CFTC Commitments of Traders

Futures Only 3/28/20


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NYME RBOB GASOLINE                                                      

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,729 COMMITMENTS 97,437 62,621 121,381 113,970 133,809 332,788 317,811 26,941 41,918 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,649) -1,848 -22,163 -21,131 -12,753 9,235 -35,732 -34,059 1,083 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 17.4 33.7 31.7 37.2 92.5 88.3 7.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 318) 97 75 108 77 108 239 244
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 24,100 COMMITMENTS 9,001 360 890 13,580 22,635 23,471 23,885 629 215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,705) 2,833 260 40 685 3,615 3,558 3,915 147 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 1.5 3.7 56.3 93.9 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 3 15 21 21 24
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 223,516 COMMITMENTS 47,440 52,611 46,093 109,281 104,268 202,814 202,972 20,702 20,544 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,307) -6,789 -13,508 -18,136 -6,655 -241 -31,580 -31,885 -1,727 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 23.5 20.6 48.9 46.6 90.7 90.8 9.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 63 52 68 78 81 182 168
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 74,824 COMMITMENTS 9,578 20,474 2,531 49,783 43,586 61,892 66,591 12,932 8,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,455) 942 -2,502 -2,577 2,990 7,287 1,355 2,208 100 -753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 27.4 3.4 66.5 58.3 82.7 89.0 17.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 14 17 11 49 37 67 62
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,382,708 COMMITMENTS 266,809 300,335 247,746 674,712 667,278 1189,267 1215,359 193,441 167,349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -57,548) -20,120 -4,904 -37,320 9,568 -11,000 -47,872 -53,224 -9,676 -4,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 21.7 17.9 48.8 48.3 86.0 87.9 14.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 691) 125 126 146 313 307 528 509
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,458 COMMITMENTS 146,201 85,854 151,626 411,597 475,099 709,424 712,579 60,034 56,879 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,202) -3,964 -30,695 -10,819 -7,012 23,909 -21,795 -17,605 593 -3,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 11.2 19.7 53.5 61.7 92.2 92.6 7.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 521) 152 96 168 184 189 419 397
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 14,074 COMMITMENTS 4,269 1,962 76 9,722 12,029 14,067 14,067 7 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98) -1,007 400 -350 1,252 -155 -105 -105 7 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 13.9 0.5 69.1 85.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 3 2 12 9 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 53,203 COMMITMENTS 27,933 16,686 105 24,896 36,153 52,934 52,944 269 259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,226) -5,414 -660 -360 2,579 -2,180 -3,195 -3,200 -31 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 31.4 0.2 46.8 68.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 13 8 2 24 16 39 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 112,158 COMMITMENTS 28,534 38,880 535 81,260 72,518 110,329 111,933 1,829 225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,690) -3,768 6,066 -831 22,083 13,825 17,484 19,060 1,206 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 34.7 0.5 72.5 64.7 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 26 14 2 31 18 57 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,200 COMMITMENTS 61,832 30,160 2,716 119,652 151,324 184,200 184,200 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,814) 200 -1,862 700 914 2,976 1,814 1,814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 16.4 1.5 65.0 82.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 8 3 17 15 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 153,561 COMMITMENTS 20,442 17,799 7,577 125,542 128,185 153,561 153,561 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,894) -3,239 347 588 757 -2,829 -1,894 -1,894 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 11.6 4.9 81.8 83.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 4 5 17 11 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,268 COMMITMENTS 12,289 3,281 1,665 20,284 29,322 34,238 34,268 30 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -902) -4,688 100 -641 4,397 -361 -932 -902 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 9.6 4.9 59.2 85.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 10 4 3 13 18 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,469 COMMITMENTS 6,350 1,000 0 28,119 33,469 34,469 34,469 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,130) -360 100 0 1,490 1,030 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 2.9 0.0 81.6 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 1 0 13 8 20 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,578 COMMITMENTS 9,595 2,321 3,882 20,096 27,325 33,573 33,528 5 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,987) -5,817 759 2,840 7,209 638 4,232 4,237 -245 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 6.9 11.6 59.8 81.4 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 12 3 4 14 13 29 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 25,493 COMMITMENTS 1,385 2,170 200 23,033 23,063 24,618 25,433 875 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 15 0 0 1,355 295 1,370 295 -1,015 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 8.5 0.8 90.4 90.5 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 1 15 12 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,251 COMMITMENTS 1,245 3,628 50 10,956 8,573 12,251 12,251 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3) -187 123 50 140 -170 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 29.6 0.4 89.4 70.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 1 10 8 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,739 COMMITMENTS 2,453 7,500 442 17,819 12,797 20,714 20,739 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -902) -426 200 -49 -427 -1,053 -902 -902 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 36.2 2.1 85.9 61.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 8 1 12 10 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,668 COMMITMENTS 14,116 9,050 1,300 17,252 22,318 32,668 32,668 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,888) 250 -800 1,000 638 1,688 1,888 1,888 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 27.7 4.0 52.8 68.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 3 14 11 21 16
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 451,091 COMMITMENTS 65,687 53,095 89,558 264,676 281,003 419,921 423,656 31,170 27,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,371) -1,989 -1,111 -11,047 4,481 2,545 -8,555 -9,613 -1,816 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 11.8 19.9 58.7 62.3 93.1 93.9 6.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 69 67 101 110 84 247 216
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,082,745 COMMITMENTS 85,610 154,492 8,577 846,253 795,916 940,440 958,985 142,305 123,760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -91,734) -23,126 -32,317 -5,983 -45,595 -54,679 -74,704 -92,979 -17,030 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 14.3 0.8 78.2 73.5 86.9 88.6 13.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 21 32 18 89 95 120 135
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,040 COMMITMENTS 78,091 334,753 2,002 857,191 635,456 937,284 972,211 134,756 99,829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,082) 5,261 -28,005 -2,081 -39,934 -24,580 -36,754 -54,666 -11,328 6,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 31.2 0.2 80.0 59.3 87.4 90.7 12.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 12 15 7 79 77 94 96
CFTC# 21397 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 13,782 COMMITMENTS 298 0 421 12,865 13,026 13,584 13,447 198 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 100 60 50 160 150 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 3.1 93.3 94.5 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 15 15 16 16
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 35,492 COMMITMENTS 2,422 1,250 3,349 29,718 30,803 35,489 35,402 3 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 759) 10 91 611 163 47 784 749 -25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 3.5 9.4 83.7 86.8 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 3 7 28 28 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 34,457 COMMITMENTS 654 4,083 2,772 29,469 27,592 32,895 34,447 1,562 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,414) 0 425 439 975 550 1,414 1,414 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 11.8 8.0 85.5 80.1 95.5 **** 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 4 5 22 22 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 8,016 COMMITMENTS 1,981 93 1,290 4,639 6,603 7,910 7,986 106 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,006) 718 -30 30 162 1,006 910 1,006 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 1.2 16.1 57.9 82.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 16 15 19 18
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,457 COMMITMENTS 3,104 1,050 1,845 13,431 15,277 18,380 18,172 77 285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,322) 261 211 383 1,611 1,708 2,255 2,302 67 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 5.7 10.0 72.8 82.8 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 2 8 28 30 38 38
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,800 COMMITMENTS 119 1,167 236 7,215 6,194 7,570 7,597 230 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27) 0 33 -13 60 47 47 67 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 15.0 3.0 92.5 79.4 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 3 20 15 23 18
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 352,167 COMMITMENTS 34,988 50,837 82,368 193,778 185,746 311,134 318,951 41,033 33,216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,650) 337 2,862 -22,651 -11,350 -6,991 -33,664 -26,780 3,014 -3,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 14.4 23.4 55.0 52.7 88.3 90.6 11.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 39 45 56 84 86 157 156
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,133 COMMITMENTS 0 1,177 300 31,119 42,078 31,419 43,555 16,714 4,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,048) 0 298 -264 9,283 11,312 9,019 11,346 29 -2,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.6 64.7 87.4 65.3 90.5 34.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 17 19 18 20
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,601,737 COMMITMENTS 516,996 82,090 424,278 4625,170 5075,508 5566,444 5581,876 35,293 19,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 173,546) ******* 14,038 -44,140 116,592 205,541 174,702 175,439 -1,156 -1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.5 7.6 82.6 90.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 35 25 46 155 126 209 178
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 246,130 COMMITMENTS 16,955 37,153 64,202 164,954 144,679 246,111 246,034 19 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,355) -17,321 11,454 15,091 30,234 2,003 28,004 28,548 -649 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 15.1 26.1 67.0 58.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 11 9 9 29 22 42 38
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,584 COMMITMENTS 5,271 3,575 153 250,512 275,615 255,936 279,343 29,648 6,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,795) -736 0 0 4,069 3,582 3,333 3,582 462 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.3 0.1 87.7 96.5 89.6 97.8 10.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 1 24 17 27 19
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,233 COMMITMENTS 2,733 0 404 136,891 136,067 140,028 136,471 4,205 7,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,134) 213 0 130 2,307 2,317 2,650 2,447 -516 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.3 94.9 94.3 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 2 18 22 21 24
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,784 COMMITMENTS 10,150 735 7,276 315,648 334,596 333,074 342,607 15,710 6,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,754) -1,729 603 1,418 -7,565 -12,689 -7,876 -10,668 -878 1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 2.1 90.5 95.9 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 3 4 33 27 39 31
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 918,147 COMMITMENTS 2,351 12,179 1,868 901,294 902,714 905,513 916,761 12,634 1,386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,456) -2,412 294 226 15,322 13,883 13,136 14,403 320 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 4 5 37 30 43 36
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,439 COMMITMENTS 3,212 6,715 2,169 376,380 371,178 381,761 380,062 9,678 11,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,876) 624 2,822 180 7,757 7,276 8,561 10,278 -2,685 -4,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.6 96.2 94.8 97.5 97.1 2.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 4 2 40 37 43 41
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 576,613 COMMITMENTS 1,208 416 339 567,629 565,534 569,176 566,289 7,437 10,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,548) 0 -35 -184 3,857 3,473 3,673 3,254 -125 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.1 98.4 98.1 98.7 98.2 1.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 1 1 1 40 40 42 42
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 443,113 COMMITMENTS 0 3,348 152 428,005 420,507 428,157 424,007 14,956 19,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,622) 0 -458 -218 4,000 2,121 3,782 1,445 840 3,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.6 94.9 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 2 1 37 30 38 32
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,515 COMMITMENTS 620 4,809 0 103,580 100,897 104,200 105,706 3,315 1,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 0 60 0 239 181 239 241 31 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 0.0 96.3 93.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 0 19 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 40,442 COMMITMENTS 0 157 60 39,584 39,332 39,644 39,549 798 893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,124) 0 0 0 13,126 13,155 13,126 13,155 -2 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 97.9 97.3 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 1 17 19 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 314,746 COMMITMENTS 0 9,768 124 309,628 294,776 309,752 304,668 4,994 10,078 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,995) 0 416 33 10,715 10,950 10,748 11,399 -753 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 98.4 93.7 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 1 23 23 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 202,546 COMMITMENTS 0 0 0 197,976 196,320 197,976 196,320 4,570 6,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,902) 0 0 0 1,918 1,747 1,918 1,747 -16 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 96.9 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 28 21 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 317,297 COMMITMENTS 1,712 3,190 0 308,135 312,823 309,847 316,013 7,450 1,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,147) 0 -90 0 2,445 4,372 2,445 4,282 702 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 0.0 97.1 98.6 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 2 0 25 24 26 26
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 56,706 COMMITMENTS 8,738 899 0 46,480 55,499 55,218 56,398 1,488 308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,060) 2,345 0 0 694 3,124 3,039 3,124 21 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.6 0.0 82.0 97.9 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 0 19 20 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 612,906 COMMITMENTS 15,368 7,484 8,281 573,131 590,680 596,780 606,445 16,126 6,461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,241) 580 1,299 475 7,467 9,697 8,522 11,471 2,719 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.2 1.4 93.5 96.4 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 4 11 8 48 46 56 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 206,906 COMMITMENTS 1,291 16 1,637 198,871 198,064 201,799 199,717 5,107 7,189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,221) 138 16 -139 3,451 4,456 3,450 4,333 771 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 96.1 95.7 97.5 96.5 2.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 2 23 18 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 47,519 COMMITMENTS 0 217 0 45,776 45,379 45,776 45,596 1,743 1,923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,244) 0 0 0 1,030 1,184 1,030 1,184 214 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 96.3 95.5 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,019 COMMITMENTS 0 0 0 101,676 103,318 101,676 103,318 5,343 3,701 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 96.5 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 246,361 COMMITMENTS 7,560 448 840 234,609 242,179 243,009 243,467 3,352 2,894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,468) 7,560 -690 690 7,789 10,652 16,039 10,652 -4,571 816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.2 0.3 95.2 98.3 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 1 1 31 27 37 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 253,588 COMMITMENTS 19,590 7,083 2,791 229,696 241,513 252,077 251,387 1,511 2,201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,838) 5,609 -2,610 2,641 5,370 9,500 13,620 9,531 -2,782 1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.8 1.1 90.6 95.2 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 6 8 4 39 46 48 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,286 COMMITMENTS 0 0 0 125,502 125,659 125,502 125,659 2,784 2,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,628) 0 0 0 5,517 4,526 5,517 4,526 111 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 98.0 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 20 25 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 46,951 COMMITMENTS 217 3,076 0 44,712 42,436 44,929 45,512 2,022 1,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,492) 0 0 0 7,842 9,190 7,842 9,190 1,650 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.6 0.0 95.2 90.4 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 0 18 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 289,372 COMMITMENTS 837 2,101 1,351 280,816 273,953 283,004 277,405 6,368 11,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,787) 300 61 526 10,156 7,025 10,982 7,612 -4,195 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.7 0.5 97.0 94.7 97.8 95.9 2.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 3 3 39 34 42 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,310 COMMITMENTS 0 217 0 131,422 132,093 131,422 132,310 888 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,556) 0 0 0 3,470 4,046 3,470 4,046 86 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.3 99.8 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,604 COMMITMENTS 450 0 515 102,632 101,411 103,597 101,926 11,007 12,678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,438) 450 0 515 5,688 8,426 6,653 8,941 1,785 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.4 89.6 88.5 90.4 88.9 9.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 17 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 251,083 COMMITMENTS 892 0 1,474 244,537 242,916 246,903 244,390 4,180 6,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,530) 30 0 -30 17,639 16,829 17,639 16,799 891 1,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 97.4 96.7 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 0 1 23 29 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,692 COMMITMENTS 0 740 0 193,462 199,950 193,462 200,690 10,230 3,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,553) 0 388 0 2,313 2,169 2,313 2,557 240 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 95.0 98.2 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 0 19 17 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 92,308 COMMITMENTS 0 850 124 79,754 85,641 79,878 86,615 12,430 5,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 999) 0 0 0 1,337 1,061 1,337 1,061 -338 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.1 86.4 92.8 86.5 93.8 13.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 11 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 47,181 COMMITMENTS 1,260 1,020 0 43,269 45,888 44,529 46,908 2,652 273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,952) 240 1,020 0 4,538 3,752 4,778 4,772 174 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.2 0.0 91.7 97.3 94.4 99.4 5.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 18 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 200,809 COMMITMENTS 3,883 0 150 189,592 193,175 193,625 193,325 7,184 7,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -859) 273 0 90 -757 3,293 -394 3,383 -465 -4,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 94.4 96.2 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 13 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 210,444 COMMITMENTS 4,550 9,421 7,564 186,965 182,685 199,079 199,670 11,365 10,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,752) 762 576 -305 6,173 6,726 6,630 6,997 -878 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.5 3.6 88.8 86.8 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 3 29 25 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,995 COMMITMENTS 0 769 0 29,481 27,330 29,481 28,099 514 1,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 98.3 91.1 98.3 93.7 1.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 7 11 7 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 78,584 COMMITMENTS 0 1,414 0 77,727 74,032 77,727 75,446 857 3,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,006) 0 0 0 2,262 270 2,262 270 -1,256 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.9 94.2 98.9 96.0 1.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 13 19 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 252,314 COMMITMENTS 2,371 620 3,611 237,888 241,960 243,870 246,191 8,444 6,123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,123) 0 0 0 3,323 3,625 3,323 3,625 -1,200 -1,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 1.4 94.3 95.9 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 1 1 29 34 31 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 138,247 COMMITMENTS 0 999 3 130,335 134,334 130,338 135,336 7,909 2,911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,627) 0 0 0 731 4,643 731 4,643 896 -3,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 94.3 97.2 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 1 21 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 29,301 COMMITMENTS 1,954 0 0 27,012 29,146 28,966 29,146 335 155 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 6.7 0.0 0.0 92.2 99.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 12 11 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 178,213 COMMITMENTS 400 0 0 167,285 173,838 167,685 173,838 10,528 4,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,016) 400 0 0 6,736 7,926 7,136 7,926 880 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 93.9 97.5 94.1 97.5 5.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 13 21 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 51,238 COMMITMENTS 279 0 0 46,650 47,966 46,929 47,966 4,309 3,272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,597) 0 0 0 7,243 6,208 7,243 6,208 -646 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 91.0 93.6 91.6 93.6 8.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 0 15 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 266,886 COMMITMENTS 0 720 0 246,497 265,678 246,497 266,398 20,389 488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,469) 0 720 0 4,044 2,599 4,044 3,319 -575 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 92.4 99.5 92.4 99.8 7.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 0 23 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 95,852 COMMITMENTS 4,922 0 0 82,398 92,233 87,320 92,233 8,532 3,619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -182) 0 0 0 -151 -182 -151 -182 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 86.0 96.2 91.1 96.2 8.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 209,987 COMMITMENTS 0 1,208 0 201,554 203,989 201,554 205,197 8,433 4,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,045) 0 0 0 2,985 3,473 2,985 3,473 60 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.0 97.1 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 18 19 18 20
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,221,849 COMMITMENTS 188,138 297,588 382,294 588,158 502,771 1158,590 1182,653 63,259 39,196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97,982) -13,631 -27,862 -62,432 -16,781 -7,092 -92,844 -97,386 -5,138 -596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 24.4 31.3 48.1 41.1 94.8 96.8 5.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 86 105 120 75 67 243 227
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 290,586 COMMITMENTS 16,980 52,397 37,046 216,382 183,539 270,408 272,982 20,178 17,604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,621) -474 -8,480 4,248 1,022 8,289 4,796 4,057 -1,175 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 18.0 12.7 74.5 63.2 93.1 93.9 6.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 14 17 22 49 41 76 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 134,202 COMMITMENTS 13,746 47,064 26,217 85,857 53,409 125,820 126,690 8,382 7,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,994) 7,006 18,709 3,290 9,527 -3,374 19,823 18,625 171 1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 35.1 19.5 64.0 39.8 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 15 14 22 29 26 56 50
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 21,619 COMMITMENTS 905 4,949 2,128 17,615 13,767 20,648 20,844 971 775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,391) 17 -15 765 715 624 1,497 1,374 -106 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 22.9 9.8 81.5 63.7 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 6 6 18 17 24 26
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 7,526 COMMITMENTS 233 280 112 7,105 6,882 7,450 7,274 76 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 284) -12 -15 -8 254 252 234 229 50 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.7 1.5 94.4 91.4 99.0 96.7 1.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 3 18 20 21 24
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 32,462 COMMITMENTS 9,797 1,042 2,447 19,822 28,711 32,066 32,200 396 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,363) 401 101 -2,293 -282 97 -2,174 -2,095 -189 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 3.2 7.5 61.1 88.4 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 14 7 9 43 52 60 67
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 405,697 COMMITMENTS 85,448 26,562 50,565 228,445 304,743 364,458 381,870 41,239 23,827 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,740) 2,178 -16,987 -16,111 -6,247 17,419 -20,180 -15,679 1,440 -3,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 6.5 12.5 56.3 75.1 89.8 94.1 10.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 92 38 80 110 90 243 178
CFTC# 3265 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,385 COMMITMENTS 205 150 20 1,945 1,880 2,170 2,050 215 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 164) 60 40 20 84 114 164 174 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 6.3 0.8 81.6 78.8 91.0 86.0 9.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 1 13 15 17 19
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 195,682 COMMITMENTS 42,727 48,232 29,190 114,144 107,623 186,061 185,045 9,621 10,637 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,576) -3,101 -1,464 -4,516 -7,882 -8,948 -15,499 -14,928 -77 -648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 24.6 14.9 58.3 55.0 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 73 95 81 67 61 190 195
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 746,730 COMMITMENTS 116,391 12,213 19,815 581,879 696,917 718,085 728,945 28,645 17,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,725) -1,253 160 -878 4,863 4,579 2,732 3,861 993 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.6 2.7 77.9 93.3 96.2 97.6 3.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 4 7 35 32 44 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,896 COMMITMENTS 11,764 7,972 8,432 114,941 114,400 135,137 130,804 3,759 8,092 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,805) 668 681 180 2,217 2,829 3,065 3,690 -260 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.7 6.1 82.8 82.4 97.3 94.2 2.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 8 8 14 25 23 39 39
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,164 COMMITMENTS 3,399 895 786 5,448 8,367 9,633 10,048 1,531 1,116 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 166) -180 -1,268 74 321 1,493 215 299 -49 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 8.0 7.0 48.8 74.9 86.3 90.0 13.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 25 3 7 13 16 39 26
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,539 COMMITMENTS 3,555 5,547 292 8,279 7,913 12,126 13,752 2,413 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,641) -850 -2,606 -41 -778 1,521 -1,669 -1,126 28 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 38.2 2.0 56.9 54.4 83.4 94.6 16.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 24 18 6 20 11 46 34
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,083,123 COMMITMENTS 726,652 823,226 34,657 2133,347 2127,296 2894,656 2985,179 188,467 97,944 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -139,875) -27,592 19,003 -5,382 -105,760 -148,235 -138,734 -134,614 -1,141 -5,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 26.7 1.1 69.2 69.0 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 349) 74 42 21 171 148 257 199
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,414,531 COMMITMENTS 483,608 695,637 63,803 2486,156 2336,583 3033,567 3096,023 380,964 318,508 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -244,502) -43,637 -82,721 -13,756 -156,361 -139,197 -213,754 -235,674 -30,748 -8,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 20.4 1.9 72.8 68.4 88.8 90.7 11.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 378) 58 72 39 174 173 256 260
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 813,774 COMMITMENTS 42,341 107,894 5,542 666,773 532,404 714,656 645,840 99,118 167,934 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,372) -10,881 -46,880 -1,702 -24,340 5,076 -36,923 -43,506 -11,449 -4,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 13.3 0.7 81.9 65.4 87.8 79.4 12.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 9 13 9 60 68 74 85
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,015,517 COMMITMENTS 537,073 644,137 45,636 3143,867 2944,039 3726,576 3633,812 288,941 381,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -340,294) -77,871 -11,947 -13,292 -219,023 -306,337 -310,186 -331,576 -30,108 -8,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 16.0 1.1 78.3 73.3 92.8 90.5 7.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304) 50 40 25 140 160 201 214
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,686,925 COMMITMENTS 357,114 96,276 307,157 982,405 1235,378 1646,676 1638,811 40,249 48,114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -117,801) -58,349 -7,082 -29,397 -25,223 -84,668 -112,969 -121,147 -4,832 3,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 5.7 18.2 58.2 73.2 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 26 21 31 63 66 101 107
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,098 COMMITMENTS 129 2,338 670 10,685 8,663 11,484 11,671 614 427 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 501) 129 -135 217 284 514 630 596 -129 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 19.3 5.5 88.3 71.6 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 12 9 28 22 37 35
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,555 COMMITMENTS 8,682 4,105 977 7,984 8,625 17,643 13,707 1,912 5,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 572) 570 567 104 18 135 692 806 -120 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 21.0 5.0 40.8 44.1 90.2 70.1 9.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 17 19 19 19 20 44 50
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,098 COMMITMENTS 1,166 822 604 7,645 8,042 9,415 9,468 683 630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 656) 697 -368 31 -95 985 633 648 23 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 8.1 6.0 75.7 79.6 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 8 4 10 33 25 44 36
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,097 COMMITMENTS 934 2,718 242 4,658 2,591 5,834 5,551 263 546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 368) -143 581 -48 482 10 291 543 77 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 44.6 4.0 76.4 42.5 95.7 91.0 4.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 6 6 14 15 20 25
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,481 COMMITMENTS 74,403 53,214 42,997 96,852 110,325 214,252 206,536 16,229 23,945 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,170) -8,278 -12,450 -11,798 -3,760 681 -23,836 -23,567 -1,334 -1,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 23.1 18.7 42.0 47.9 93.0 89.6 7.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 272) 75 87 92 70 74 201 211
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,540 COMMITMENTS 77,494 55,494 42,890 124,769 143,264 245,153 241,648 30,387 33,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,894) -4,201 -9,757 -16,019 -6,536 2,213 -26,756 -23,563 2,862 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 20.1 15.6 45.3 52.0 89.0 87.7 11.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 90 81 107 118 125 264 270
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,752 COMMITMENTS 386 769 28 1,488 1,217 1,902 2,014 850 738 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88) 31 174 27 19 -160 77 41 11 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 27.9 1.0 54.1 44.2 69.1 73.2 30.9 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 12 1 10 10 18 22
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,924 COMMITMENTS 10,146 9,646 9,358 9,933 6,687 29,437 25,691 7,487 11,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,200) -777 -2,204 -1,562 -402 332 -2,741 -3,434 -459 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 26.1 25.3 26.9 18.1 79.7 69.6 20.3 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 169) 37 48 56 50 51 127 128
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,225 COMMITMENTS 1,325 8,781 654 22,050 13,798 24,029 23,233 196 992 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,722) -51 609 55 1,763 903 1,767 1,567 -45 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 36.2 2.7 91.0 57.0 99.2 95.9 0.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 12 7 18 26 28 41
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 10,770 COMMITMENTS 3,262 352 0 7,078 10,203 10,340 10,555 430 215 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 30.3 3.3 0.0 65.7 94.7 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 5 0 13 16 19 21
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,525 COMMITMENTS 3,970 1,133 2,130 36,423 39,247 42,523 42,510 2 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) -225 -725 13 187 687 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.7 5.0 85.7 92.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 7 5 24 23 29 33
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 32,169 COMMITMENTS 3,050 601 1,478 27,401 30,090 31,929 32,169 240 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 863) 0 -50 50 813 863 863 863 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.9 4.6 85.2 93.5 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 2 6 21 20 27 27
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 141,219 COMMITMENTS 3,254 9,848 9,589 128,158 121,686 141,001 141,123 218 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -161 -514 -26 477 750 290 210 -40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 7.0 6.8 90.8 86.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 14 12 32 35 47 52
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,197 COMMITMENTS 1,741 2,828 3,322 68,134 67,027 73,197 73,177 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,078) -572 -359 788 862 649 1,078 1,078 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.9 4.5 93.1 91.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 5 4 24 22 31 30
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,990 COMMITMENTS 350 725 675 34,965 34,590 35,990 35,990 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) -225 75 150 1,125 825 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.0 1.9 97.2 96.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 2 13 15 17 19
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,632 COMMITMENTS 16,931 1,572 4,845 37,687 53,202 59,463 59,619 169 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 521) 4 230 -10 527 301 521 521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 2.6 8.1 63.2 89.2 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 4 2 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 79,244 COMMITMENTS 26,101 3,761 2,892 49,656 72,548 78,649 79,201 595 43 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,806) 33 -83 -10 -1,835 -1,663 -1,812 -1,756 6 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 4.7 3.6 62.7 91.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 8 6 3 26 25 36 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,342 COMMITMENTS 2,255 380 2,158 67,150 69,515 71,563 72,053 779 289 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,016) 60 10 0 896 1,021 956 1,031 60 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.5 3.0 92.8 96.1 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 26 25 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 88,794 COMMITMENTS 2,245 559 2,700 82,966 85,313 87,911 88,572 883 222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845) 0 20 0 775 840 775 860 70 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 3.0 93.4 96.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 28 29 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,168 COMMITMENTS 250 170 230 43,266 43,350 43,746 43,750 422 418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.5 98.0 98.1 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 18 17 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 26,276 COMMITMENTS 460 961 0 25,276 25,315 25,736 26,276 540 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.0 96.2 96.3 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 0 19 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 87,741 COMMITMENTS 19,077 1,269 2,388 65,905 83,854 87,370 87,511 371 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 92) -2,750 141 -220 3,155 127 185 48 -93 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 1.4 2.7 75.1 95.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 17 5 9 38 36 57 48
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,049 COMMITMENTS 7,980 499 251 31,538 38,987 39,769 39,737 280 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) -2,155 0 0 2,570 415 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.2 0.6 78.7 97.3 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 2 19 22 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,756 COMMITMENTS 350 102 273 49,953 50,076 50,576 50,451 180 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 865) 0 0 0 830 880 830 880 35 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.5 98.4 98.7 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 24 20 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 38,005 COMMITMENTS 135 1,760 120 36,467 35,748 36,722 37,628 1,283 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 429) 5 -380 0 434 549 439 169 -10 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.6 0.3 96.0 94.1 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 7 1 21 23 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,467 COMMITMENTS 1,824 245 185 62,710 64,797 64,719 65,227 748 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,937) -399 -5 185 2,151 1,757 1,937 1,937 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 23 16 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,551 COMMITMENTS 2,549 295 90 66,587 68,986 69,226 69,371 325 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,860) 13 65 30 1,847 1,765 1,890 1,860 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 2 25 18 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 74,050 COMMITMENTS 1,170 701 902 71,741 72,447 73,813 74,050 237 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8) -55 30 40 7 -58 -8 12 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.9 1.2 96.9 97.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 5 5 29 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 94,169 COMMITMENTS 2,284 2,206 2,146 89,399 89,781 93,829 94,133 340 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) -360 -929 373 371 940 384 384 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 2.3 94.9 95.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 8 7 27 29 35 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 63,470 COMMITMENTS 725 6,037 0 62,725 57,433 63,450 63,470 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,627) 100 103 0 2,527 2,524 2,627 2,627 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.5 0.0 98.8 90.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 5 0 15 13 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 53,040 COMMITMENTS 1,000 700 525 51,515 51,815 53,040 53,040 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 140) 300 -75 75 -235 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 1.0 97.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 4 2 12 10 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 60,967 COMMITMENTS 1,386 1,281 1,074 58,463 58,430 60,923 60,785 44 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,034) -50 -634 514 -1,498 -914 -1,034 -1,034 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.1 1.8 95.9 95.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 5 3 24 22 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 67,821 COMMITMENTS 1,634 3,922 2,487 63,588 61,035 67,709 67,444 112 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -808) 87 -553 78 -973 -333 -808 -808 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.8 3.7 93.8 90.0 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 5 3 23 19 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 25,570 COMMITMENTS 0 506 75 25,300 24,669 25,375 25,250 195 320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 160) 0 0 0 170 120 170 120 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.3 98.9 96.5 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 1 18 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 25,291 COMMITMENTS 75 0 0 24,874 25,291 24,949 25,291 342 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.4 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 17 13 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,748 COMMITMENTS 190 1,020 1,440 31,082 30,283 32,712 32,743 36 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -103) -105 -19 90 -88 -174 -103 -103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.1 4.4 94.9 92.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 5 21 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,079 COMMITMENTS 671 2,199 305 18,980 18,285 19,956 20,789 1,123 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.4 1.4 90.0 86.7 94.7 98.6 5.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 13 12 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 59,342 COMMITMENTS 4,466 5,128 1,797 53,017 52,417 59,280 59,342 62 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -409) -180 207 28 -258 -644 -410 -409 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 8.6 3.0 89.3 88.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 4 5 30 28 38 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,553 COMMITMENTS 800 1,020 1,192 35,400 35,256 37,392 37,468 161 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 883) 10 0 -10 878 893 878 883 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.7 3.2 94.3 93.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 5 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,119 COMMITMENTS 700 676 276 18,993 19,147 19,969 20,099 150 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 177) 0 50 25 152 97 177 172 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.4 1.4 94.4 95.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 2 19 18 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 21,923 COMMITMENTS 500 475 0 21,293 21,448 21,793 21,923 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.2 0.0 97.1 97.8 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,456 COMMITMENTS 100 1,550 25 9,166 7,881 9,291 9,456 165 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 25 0 0 25 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 16.4 0.3 96.9 83.3 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 1 11 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,535 COMMITMENTS 100 1,900 0 9,325 7,635 9,425 9,535 110 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) 25 0 0 26 51 51 51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 19.9 0.0 97.8 80.1 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 0 12 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,402 COMMITMENTS 795 380 460 10,899 11,562 12,154 12,402 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) -70 230 -55 310 10 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.1 3.7 87.9 93.2 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,208 COMMITMENTS 835 150 515 10,610 11,543 11,960 12,208 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) -300 0 100 275 -25 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.2 4.2 86.9 94.6 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,855 COMMITMENTS 1,195 2,300 2,070 33,550 32,485 36,815 36,855 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,780) -75 1,365 0 1,855 455 1,780 1,820 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.2 5.6 91.0 88.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 2 22 14 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,766 COMMITMENTS 1,195 1,735 2,360 33,170 32,671 36,725 36,766 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,760) -365 1,035 290 1,940 455 1,865 1,780 -105 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.7 6.4 90.2 88.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 106,730 COMMITMENTS 1,985 5,409 1,345 103,341 99,976 106,671 106,730 59 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,027) 5 -1,515 582 2,470 4,020 3,057 3,087 -30 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.1 1.3 96.8 93.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 8 8 38 31 48 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 122,621 COMMITMENTS 2,542 6,109 2,342 117,677 114,135 122,561 122,586 60 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,756) 62 -1,406 691 981 2,441 1,734 1,726 22 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 5.0 1.9 96.0 93.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 12 10 41 35 55 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 280,000 COMMITMENTS 31,948 16,308 24,053 223,614 239,579 279,615 279,940 385 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 511 -1,746 1,381 -264 1,965 1,628 1,600 -8 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 5.8 8.6 79.9 85.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 25 19 24 47 39 80 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,811 COMMITMENTS 5,070 600 55 10,251 15,086 15,376 15,741 435 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23) -30 0 0 7 -23 -23 -23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 3.8 0.3 64.8 95.4 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 1 17 9 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,819 COMMITMENTS 4,525 600 55 9,656 14,159 14,236 14,814 583 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5) 0 0 0 15 -10 15 -10 -20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 4.0 0.4 65.2 95.5 96.1 **** 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 1 17 8 19 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,323 COMMITMENTS 5,700 1,201 0 5,623 10,122 11,323 11,323 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 250 250 0 200 200 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 10.6 0.0 49.7 89.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 13 17 17 18
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 77,983 COMMITMENTS 0 3,870 95 70,359 66,489 70,454 70,454 7,529 7,529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) 0 0 0 -20 -20 -20 -20 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.1 90.2 85.3 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 18 20 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,611 COMMITMENTS 0 4,575 30 58,606 54,031 58,636 58,636 5,975 5,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58) 0 0 0 -2 -2 -2 -2 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 90.7 83.6 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 16 20 17 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 8 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 8 14 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,503 COMMITMENTS 11,680 3,410 4,685 36,823 45,383 53,188 53,478 3,315 3,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -470) 0 -480 -50 -15 465 -65 -65 -405 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 6.0 8.3 65.2 80.3 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 2 20 19 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,808 COMMITMENTS 3,595 385 3,415 28,006 31,786 35,016 35,586 2,792 2,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -760) 300 0 0 -1,060 -700 -760 -700 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.0 9.0 74.1 84.1 92.6 94.1 7.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 17 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,185 COMMITMENTS 535 15,835 140 26,420 11,510 27,095 27,485 1,090 700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 56.2 0.5 93.7 40.8 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.WEST_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 12,050 9,105 12,425 13,185 1,545 785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.2 0.0 86.3 65.2 88.9 94.4 11.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 11 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 96,773 COMMITMENTS 14,145 3,640 2,150 60,853 71,348 77,148 77,138 19,625 19,635 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 14.6 3.8 2.2 62.9 73.7 79.7 79.7 20.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 19 22 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 90,480 COMMITMENTS 14,365 6,480 980 55,975 63,830 71,320 71,290 19,160 19,190 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 15.9 7.2 1.1 61.9 70.5 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 3 3 18 20 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,972 COMMITMENTS 4,030 9,950 1,075 14,555 9,530 19,660 20,555 3,312 2,417 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 75 -365 225 339 779 639 639 -829 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 43.3 4.7 63.4 41.5 85.6 89.5 14.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,717 COMMITMENTS 4,410 8,920 1,860 13,706 10,076 19,976 20,856 2,741 1,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430) 625 275 -210 199 549 614 614 -1,044 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 39.3 8.2 60.3 44.4 87.9 91.8 12.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,383 COMMITMENTS 12,060 5,205 1,040 16,453 24,073 29,553 30,318 2,830 2,065 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 37.2 16.1 3.2 50.8 74.3 91.3 93.6 8.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 2 14 7 17 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,898 COMMITMENTS 23,060 0 45 25,999 48,595 49,104 48,640 2,794 3,258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 685) 25 0 0 660 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 0.0 0.1 50.1 93.6 94.6 93.7 5.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 1 13 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 660) 0 0 0 660 660 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,960 COMMITMENTS 19,954 0 2,035 27,061 47,195 49,050 49,230 2,910 2,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) -700 0 0 1,100 400 400 400 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 0.0 3.9 52.1 90.8 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 0 3 17 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,905 COMMITMENTS 18,604 0 2,135 26,446 45,230 47,185 47,365 2,720 2,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) -900 0 0 1,190 290 290 290 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 0.0 4.3 53.0 90.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 0 3 17 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,060 COMMITMENTS 2,845 5,570 1,120 15,425 13,375 19,390 20,065 2,670 1,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 490) 2,350 165 -705 -1,275 910 370 370 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 25.2 5.1 69.9 60.6 87.9 91.0 12.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 4 2 14 11 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,165 COMMITMENTS 3,925 5,645 780 14,265 13,035 18,970 19,460 2,195 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 755) 2,325 165 -400 -1,400 785 525 550 230 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 26.7 3.7 67.4 61.6 89.6 91.9 10.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 2 15 9 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 72,655 COMMITMENTS 16,865 18,220 2,635 48,095 46,785 67,595 67,640 5,060 5,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) -3,550 100 0 3,825 175 275 275 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 25.1 3.6 66.2 64.4 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 2 3 16 15 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,965 COMMITMENTS 13,760 18,220 2,635 47,885 43,470 64,280 64,325 4,685 4,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) -3,550 100 0 3,900 250 350 350 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 26.4 3.8 69.4 63.0 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 2 3 16 15 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,400 COMMITMENTS 14,308 13,545 4,685 37,562 38,670 56,555 56,900 3,845 3,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -350) -800 50 0 400 -450 -400 -400 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 22.4 7.8 62.2 64.0 93.6 94.2 6.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 4 20 13 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,528 COMMITMENTS 6,313 8,380 5,470 35,083 33,361 46,866 47,211 2,662 2,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 50 150 0 300 200 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 16.9 11.0 70.8 67.4 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 5 19 13 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 167,107 COMMITMENTS 2,490 24,007 13,540 116,223 94,586 132,253 132,133 34,854 34,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,838) 400 -2,200 -280 -621 1,979 -501 -501 -1,337 -1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.4 8.1 69.5 56.6 79.1 79.1 20.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 6 5 26 32 31 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 137,507 COMMITMENTS 4,230 19,362 10,601 95,531 80,174 110,362 110,137 27,145 27,370 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,890) 400 -1,715 -230 -981 1,134 -811 -811 -1,079 -1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 14.1 7.7 69.5 58.3 80.3 80.1 19.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 6 24 28 30 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,425 COMMITMENTS 870 12,665 2,055 54,060 42,405 56,985 57,125 5,440 5,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 0 0 0 -180 -180 -180 -180 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 20.3 3.3 86.6 67.9 91.3 91.5 8.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 16 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,505 COMMITMENTS 770 13,115 1,995 46,725 34,500 49,490 49,610 6,015 5,895 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 23.6 3.6 84.2 62.2 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,850 COMMITMENTS 17,975 0 2,695 18,195 36,650 38,865 39,345 2,985 2,505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 0.0 6.4 43.5 87.6 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 3 14 17 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,190 COMMITMENTS 34,635 0 2,765 12,075 46,800 49,475 49,565 1,715 1,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 0.0 5.4 23.6 91.4 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 3 12 16 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 135,640 COMMITMENTS 8,635 2,225 6,830 92,250 98,865 107,715 107,920 27,925 27,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) -480 0 -40 615 135 95 95 320 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.6 5.0 68.0 72.9 79.4 79.6 20.6 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 2 27 27 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,131 COMMITMENTS 9,414 2,165 6,761 79,161 86,500 95,336 95,426 18,795 18,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,630) 0 300 0 1,700 1,400 1,700 1,700 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.9 5.9 69.4 75.8 83.5 83.6 16.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 24 25 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,740 COMMITMENTS 5,535 300 575 21,790 27,025 27,900 27,900 1,840 1,840 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 18.6 1.0 1.9 73.3 90.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,070 COMMITMENTS 4,585 300 500 22,400 26,745 27,485 27,545 1,585 1,525 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 15.8 1.0 1.7 77.1 92.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,746 COMMITMENTS 54 163 50 3,854 3,718 3,958 3,931 788 815 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) -50 0 -10 158 139 98 129 97 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.4 1.1 81.2 78.3 83.4 82.8 16.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 26 27 28 31
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,083 COMMITMENTS 2,845 0 30 30,878 33,991 33,753 34,021 330 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37) 0 0 0 -37 -37 -37 -37 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.1 90.6 99.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 1 35 35 37 36
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 19,478 COMMITMENTS 70 0 24 19,292 18,784 19,386 18,808 92 670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,234) 0 0 0 3,239 3,399 3,239 3,399 -5 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.1 99.0 96.4 99.5 96.6 0.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 19 22 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,197 COMMITMENTS 275 273 82 7,014 7,489 7,371 7,844 826 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 783) 17 165 1 753 545 771 711 12 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.3 1.0 85.6 91.4 89.9 95.7 10.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 2 2 26 27 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 41,490 COMMITMENTS 2,476 512 63 38,356 40,840 40,895 41,415 595 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,701) 0 -125 63 1,638 1,988 1,701 1,926 0 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.2 0.2 92.4 98.4 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 3 4 1 27 42 31 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 56,238 COMMITMENTS 1,820 1,679 1,897 51,379 51,468 55,096 55,044 1,142 1,194 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,083) 247 -321 217 421 916 885 812 198 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 3.4 91.4 91.5 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 9 9 11 67 61 80 77
CFTC# 6665 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,699 COMMITMENTS 196 27 22 1,000 1,078 1,218 1,127 481 572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 162) -45 -2 0 160 145 115 143 47 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.6 1.3 58.9 63.4 71.7 66.3 28.3 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 17 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,451 COMMITMENTS 141 54 180 3,494 3,670 3,815 3,904 636 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161) -35 20 127 73 -6 165 141 -4 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.2 4.0 78.5 82.5 85.7 87.7 14.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 4 28 27 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,083 COMMITMENTS 1,062 25 70 57,831 58,682 58,963 58,777 120 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,194) -25 0 20 1,199 1,174 1,194 1,194 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.1 97.9 99.3 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 1 2 40 41 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 135,792 COMMITMENTS 3,630 2,091 2,863 128,168 129,692 134,661 134,646 1,131 1,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,341) 270 -628 109 687 1,313 1,066 794 275 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.5 2.1 94.4 95.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 8 11 10 84 73 97 89 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,589 COMMITMENTS 3,590 695 130 36,797 39,162 40,517 39,987 72 602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 619) 0 -335 0 619 784 619 449 0 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.7 0.3 90.7 96.5 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 2 3 1 30 36 33 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,936 COMMITMENTS 3,406 855 960 54,899 57,663 59,265 59,478 671 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,043) 177 261 261 2,277 2,566 2,715 3,088 328 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.4 1.6 91.6 96.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 12 5 8 53 54 68 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,605 COMMITMENTS 920 327 24 37,220 37,520 38,164 37,871 441 734 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,002) 17 67 -25 3,015 2,960 3,007 3,002 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 0.1 96.4 97.2 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 2 4 2 31 33 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,907 COMMITMENTS 136 603 1,016 17,881 18,168 19,033 19,787 874 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,903) -39 285 164 1,778 1,454 1,903 1,903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.0 5.1 89.8 91.3 95.6 99.4 4.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 2 3 30 30 33 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,320 COMMITMENTS 0 25 35 2,257 2,215 2,292 2,275 28 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.5 97.3 95.5 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 9 16 11
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 681,603 COMMITMENTS 207,297 39,823 148,620 312,918 482,247 668,835 670,690 12,768 10,913 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,719) -5,293 -20,921 19,773 -2,072 14,619 12,408 13,471 -689 -1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 5.8 21.8 45.9 70.8 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 32 26 47 65 63 122 114
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 26,905 COMMITMENTS 0 0 0 25,600 25,449 25,600 25,449 1,305 1,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,722) 0 0 0 -2,522 -3,442 -2,522 -3,442 -200 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 94.6 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 28 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 11,089 COMMITMENTS 0 0 0 11,059 10,938 11,059 10,938 30 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,020) 0 0 0 -822 -611 -822 -611 -198 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 98.6 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 248,825 COMMITMENTS 965 0 690 232,805 236,093 234,460 236,783 14,365 12,042 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,137) 965 -510 -480 16,682 17,340 17,167 16,350 -2,030 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 93.6 94.9 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 16 22 17 23
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,141,284 COMMITMENTS 578,366 142,353 659,260 804,091 1270,984 2041,717 2072,597 99,567 68,687 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,166) 5,547 9,771 -12,498 -18,980 -8,685 -25,931 -11,412 12,765 -1,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 6.6 30.8 37.6 59.4 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 99 103 137 102 104 275 284
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,726 COMMITMENTS 50,852 28,826 6,460 91,160 97,804 148,472 133,090 19,254 34,636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,570) -705 2,793 1,541 5,908 613 6,744 4,947 -1,174 623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 17.2 3.9 54.4 58.3 88.5 79.3 11.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 4 5 18 24 25 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,961 COMMITMENTS 0 86,977 2,744 130,796 39,859 133,540 129,580 12,421 16,381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,498) 0 2,590 -644 301 -2,523 -343 -577 1,841 2,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 59.6 1.9 89.6 27.3 91.5 88.8 8.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 7 4 18 9 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 277,655 COMMITMENTS 45,874 99,335 77,695 146,440 93,069 270,009 270,099 7,646 7,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,874) 1,039 4,913 1,313 2,150 -1,154 4,502 5,072 -628 -1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 35.8 28.0 52.7 33.5 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 21 21 35 23 25 60 67
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,671 COMMITMENTS 3,300 0 1,215 192,072 181,966 196,587 183,181 12,084 25,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,831) 3,300 -1,530 900 19,031 22,197 23,231 21,567 -8,400 -6,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.6 92.0 87.2 94.2 87.8 5.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 22 25 23 26
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,701 COMMITMENTS 3,011 0 1,625 123,855 113,973 128,491 115,598 10,210 23,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,242) 393 -1,545 995 4,094 11,234 5,482 10,684 -240 -5,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.2 89.3 82.2 92.6 83.3 7.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 15 16 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,658 COMMITMENTS 0 0 0 6,310 6,388 6,310 6,388 348 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) 0 0 0 -935 -946 -935 -946 -60 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 15 16 15 16
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 243,212 COMMITMENTS 56,037 40,071 50,952 125,122 144,406 232,111 235,429 11,101 7,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,129) -14,757 78 -12,612 5,823 -8,870 -21,546 -21,404 -6,583 -6,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 16.5 20.9 51.4 59.4 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 207) 80 46 74 60 48 181 141
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 8,237 COMMITMENTS 2,677 2,386 508 3,872 4,284 7,057 7,178 1,180 1,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,319) -1,206 -242 -261 87 -818 -1,380 -1,321 61 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 29.0 6.2 47.0 52.0 85.7 87.1 14.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 26 18 6 28 27 57 48
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,571 COMMITMENTS 33,207 10,911 2,617 20,027 47,506 55,851 61,034 7,720 2,537 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,704) -4,611 740 136 1,420 -2,980 -3,055 -2,104 351 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 17.2 4.1 31.5 74.7 87.9 96.0 12.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 83 34 22 41 44 132 94
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,014,018 COMMITMENTS 194,386 105,709 127,132 621,966 718,571 943,484 951,412 70,534 62,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,945) -6,647 -1,374 -26,143 2,124 -9,796 -30,666 -37,313 -4,279 2,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 10.4 12.5 61.3 70.9 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 83 48 83 93 75 216 174
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 245,868 COMMITMENTS 45,870 20,858 53,973 137,676 165,192 237,519 240,023 8,349 5,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,390) -1,558 -8,623 -6,783 -591 6,693 -8,932 -8,713 -1,458 -1,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 8.5 22.0 56.0 67.2 96.6 97.6 3.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 341) 108 62 106 131 121 296 249
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 150,700 COMMITMENTS 53,077 19,390 10,732 64,915 109,595 128,724 139,717 21,976 10,983 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,982) -8,138 143 -6,023 -1,116 -11,083 -15,277 -16,963 -705 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 12.9 7.1 43.1 72.7 85.4 92.7 14.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 83 32 43 37 37 139 96
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 183,715 COMMITMENTS 46,499 72,946 37,822 89,316 58,496 173,637 169,264 10,078 14,451 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,127) -8,129 -19,737 -10,237 -10,590 -1,608 -28,956 -31,582 -3,171 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 39.7 20.6 48.6 31.8 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 80 83 64 55 45 174 162
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 547,334 COMMITMENTS 317,928 29,562 43,879 135,711 447,534 497,518 520,975 49,816 26,359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,591) 523 -5,927 -6,559 -19,050 -8,936 -25,086 -21,422 -1,505 -5,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 5.4 8.0 24.8 81.8 90.9 95.2 9.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 192 60 78 50 54 279 160
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,821 COMMITMENTS 7,667 2,701 34 14,944 19,679 22,645 22,414 1,176 1,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,775) -916 -1,756 -10 -848 38 -1,774 -1,728 -1 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 11.3 0.1 62.7 82.6 95.1 94.1 4.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 12 10 1 6 8 18 19
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,226 COMMITMENTS 21,323 50,568 3,677 74,060 42,740 99,060 96,985 25,166 27,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,911) -21,791 -2,169 -1,290 -31,374 -38,106 -54,455 -41,565 -4,456 -17,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 40.7 3.0 59.6 34.4 79.7 78.1 20.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 17 22 8 35 32 55 61
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,767 COMMITMENTS 10,294 5,403 87 10,661 14,308 21,042 19,798 9,725 10,969 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,487) -3,669 -1,186 -13 667 -2,578 -3,015 -3,777 -1,472 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 17.6 0.3 34.7 46.5 68.4 64.3 31.6 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 7 1 13 13 19 20
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,323 COMMITMENTS 40,783 18,804 329 65,411 86,775 106,523 105,908 3,800 4,415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,641) -14,780 -2,914 -566 3,675 -8,852 -11,671 -12,332 30 691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 17.0 0.3 59.3 78.7 96.6 96.0 3.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 27 38 5 18 29 47 70
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,552 COMMITMENTS 46,534 35,650 5,013 110,975 110,500 162,522 151,163 17,030 28,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,557) -10,041 -2,285 -599 10,811 -8,036 171 -10,920 -2,728 8,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 19.9 2.8 61.8 61.5 90.5 84.2 9.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 21 21 10 35 40 60 68
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,594 COMMITMENTS 56,528 32,665 1,546 48,777 69,252 106,851 103,463 18,743 22,131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -175) -758 8,314 -840 5,904 -8,797 4,306 -1,323 -4,481 1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 26.0 1.2 38.8 55.1 85.1 82.4 14.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 28 20 8 34 35 66 59
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,338 COMMITMENTS 22,456 9,936 764 2,048 15,633 25,268 26,333 3,070 2,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,016) 2,914 -2,454 -79 184 4,743 3,019 2,210 -3 806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 35.1 2.7 7.2 55.2 89.2 92.9 10.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 39 19 7 7 5 50 28
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 571,086 COMMITMENTS 152,360 91,070 11,009 326,218 414,867 489,587 516,946 81,499 54,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,030) 5,227 -23,568 397 -26,629 -4,797 -21,005 -27,968 3,975 10,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 15.9 1.9 57.1 72.6 85.7 90.5 14.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239) 72 37 27 97 70 176 128
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,374 COMMITMENTS 3,193 36,462 524 43,892 9,680 47,609 46,666 1,765 2,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,398) -938 -1,652 234 -288 -26 -992 -1,444 -406 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 73.8 1.1 88.9 19.6 96.4 94.5 3.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 8 27 5 8 9 21 39
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 371,288 COMMITMENTS 120,735 30,995 47,197 180,464 275,137 348,396 353,329 22,892 17,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,792) 4,158 -2,359 -11,678 11,776 18,541 4,256 4,504 536 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 8.3 12.7 48.6 74.1 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 76 47 76 100 109 215 200
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,639 COMMITMENTS 0 0 0 12,504 10,814 12,504 10,814 135 1,825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 85.6 98.9 85.6 1.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 17 14 17 14
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,622 COMMITMENTS 6,993 23,009 618 28,547 8,390 36,158 32,017 1,464 5,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,066) -2,983 -7,242 -96 -3,586 -4,139 -6,665 -11,477 -401 4,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 61.2 1.6 75.9 22.3 96.1 85.1 3.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 13 35 5 18 15 33 53
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 268,255 COMMITMENTS 82,266 100,974 37,300 126,475 103,203 246,041 241,477 22,214 26,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -166,328) -39,276 -100,055 -42,243 -80,541 -21,769 -162,060 -164,067 -4,268 -2,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 37.6 13.9 47.1 38.5 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 31 60 51 34 31 97 113
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,972 COMMITMENTS 2,088 3,624 0 7,001 5,345 9,089 8,969 1,883 2,003 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 471) -2,474 215 0 1,365 52 -1,109 267 1,580 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 33.0 0.0 63.8 48.7 82.8 81.7 17.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 9 0 3 5 7 14
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 25,081 COMMITMENTS 4,390 3,059 410 14,062 16,800 18,862 20,269 6,219 4,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,260) -3,076 152 -244 -12,207 -14,529 -15,526 -14,621 -734 -1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 12.2 1.6 56.1 67.0 75.2 80.8 24.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 12 7 29 27 51 45
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 50,161 COMMITMENTS 8,780 6,117 820 28,123 33,600 37,723 40,537 12,438 9,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,520) -6,151 304 -488 -24,413 -29,057 -31,052 -29,241 -1,468 -3,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 12.2 1.6 56.1 67.0 75.2 80.8 24.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 12 7 29 27 51 45
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,713 COMMITMENTS 3,671 5,097 0 33,986 33,955 37,657 39,052 2,056 661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,061) 845 1,727 -434 -7,629 -6,507 -7,218 -5,214 157 -1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 12.8 0.0 85.6 85.5 94.8 98.3 5.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 0 12 9 14 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1551,466 2783,888 5639,299 5405,105 9928,835 9740,459 542,158 730,534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 181,974) ******* 423,609 20,538 477,413 -249,108 206,402 195,039 -24,428 -13,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 14.8 26.6 53.9 51.6 94.8 93.0 5.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223) 50 45 78 108 107 203 194
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,909 COMMITMENTS 2,266 3,138 140 0 0 2,406 3,278 1,503 631 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -565) -624 -738 37 0 0 -587 -701 22 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 80.3 3.6 0.0 0.0 61.6 83.9 38.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 24 17 6 0 0 27 20
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 171,803 COMMITMENTS 30,543 35,137 36,784 104,142 98,667 171,469 170,588 334 1,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -73,404) -5,553 -32,288 -2,542 -65,390 -36,947 -73,485 -71,777 81 -1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.5 21.4 60.6 57.4 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 13 15 18 9 15 32 38
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 349,355 COMMITMENTS 25,872 92,256 23,289 300,091 231,200 349,252 346,745 103 2,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,615) -43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852 29 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 26.4 6.7 85.9 66.2 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 16 28 25 24 38 54 77
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 175,291 COMMITMENTS 3,835 58,107 16,988 153,548 98,327 174,371 173,422 920 1,869 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,883) -5,311 -11,188 1,249 -2,947 2,496 -7,009 -7,443 126 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 33.1 9.7 87.6 56.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162) 19 85 23 29 43 67 140
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 695,310 COMMITMENTS 76,862 73,854 15,153 512,553 512,431 604,568 601,438 90,742 93,872 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -329,427) -11,740 -2,821 -57,316 -173,192 -181,357 -242,248 -241,494 -87,179 -87,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 10.6 2.2 73.7 73.7 86.9 86.5 13.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 614) 103 111 55 282 283 413 421
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 9,899 COMMITMENTS 366 539 84 7,479 7,870 7,929 8,493 1,970 1,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,736) -569 -1,023 -257 -5,017 -4,794 -5,843 -6,074 -1,893 -1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 5.4 0.8 75.6 79.5 80.1 85.8 19.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 1 12 6 14 8
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,320,161 COMMITMENTS 390,913 378,225 58,672 2451,630 2558,628 2901,215 2995,525 418,946 324,636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST:-1234,003) -79,591 -75,322 -171,262 -585,880 -846,736 -836,733 ******** -397,270-140,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 11.4 1.8 73.8 77.1 87.4 90.2 12.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 614) 103 111 54 280 282 411 419
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 28,722 COMMITMENTS 3,088 2,501 0 25,289 26,065 28,377 28,566 345 156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -182) 0 -240 0 -182 58 -182 -182 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.7 0.0 88.0 90.7 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 0 21 22 26 23
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,109 COMMITMENTS 5,219 8,391 929 18,834 15,662 24,982 24,982 127 127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) -2,111 33 -348 3,476 1,274 1,017 959 -125 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 33.4 3.7 75.0 62.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 3 5 20 13 28 21
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 39,971 COMMITMENTS 13,345 7,862 499 19,829 24,949 33,673 33,310 6,298 6,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,283) -23 -1,023 -4,401 -8,778 -8,529 -13,202 -13,954 -6,081 -5,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 19.7 1.2 49.6 62.4 84.2 83.3 15.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231) 52 36 17 95 79 156 123
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 199,855 COMMITMENTS 66,725 39,308 2,495 99,146 124,747 168,366 166,550 31,489 33,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -96,416) -115 -5,116 -22,007 -43,889 -42,647 -66,011 -69,770 -30,405 -26,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 19.7 1.2 49.6 62.4 84.2 83.3 15.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231) 52 36 17 95 79 156 123
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 16,656 COMMITMENTS 10,050 14,800 125 6,309 1,716 16,484 16,641 172 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,928) -2,908 -1,846 0 1,204 532 -1,704 -1,314 -1,224 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 88.9 0.8 37.9 10.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 14 12 2 4 3 20 15
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,097 COMMITMENTS 31,024 56,231 1,944 85,562 48,337 118,530 106,512 16,567 28,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,781) -8,222 -11,748 -446 -3,340 -1,740 -12,008 -13,934 -2,773 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 41.6 1.4 63.3 35.8 87.7 78.8 12.3 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 14 25 8 19 37 40 63
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 538,226 COMMITMENTS 55,013 74,691 3,680 465,897 444,839 524,590 523,210 13,636 15,016 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -82,104) -8,365 -4,466 -9,912 -44,669 -52,625 -62,946 -67,003 -19,158 -15,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 13.9 0.7 86.6 82.6 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 44 41 13 137 126 187 174
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,935 COMMITMENTS 5,100 6,277 295 23,737 25,767 29,132 32,339 9,803 6,596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,106) 476 -2,581 80 700 -15 1,256 -2,516 -3,362 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.1 0.8 61.0 66.2 74.8 83.1 25.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 8 15 3 26 30 35 47
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 484,557 COMMITMENTS 26,549 29,941 559 449,868 447,992 476,976 478,492 7,581 6,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,537) 1,107 10,397 -2,589 -80,618 -97,650 -82,100 -89,842 -13,437 -5,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.2 0.1 92.8 92.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 171) 19 16 6 93 91 115 110
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,373,751 COMMITMENTS 215,077 109,883 10,941 1114,686 1231,895 1340,704 1352,719 33,047 21,032 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430,690) -2,050 -1,951 -12,758 -275,224 -352,374 -290,032 -367,083 -140,658 -63,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 8.0 0.8 81.1 89.7 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 397) 90 43 24 200 150 297 210
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 60,215 COMMITMENTS 6,974 12,617 34,591 18,617 12,290 60,182 59,498 33 717 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,346) 279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163 -7 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 21.0 57.4 30.9 20.4 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 1 5 10 10 16
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 82,184 COMMITMENTS 9,331 2,379 0 65,542 75,444 74,873 77,823 7,311 4,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,968) 1,398 582 -689 -4,233 -4,486 -3,524 -4,593 -4,444 -3,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.9 0.0 79.8 91.8 91.1 94.7 8.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 9 5 0 44 34 53 39
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 43,850 COMMITMENTS 17,221 17,203 26,629 0 0 43,850 43,832 0 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -738) 1,805 1,804 -2,543 0 0 -738 -739 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 39.2 60.7 0.0 0.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 10 5 0 0 12 13
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 146,097 COMMITMENTS 58,160 49 1,446 86,352 144,560 145,958 146,055 139 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,559) -1,797 -1,108 -218 7,591 6,890 5,576 5,564 -17 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 0.0 1.0 59.1 98.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 12 1 5 27 25 40 30
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,499 COMMITMENTS 3,165 452 60 20,877 23,957 24,102 24,469 397 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,499) 0 -75 0 2,463 2,654 2,463 2,579 36 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 1.8 0.2 85.2 97.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 1 32 19 35 23
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235 COMMITMENTS 319 2,447 101 4,242 2,218 4,662 4,766 573 469 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 6.1 46.7 1.9 81.0 42.4 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 7 2 11 6 14 14
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,263 COMMITMENTS 1,244 68 263 4,647 5,779 6,154 6,110 109 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 404) 361 -30 25 103 387 489 382 -85 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.1 4.2 74.2 92.3 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 3 16 20 19 23