 8 14 14
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,731 COMMITMENTS 5,895 3,155 686 8,896 15,892 15,477 19,733 11,254 6,998 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -469) -384 -5 0 108 -171 -276 -176 -193 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 11.8 2.6 33.3 59.5 57.9 73.8 42.1 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 4 3 13 10 22 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 73,471 COMMITMENTS 15,341 3,424 628 46,983 64,965 62,952 69,017 10,519 4,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,433) 38 -610 332 1,249 997 1,619 719 -186 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 4.7 0.9 63.9 88.4 85.7 93.9 14.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 14 5 4 42 39 58 46
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 50,376 COMMITMENTS 21,553 21,544 28,798 0 0 50,351 50,342 25 34 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -118) -620 -580 494 0 0 -126 -86 8 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 42.8 57.2 0.0 0.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 17 5 0 0 9 20
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,062 COMMITMENTS 892 3,819 15 14,073 13,463 14,980 17,297 7,082 4,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 196) 11 -19 -24 70 75 57 32 139 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 17.3 0.1 63.8 61.0 67.9 78.4 32.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 3 1 15 12 17 15
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: 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: 121,208 COMMITMENTS 21,288 5,778 1,040 98,850 114,329 121,178 121,147 30 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 468) 383 0 10 575 958 968 968 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 4.8 0.9 81.6 94.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 10 2 4 24 21 35 26
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,658 COMMITMENTS 2,165 0 100 16,285 18,428 18,550 18,528 108 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 50 0 0 100 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 0.5 87.3 98.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 0 1 28 10 33 11
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,188 COMMITMENTS 1,647 2,861 175 4,619 3,983 6,441 7,019 747 169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 6 32 -2 140 113 144 143 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 39.8 2.4 64.3 55.4 89.6 97.6 10.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 9 6 15 16 24 28
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,485 COMMITMENTS 905 367 492 4,780 5,462 6,177 6,321 308 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) 3 -191 177 -146 144 34 130 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 5.7 7.6 73.7 84.2 95.3 97.5 4.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 3 3 20 16 27 21