CFTC Commitments of Traders

Futures Only 6/15/19


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CANY ORANGE JUICE         CBOE VIX Futures            
CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      
CBOT LT US TREASURY BONDS CBT 10-YR US T-NOTES        
CBT 2-YR US T-NOTES       CBT 30-DAY FED FUNDS        
CBT 5-YR US T-NOTES       CBT CORN                    
CBT OATS                  CBT ROUGH RICE              
CBT SOYBEAN MEAL          CBT SOYBEAN OIL             
CBT SOYBEANS              CBT US T-BONDS              
CBT WHEAT                 CEI COPPER-GRADE #1         
CEI GOLD                  CEI SILVER                  
CME FEEDER CATTLE         CME LIVE CATTLE             
CME LIVE HOGS             CME NASDAQ CONSOLIDATED     
CME NASDAQ E-MINI         CME RANDOM LENGTH LUMBER    
CME S&P 400 E-Mini        CMX EUROTOP 100             
CSCE COCOA                CSCE COFFEE C               
CSCE SUGAR NO. 11         DJ UBS Excess Return        
E-MINI S&P 500            Henry Hub natural Gas Swa   
ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        
IMM AUSTRALIAN $          IMM BRAZILIAN REAL          
IMM CANADIAN DOLLAR       IMM EURO FX                 
IMM JAPANESE YEN          IMM MEXICAN PESO            
IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        
IMM POUND STERLING        IMM RUSSIAN RUBLE           
IMM S&P 500 STK INDX      IMM SOUTH AFRICAN RAND      
IMM SWISS FRANC           KCBT WHEAT                  
MGE SPRING WHEAT          NYCE COTTON NO. 2           
NYCE DM/BP XRATE          NYCE US DOLLAR INDEX        
NYME CRUDE OIL            NYME HEATING OIL #2         
NYME NATURAL GAS          NYME PALLADIUM              
NYME PLATINUM             NYME RBOB GASOLINE          
WTI Crude Oil Financial                                                 

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,761 COMMITMENTS 125,812 116,102 118,993 142,072 141,179 386,877 376,274 33,884 44,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,423) 6,539 -6,856 -25,839 -1,662 9,428 -20,962 -23,267 -461 1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 27.6 28.3 33.8 33.6 91.9 89.4 8.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 374) 108 117 126 87 113 275 297
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 17,279 COMMITMENTS 4,417 590 1,550 11,027 14,679 16,994 16,819 285 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,274) -1,135 390 -50 -94 -1,320 -1,279 -980 5 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 3.4 9.0 63.8 85.0 98.4 97.3 1.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 2 3 16 14 23 19
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,794 COMMITMENTS 71,828 77,072 85,028 115,673 116,102 272,529 278,202 27,265 21,592 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,748) -1,189 -2,057 -5,181 322 2,652 -6,048 -4,586 300 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 25.7 28.4 38.6 38.7 90.9 92.8 9.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 75 63 68 85 81 200 179
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 59,115 COMMITMENTS 9,855 11,037 3,766 33,942 34,059 47,563 48,862 11,552 10,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -962) 731 -1,643 130 -1,909 1,240 -1,048 -273 86 -689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 18.7 6.4 57.4 57.6 80.5 82.7 19.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 10 17 13 47 40 66 62
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,790,591 COMMITMENTS 447,556 208,181 357,124 736,560 1002,630 1541,240 1567,935 249,351 222,656 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,767) -1,963 -17,323 12,134 -15,689 -324 -5,518 -5,513 -1,249 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 11.6 19.9 41.1 56.0 86.1 87.6 13.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 888) 242 133 206 340 390 686 647
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,064 COMMITMENTS 3,403 224 376 1,220 5,368 4,999 5,968 2,065 1,096 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -543) -292 -62 -50 -16 -108 -358 -220 -185 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 3.2 5.3 17.3 76.0 70.8 84.5 29.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 16 4 2 10 11 28 16
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 757,333 COMMITMENTS 140,432 188,101 185,519 382,625 310,835 708,576 684,455 48,757 72,878 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,290) 677 453 -3,014 -9,822 -10,142 -12,159 -12,703 -2,131 -1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 24.8 24.5 50.5 41.0 93.6 90.4 6.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 566) 137 143 180 159 202 404 459
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 42,989 COMMITMENTS 9,192 9,672 1,565 32,209 31,752 42,966 42,989 23 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 340) -55 315 25 370 0 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 22.5 3.6 74.9 73.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 11 4 3 19 10 32 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 99,859 COMMITMENTS 50,726 20,806 14,698 33,776 64,135 99,200 99,639 659 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,933) 2,752 1,226 202 919 2,495 3,873 3,923 60 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 20.8 14.7 33.8 64.2 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 23 10 7 26 21 54 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 31,192 COMMITMENTS 10,095 4,533 2,520 18,360 23,944 30,975 30,997 217 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 100 0 0 0 100 100 100 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 14.5 8.1 58.9 76.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 11 4 2 15 14 28 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 172,901 COMMITMENTS 43,261 117,593 3,125 126,515 52,183 172,901 172,901 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,645) 1,350 2,105 -5 1,300 545 2,645 2,645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 68.0 1.8 73.2 30.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 11 4 14 10 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,866 COMMITMENTS 4,240 446 0 30,626 34,420 34,866 34,866 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.3 0.0 87.8 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 13 6 16 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 115,830 COMMITMENTS 23,709 38,350 2,875 89,246 74,605 115,830 115,830 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -384) -490 0 383 -277 -767 -384 -384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 33.1 2.5 77.0 64.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 4 4 14 14 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 16,206 COMMITMENTS 6,795 2,175 4,725 4,686 9,306 16,206 16,206 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 13.4 29.2 28.9 57.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 6 1 4 5 7 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,150 COMMITMENTS 8,940 500 1,250 13,950 22,400 24,140 24,150 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,351) 1,715 100 1,000 1,636 3,251 4,351 4,351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 2.1 5.2 57.8 92.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 2 2 16 14 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 13,630 COMMITMENTS 1,688 2,650 850 11,092 10,130 13,630 13,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 19.4 6.2 81.4 74.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 5 2 11 9 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,624 COMMITMENTS 20,440 6,450 1,237 15,947 29,937 37,624 37,624 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 900 0 -100 -250 650 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 17.1 3.3 42.4 79.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 2 3 15 11 22 15
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 487,041 COMMITMENTS 117,633 132,924 98,739 235,450 227,730 451,822 459,393 35,219 27,648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,358) -6,552 -4,398 -15,649 -9,744 -8,769 -31,945 -28,816 1,587 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 27.3 20.3 48.3 46.8 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 328) 93 102 108 89 75 244 243
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 968,255 COMMITMENTS 184,502 166,313 21,515 582,662 640,762 788,679 828,590 179,576 139,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,885) 18,475 -9,226 -13,128 -10,328 15,316 -4,981 -7,038 -7,904 -5,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 17.2 2.2 60.2 66.2 81.5 85.6 18.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 47 24 19 77 80 128 119
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,173 COMMITMENTS 87,403 387,529 27,919 866,481 652,183 981,803 1067,631 177,370 91,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,649) 7,877 -11,591 -4,241 234 15,861 3,870 29 779 4,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 33.4 2.4 74.7 56.3 84.7 92.1 15.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 134) 25 17 15 70 68 99 96
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 45,721 COMMITMENTS 6,152 139 4,948 34,542 40,624 45,642 45,711 79 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,209) 63 30 477 1,643 1,692 2,183 2,199 26 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.3 10.8 75.5 88.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 8 3 6 25 25 34 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 39,468 COMMITMENTS 803 10,414 3,870 34,035 25,016 38,708 39,300 760 168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,257) 0 -480 1,230 1,027 1,497 2,257 2,247 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 26.4 9.8 86.2 63.4 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 6 5 29 18 35 25
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,254 COMMITMENTS 3,686 705 2,030 13,331 16,462 19,047 19,197 207 57 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -248) -106 20 49 -204 -264 -261 -195 13 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 3.7 10.5 69.2 85.5 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 4 7 25 33 34 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,788 COMMITMENTS 103 305 1,110 3,852 3,911 5,065 5,326 723 462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16) 0 0 0 -7 -17 -7 -17 -9 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.3 19.2 66.6 67.6 87.5 92.0 12.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 2 4 17 16 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,516 COMMITMENTS 558 0 696 2,862 3,360 4,116 4,056 400 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93) 56 0 64 31 46 151 110 -58 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 15.4 63.4 74.4 91.1 89.8 8.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 5 20 23 25 28
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,142 COMMITMENTS 33 1,147 312 1,860 928 2,205 2,387 937 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 84) 0 6 8 -48 -119 -40 -105 124 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 36.5 9.9 59.2 29.5 70.2 76.0 29.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 6 5 8 11 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,525 COMMITMENTS 2,168 226 229 9,638 11,860 12,035 12,315 490 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -70 0 20 80 10 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 1.8 1.8 77.0 94.7 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 4 22 17 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,891 COMMITMENTS 641 3,013 150 3,112 1,369 3,903 4,532 988 359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 258) -10 23 15 173 218 178 256 80 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 61.6 3.1 63.6 28.0 79.8 92.7 20.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 9 5 24 15 33 25
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 414,562 COMMITMENTS 33,864 57,920 95,774 240,195 223,194 369,833 376,888 44,729 37,674 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,774) -1,591 1,749 11,108 -2,013 -8,155 7,504 4,702 -2,730 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 14.0 23.1 57.9 53.8 89.2 90.9 10.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184) 45 44 69 78 74 165 152
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,612 COMMITMENTS 0 4,615 0 28,482 33,757 28,482 38,372 14,130 4,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,077) 0 0 0 429 1,294 429 1,294 648 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.0 66.8 79.2 66.8 90.0 33.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 13 16 13 17
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,045,561 COMMITMENTS 217,976 238,756 376,829 4421,962 4408,146 5016,767 5023,731 28,794 21,830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83,503) 2,065 20,682 25,025 61,176 40,449 88,266 86,156 -4,763 -2,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.7 7.5 87.6 87.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232) 34 37 50 145 122 207 182
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 151,062 COMMITMENTS 21,397 34,421 19,205 108,505 95,382 149,107 149,008 1,955 2,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,396) 5,409 1,767 402 5,873 9,467 11,684 11,636 -288 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 22.8 12.7 71.8 63.1 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 10 8 14 23 23 38 40
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,173 COMMITMENTS 411 5,006 395 264,327 264,400 265,133 269,801 8,040 3,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,118) 62 0 0 3,009 -7,495 3,071 -7,495 -11,189 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 0.1 96.8 96.8 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 2 31 22 33 25
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,027 COMMITMENTS 270 6,646 1,608 145,053 136,149 146,931 144,403 3,096 5,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,359) -1,851 -519 627 -8,659 -5,477 -9,883 -5,369 -476 -4,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.4 1.1 96.7 90.7 97.9 96.3 2.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 2 5 31 28 36 33
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,712 COMMITMENTS 606 5,506 708 320,826 318,344 322,140 324,558 8,572 6,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,257) -696 1,777 497 -16,199 -23,762 -16,398 -21,488 -5,859 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.7 0.2 97.0 96.3 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 1 4 2 32 27 34 32
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,397 COMMITMENTS 1,838 9,093 4,172 725,222 723,405 731,232 736,670 7,165 1,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,323) 0 180 -120 7,049 7,262 6,929 7,322 394 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.2 0.6 98.2 98.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 3 3 38 25 42 28
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,650 COMMITMENTS 1,336 6,619 483 367,483 367,643 369,302 374,745 13,348 7,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,425) -2,949 -240 0 -15,548 -18,362 -18,497 -18,602 -928 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.7 0.1 96.0 96.1 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 3 1 2 44 39 47 42
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 488,113 COMMITMENTS 16,190 840 457 463,498 484,362 480,145 485,659 7,968 2,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,869) 2,548 -328 -80 -22,806 -22,301 -20,338 -22,709 -2,531 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.2 0.1 95.0 99.2 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 1 1 43 38 48 40
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,211 COMMITMENTS 0 4,030 697 322,735 316,568 323,432 321,295 5,779 7,916 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,042) -480 -503 137 -16,696 -18,088 -17,039 -18,454 -1,003 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.2 98.0 96.2 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 3 1 34 30 35 33
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 96,680 COMMITMENTS 2,310 0 1,966 88,450 92,016 92,726 93,982 3,954 2,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,775) -982 0 62 -6,851 -7,000 -7,771 -6,938 -4 -837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 2.0 91.5 95.2 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 0 3 21 22 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,404 COMMITMENTS 0 210 0 25,772 26,470 25,772 26,680 1,632 724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,850) 0 31 -31 -10,067 -8,719 -10,098 -8,719 -752 -2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 94.0 96.6 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 18 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 249,405 COMMITMENTS 0 339 162 243,763 243,785 243,925 244,286 5,480 5,119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,625) 0 -582 -540 -14,629 -14,562 -15,169 -15,684 -1,456 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.1 97.7 97.7 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 1 1 23 26 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 168,522 COMMITMENTS 0 0 0 155,946 164,392 155,946 164,392 12,576 4,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,492) 0 0 0 -5,090 -7,254 -5,090 -7,254 -2,402 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 97.5 92.5 97.5 7.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 27 20 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 262,670 COMMITMENTS 0 0 0 259,766 259,651 259,766 259,651 2,904 3,019 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,464) 0 0 0 -10,719 -14,138 -10,719 -14,138 -4,745 -1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 98.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 21 20 21 20
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,205 COMMITMENTS 3,180 0 0 21,830 25,649 25,010 25,649 2,195 1,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,246) -496 0 0 -7,834 -8,905 -8,330 -8,905 84 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.0 80.2 94.3 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 0 12 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 554,763 COMMITMENTS 18,149 6,673 3,505 525,246 537,199 546,900 547,377 7,863 7,386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,437) -750 -2,244 -64 -26,827 -24,269 -27,641 -26,577 -5,796 -6,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.2 0.6 94.7 96.8 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 5 2 6 54 43 62 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 213,726 COMMITMENTS 0 794 1,591 206,985 204,551 208,576 206,936 5,150 6,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,566) -536 0 64 -4,275 -4,466 -4,747 -4,402 -819 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.7 96.8 95.7 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 1 25 28 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 93,494 COMMITMENTS 0 0 0 89,537 83,918 89,537 83,918 3,957 9,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,125) 0 -240 0 -7,111 -6,359 -7,111 -6,599 1,986 1,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 89.8 95.8 89.8 4.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 0 0 21 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 156,918 COMMITMENTS 0 0 0 156,615 155,325 156,615 155,325 303 1,593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,330) -4,380 -4,350 0 -42,553 -53,218 -46,933 -57,568 -11,397 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.0 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 16 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 164,661 COMMITMENTS 12,510 4,350 0 147,527 159,981 160,037 164,331 4,624 330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -73,625) -372 -12,121 0 -69,180 -60,414 -69,552 -72,535 -4,073 -1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.6 0.0 89.6 97.2 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 4 3 0 36 37 40 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,938 COMMITMENTS 0 976 0 146,475 145,786 146,475 146,762 1,463 1,176 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,935) 0 341 0 -16,901 -15,249 -16,901 -14,908 -34 -2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.0 98.5 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 0 18 24 18 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 23,567 COMMITMENTS 0 0 0 22,657 23,082 22,657 23,082 910 485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,207) 0 0 0 -8,582 -8,618 -8,582 -8,618 -625 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 97.9 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 11 12 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 259,339 COMMITMENTS 1,578 168 12,974 237,803 238,084 252,355 251,226 6,984 8,113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,271) -684 168 1,066 -10,325 -11,644 -9,943 -10,410 -2,328 -1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 5.0 91.7 91.8 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 1 4 34 33 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,070 COMMITMENTS 0 0 0 103,414 102,103 103,414 102,103 7,656 8,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,006) 0 0 0 -4,366 -5,739 -4,366 -5,739 -1,640 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 91.9 93.1 91.9 6.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 18 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 191,408 COMMITMENTS 0 2,591 233 188,287 187,006 188,520 189,830 2,888 1,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,458) 0 -803 -120 -8,911 -9,349 -9,031 -10,272 -2,427 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 98.4 97.7 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 2 1 27 28 28 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 183,201 COMMITMENTS 0 1,168 0 168,120 177,575 168,120 178,743 15,081 4,458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,211) 0 -171 0 -9,823 -8,799 -9,823 -8,970 -388 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 91.8 96.9 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 20 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,284 COMMITMENTS 0 0 0 75,566 77,549 75,566 77,549 3,718 1,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -738) 0 0 0 -98 465 -98 465 -640 -1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 97.8 95.3 97.8 4.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,783 COMMITMENTS 0 0 0 28,685 29,351 28,685 29,351 2,098 1,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,076) 0 0 0 -6,720 -10,518 -6,720 -10,518 -4,356 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 95.3 93.2 95.3 6.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 11 14 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 193,997 COMMITMENTS 2,329 0 1,049 186,398 188,980 189,776 190,029 4,221 3,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,556) -85 0 1,049 -4,885 -4,359 -3,921 -3,310 -1,635 -2,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.5 96.1 97.4 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 15 17 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 170,728 COMMITMENTS 0 261 7,352 155,479 152,741 162,831 160,354 7,897 10,374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,344) 0 -241 -111 -15,230 -16,951 -15,341 -17,303 -4,003 -2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 4.3 91.1 89.5 95.4 93.9 4.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 2 2 31 30 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 251,882 COMMITMENTS 217 12,827 537 245,605 235,503 246,359 248,867 5,523 3,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,735) 217 -407 -97 -11,059 -13,379 -10,939 -13,883 -4,796 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.1 0.2 97.5 93.5 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 3 2 34 35 37 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 132,498 COMMITMENTS 2,185 0 773 126,327 128,894 129,285 129,667 3,213 2,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,563) 194 -354 65 -6,404 -6,058 -6,145 -6,347 -1,418 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.6 95.3 97.3 97.6 97.9 2.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 0 2 23 27 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 154,380 COMMITMENTS 0 0 0 147,783 152,422 147,783 152,422 6,597 1,958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,773) 0 0 0 -2,931 -3,357 -2,931 -3,357 -1,842 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 98.7 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 18 20 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 59,881 COMMITMENTS 0 0 0 54,775 57,857 54,775 57,857 5,106 2,024 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 91.5 96.6 91.5 96.6 8.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 37,634 COMMITMENTS 0 0 0 36,451 35,836 36,451 35,836 1,183 1,798 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,835) 0 0 0 -5,586 -4,868 -5,586 -4,868 -249 -967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 95.2 96.9 95.2 3.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 258,506 COMMITMENTS 0 0 0 236,932 257,019 236,932 257,019 21,574 1,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,349) 0 0 0 -9,663 -11,580 -9,663 -11,580 -2,686 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 99.4 91.7 99.4 8.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 25 16 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 89,319 COMMITMENTS 8,806 8,891 579 72,490 77,140 81,875 86,610 7,444 2,709 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,601) 970 28 88 -4,032 -6,245 -2,974 -6,129 -3,627 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 10.0 0.6 81.2 86.4 91.7 97.0 8.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 18 20 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 194,413 COMMITMENTS 1,976 0 0 188,972 190,625 190,948 190,625 3,465 3,788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,556) 0 0 0 -11,879 -6,569 -11,879 -6,569 323 -4,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 97.2 98.1 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 18 19 19 19
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,329,091 COMMITMENTS 239,995 366,943 395,321 615,018 522,010 1250,334 1284,274 78,757 44,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,970) 680 23,123 23,399 -15,106 -36,756 8,973 9,766 5,997 5,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 27.6 29.7 46.3 39.3 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 107 102 135 78 62 263 231
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 372,519 COMMITMENTS 97,122 99,591 49,029 211,453 215,134 357,604 363,754 14,915 8,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,805) -2,737 3,835 4,476 11,790 5,385 13,529 13,696 276 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 26.7 13.2 56.8 57.8 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 24 11 23 45 43 77 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,892 COMMITMENTS 14,378 25,162 11,914 56,102 45,464 82,394 82,540 9,498 9,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,994) 1,026 -952 1,155 2,387 2,734 4,568 2,937 426 2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 27.4 13.0 61.1 49.5 89.7 89.8 10.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 9 11 16 25 26 42 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 45,092 COMMITMENTS 6,666 5,836 3,293 35,133 35,963 45,092 45,092 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,168) 1 1,480 1,302 896 -614 2,199 2,168 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 12.9 7.3 77.9 79.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 11 12 14 13 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,152 COMMITMENTS 577 2,916 3,977 69,469 67,140 74,023 74,033 1,129 1,119 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 0.8 3.9 5.3 92.4 89.3 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 5 8 10 8 18 17
CFTC# 24656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,678 COMMITMENTS 8,028 3,214 2,975 8,929 13,578 19,932 19,767 746 911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 851) 624 -165 231 26 809 881 875 -30 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 15.5 14.4 43.2 65.7 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 9 11 15 17 28 32
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,065 COMMITMENTS 0 473 60 3,786 3,452 3,846 3,985 219 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 50 -30 235 185 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 1.5 93.1 84.9 94.6 98.0 5.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 15 13 16 15
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,204 COMMITMENTS 14,426 1,319 6,482 22,967 36,259 43,875 44,060 329 144 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,127) -220 29 147 3,195 2,939 3,122 3,115 5 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 3.0 14.7 52.0 82.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 20 6 11 45 58 68 72
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 482,155 COMMITMENTS 87,686 55,308 113,441 234,986 282,433 436,113 451,182 46,042 30,973 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,497) -4,445 -3,387 4,204 -3,961 -6,639 -4,202 -5,822 -295 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 11.5 23.5 48.7 58.6 90.5 93.6 9.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 78 54 89 105 95 233 204
CFTC# 3265 EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,630 COMMITMENTS 69 130 133 1,849 1,507 2,051 1,770 579 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) -10 29 -5 51 -4 36 20 5 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.9 5.1 70.3 57.3 78.0 67.3 22.0 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 4 16 16 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,808 COMMITMENTS 830 372 287 3,437 3,759 4,554 4,418 254 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 546) 118 28 -45 432 473 505 456 41 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.7 6.0 71.5 78.2 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 3 4 18 18 24 23
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,395 COMMITMENTS 61,632 78,296 27,520 104,196 85,971 193,348 191,787 13,047 14,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,919) 703 5,441 -6,799 3,880 -750 -2,216 -2,108 297 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 37.9 13.3 50.5 41.7 93.7 92.9 6.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 92 100 77 66 63 205 203
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 972,379 COMMITMENTS 427,313 74,907 16,517 502,946 866,174 946,776 957,598 25,603 14,781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,395) 10,819 13,568 -4,808 4,384 1,635 10,395 10,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 7.7 1.7 51.7 89.1 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 11 5 8 40 36 54 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,209 COMMITMENTS 10,720 18,163 5,056 112,760 111,185 128,536 134,404 9,673 3,805 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,986) 1,698 3,669 145 923 -426 2,766 3,388 220 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 13.1 3.7 81.6 80.4 93.0 97.2 7.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 10 10 26 24 36 39
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,761 COMMITMENTS 1,900 1,730 149 3,549 4,579 5,598 6,458 2,163 1,303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7) 336 -57 6 -636 6 -294 -45 301 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 22.3 1.9 45.7 59.0 72.1 83.2 27.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 13 13 6 10 14 28 29
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,190 COMMITMENTS 2,999 8,211 1,059 13,083 9,217 17,141 18,487 3,049 1,703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98) -128 -298 167 136 -168 175 -299 -273 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 40.7 5.2 64.8 45.7 84.9 91.6 15.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 16 27 13 32 14 55 50
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,680,451 COMMITMENTS 993,218 1168,832 58,192 2439,518 2337,945 3490,928 3564,969 189,523 115,482 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 98,898) -43,332 86,224 10,483 111,682 169 78,833 96,876 20,065 2,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 31.8 1.6 66.3 63.5 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 364) 71 60 36 165 143 253 222
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,935,860 COMMITMENTS 643,501 1009,489 230,990 2584,462 2273,338 3458,953 3513,817 476,907 422,043 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) 30,228 -71,486 -35,902 -3,382 104,455 -9,056 -2,933 10,106 3,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 25.6 5.9 65.7 57.8 87.9 89.3 12.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 407) 81 74 45 180 177 281 276
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,293 COMMITMENTS 148,189 111,169 7,979 448,115 448,950 604,283 568,098 113,010 149,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,799) 23,662 12,065 376 -41,508 -24,127 -17,470 -11,686 5,671 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 15.5 1.1 62.5 62.6 84.2 79.2 15.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 17 13 13 52 57 75 77
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,509,009 COMMITMENTS 819,482 881,212 83,427 3263,620 3222,220 4166,529 4186,859 342,480 322,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -137,922) 8,700 -93,654 -13,923 -120,683 -26,183 -125,906 -133,760 -12,016 -4,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 19.5 1.9 72.4 71.5 92.4 92.9 7.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 336) 58 57 42 147 166 228 242
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,275,845 COMMITMENTS 337,991 456,943 460,959 1443,332 1304,336 2242,282 2222,238 33,563 53,607 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109,911) 28,038 -20,571 3,679 77,489 123,500 109,206 106,608 705 3,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 20.1 20.3 63.4 57.3 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 33 40 49 67 77 125 142
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,176 COMMITMENTS 846 3,402 176 6,498 4,352 7,520 7,930 656 246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,041) -142 -481 -1 -858 -357 -1,001 -839 -40 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 41.6 2.2 79.5 53.2 92.0 97.0 8.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 9 6 24 18 32 29
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,222 COMMITMENTS 6,396 5,704 908 11,423 9,310 18,727 15,922 2,495 5,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,511) -485 -242 -1,093 -1,811 -1,713 -3,389 -3,048 -122 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 26.9 4.3 53.8 43.9 88.2 75.0 11.8 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 15 17 17 21 16 46 40
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,404 COMMITMENTS 2,139 2,121 185 6,578 6,464 8,902 8,770 502 634 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -561) 10 -385 -20 -478 -23 -488 -428 -73 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 22.6 2.0 69.9 68.7 94.7 93.3 5.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 7 5 26 15 36 24
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,235 COMMITMENTS 5,715 1,076 180 2,159 5,421 8,054 6,677 181 1,558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -931) -1,241 23 107 204 -1,178 -930 -1,048 -1 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 13.1 2.2 26.2 65.8 97.8 81.1 2.2 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 7 4 6 5 15 14 23
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,653 COMMITMENTS 588 1,153 44 1,136 1,239 1,768 2,436 885 217 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 43.5 1.7 42.8 46.7 66.6 91.8 33.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 5 3 9 7 13 14
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,249 COMMITMENTS 105,478 51,068 73,784 98,358 152,812 277,620 277,664 34,629 34,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 544) -1,084 1,967 2,595 -3,426 -4,063 -1,915 499 2,459 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 16.4 23.6 31.5 48.9 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 315) 107 86 120 70 85 249 238
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 359,965 COMMITMENTS 113,250 44,311 84,064 129,564 188,522 326,878 316,897 33,087 43,068 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,233) -11,193 1,786 -3,853 2,262 -10,464 -12,784 -12,531 -449 -702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 12.3 23.4 36.0 52.4 90.8 88.0 9.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 112 88 123 107 155 293 310
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,322 COMMITMENTS 1,142 2,377 382 1,282 584 2,806 3,343 1,516 979 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -52) -48 -94 -12 42 21 -18 -85 -34 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 55.0 8.8 29.7 13.5 64.9 77.3 35.1 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 10 23 8 15 12 31 39
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,144 COMMITMENTS 15,358 16,502 10,346 12,797 9,893 38,501 36,741 9,643 11,403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,374) 342 -10 -1,415 -667 -354 -1,740 -1,779 366 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 34.3 21.5 26.6 20.5 80.0 76.3 20.0 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 193) 46 53 49 54 54 133 137
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,805 COMMITMENTS 3,406 4,276 743 14,061 12,969 18,210 17,988 595 817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,224) 278 -668 -654 -1,848 -908 -2,224 -2,230 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 22.7 4.0 74.8 69.0 96.8 95.7 3.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 14 9 11 23 23 41 39
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 18,050 COMMITMENTS 5,532 780 42 12,027 17,080 17,601 17,902 449 148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,185) -310 -196 -282 -1,418 -915 -2,010 -1,393 -175 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 4.3 0.2 66.6 94.6 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 6 4 2 17 20 23 26
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 39,995 COMMITMENTS 5,810 1,555 580 33,364 37,860 39,754 39,995 241 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 960 -24 0 -594 370 366 346 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.9 1.5 83.4 94.7 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 8 4 5 23 20 32 28
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 28,831 COMMITMENTS 1,909 125 791 25,999 27,897 28,699 28,813 132 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 175 0 50 -57 118 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.4 2.7 90.2 96.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 4 17 16 22 20
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 147,888 COMMITMENTS 11,166 4,130 7,875 128,567 135,823 147,608 147,828 280 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,302) -72 327 -351 -2,038 -1,376 -2,461 -1,400 -2,841 -3,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.8 5.3 86.9 91.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 7 9 32 35 43 48
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,635 COMMITMENTS 1,369 5,501 562 59,704 55,551 61,635 61,614 0 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 282) -99 -380 50 331 642 282 312 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.9 0.9 96.9 90.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 8 5 23 22 31 32
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,496 COMMITMENTS 525 225 0 30,971 31,271 31,496 31,496 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -503) 150 -50 0 -653 -453 -503 -503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 0.0 98.3 99.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 3 0 10 18 14 21
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 65,672 COMMITMENTS 16,889 5,570 1,716 47,051 58,286 65,656 65,572 16 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,827) -308 -47 -3 -2,512 -2,595 -2,823 -2,645 -4 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 8.5 2.6 71.6 88.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 2 3 25 24 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 86,716 COMMITMENTS 28,153 4,889 3,158 55,005 78,516 86,316 86,563 400 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,933) -1,383 22 0 -2,481 -3,837 -3,864 -3,815 -69 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 5.6 3.6 63.4 90.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 6 3 26 26 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 74,403 COMMITMENTS 2,410 0 1,320 70,025 72,862 73,755 74,182 648 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,184) -225 0 -25 -2,688 -2,554 -2,938 -2,579 -246 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.8 94.1 97.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 0 1 23 25 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 103,832 COMMITMENTS 3,465 0 1,595 98,323 102,005 103,383 103,600 449 232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,658) -365 -135 -137 -3,699 -3,928 -4,201 -4,200 -457 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 1.5 94.7 98.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 0 1 29 27 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 47,456 COMMITMENTS 0 0 0 47,156 47,131 47,156 47,131 300 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,069) -25 0 0 -2,044 -2,059 -2,069 -2,059 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 22 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,519 COMMITMENTS 582 600 0 22,362 22,884 22,944 23,484 575 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -287) 20 0 0 -292 -282 -272 -282 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 95.1 97.3 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 20 20 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 12,510 COMMITMENTS 975 1,800 0 11,445 10,710 12,420 12,510 90 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -920) -150 250 0 -770 -1,170 -920 -920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 14.4 0.0 91.5 85.6 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 71,307 COMMITMENTS 7,566 7,017 3,926 59,540 60,224 71,032 71,167 275 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,582) 72 -2,322 -34 -4,570 -2,225 -4,532 -4,581 -50 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 9.8 5.5 83.5 84.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 11 8 14 30 29 48 45
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,486 COMMITMENTS 1,275 3,185 1,125 19,775 17,834 22,175 22,144 311 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 250 -380 0 -435 190 -185 -190 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 14.2 5.0 87.9 79.3 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 3 18 19 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 58,786 COMMITMENTS 460 25 25 58,151 58,516 58,636 58,566 150 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,142) -50 0 0 -3,067 -3,137 -3,117 -3,137 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.9 99.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 1 22 21 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 35,664 COMMITMENTS 2,095 1,623 32 32,762 33,771 34,889 35,426 775 238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -423) 23 45 -135 -279 -325 -391 -415 -32 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.6 0.1 91.9 94.7 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 5 1 22 22 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 66,276 COMMITMENTS 2,952 200 0 62,941 65,896 65,893 66,096 383 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,611) -27 0 0 -2,054 -3,481 -2,081 -3,481 -1,530 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.3 0.0 95.0 99.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 23 18 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,044 COMMITMENTS 3,731 3,800 60 68,515 69,184 72,306 73,044 738 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,022) -85 0 0 -2,427 -3,922 -2,512 -3,922 -1,510 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 5.2 0.1 93.8 94.7 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 1 24 20 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 90,937 COMMITMENTS 2,919 2,055 1,131 86,800 87,716 90,850 90,902 87 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,220) 442 -50 -357 -4,315 -3,788 -4,230 -4,195 10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.3 1.2 95.5 96.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 3 5 22 27 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 113,532 COMMITMENTS 3,184 6,906 2,552 107,599 104,068 113,335 113,526 197 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,862) 413 832 -1,118 -5,158 -5,561 -5,863 -5,847 1 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.1 2.2 94.8 91.7 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 12 6 21 31 30 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 56,886 COMMITMENTS 0 2,780 295 56,591 53,766 56,886 56,841 0 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,939) 0 -295 -5 -1,934 -1,639 -1,939 -1,939 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.5 99.5 94.5 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 6 1 18 16 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 44,000 COMMITMENTS 0 1,350 0 44,000 42,650 44,000 44,000 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 95) 0 50 0 95 45 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 **** 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 4 0 12 8 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 55,513 COMMITMENTS 1,381 503 355 53,245 54,640 54,981 55,498 532 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,043) -148 1 -62 -490 -883 -700 -944 -343 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.9 0.6 95.9 98.4 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 2 20 21 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 52,088 COMMITMENTS 8,367 108 1,644 41,826 50,173 51,837 51,925 251 163 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,844) -238 -13 -2 -1,380 -1,684 -1,620 -1,699 -224 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.2 3.2 80.3 96.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 4 21 23 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,655 COMMITMENTS 1,790 250 500 32,291 33,854 34,581 34,604 74 51 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,351) -60 0 60 -866 -1,064 -866 -1,004 -485 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 1.4 93.2 97.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 2 17 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 31,630 COMMITMENTS 1,775 320 420 29,364 30,870 31,559 31,610 71 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,405) -35 0 60 -1,066 -1,155 -1,041 -1,095 -364 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.0 1.3 92.8 97.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 17 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 29,070 COMMITMENTS 663 2,707 515 27,836 25,839 29,014 29,061 56 9 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) -220 247 420 -831 -1,336 -631 -669 -364 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.3 1.8 95.8 88.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 5 2 22 23 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,017 COMMITMENTS 50 2,305 50 22,388 20,512 22,488 22,867 529 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,249) 0 -85 0 -540 -340 -540 -425 -709 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.0 0.2 97.3 89.1 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 1 13 17 15 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,365 COMMITMENTS 4,635 3,992 3,092 42,530 43,251 50,257 50,335 108 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -59) -65 94 352 -186 -359 101 87 -160 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 7.9 6.1 84.4 85.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 5 4 24 28 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,311 COMMITMENTS 885 4,200 819 37,337 34,152 39,041 39,171 270 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -791) 5 273 62 -568 -776 -501 -441 -290 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 10.7 2.1 95.0 86.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 5 23 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 17,934 COMMITMENTS 0 200 300 17,529 17,434 17,829 17,934 105 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) -100 0 250 -20 -120 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.7 97.7 97.2 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 4 2 13 15 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,670 COMMITMENTS 720 225 750 12,140 12,695 13,610 13,670 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,192) -160 0 0 -1,012 -610 -1,172 -610 -20 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.6 5.5 88.8 92.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 12 9 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,133 COMMITMENTS 120 1,975 1,075 14,878 13,083 16,073 16,133 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,218) -160 0 0 -805 -355 -965 -355 -253 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 12.2 6.7 92.2 81.1 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 1 13 11 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,322 COMMITMENTS 780 1,300 705 19,608 19,281 21,093 21,286 229 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,010) -145 -360 0 -1,818 -935 -1,963 -1,295 -47 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.1 3.3 92.0 90.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 2 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,343 COMMITMENTS 620 1,300 660 18,872 18,348 20,152 20,308 191 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,919) -160 -310 0 -1,684 -845 -1,844 -1,155 -75 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.4 3.2 92.8 90.2 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 15 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 54,778 COMMITMENTS 6,230 325 1,180 47,241 53,273 54,651 54,778 127 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,486) 215 -75 -290 -2,546 -2,516 -2,621 -2,881 -865 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.6 2.2 86.2 97.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 21 16 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 54,405 COMMITMENTS 6,660 720 710 46,893 52,975 54,263 54,405 142 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,515) 195 -170 -270 -2,444 -2,500 -2,519 -2,940 -996 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.3 1.3 86.2 97.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 2 21 17 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 124,354 COMMITMENTS 4,425 13,700 720 118,990 109,726 124,135 124,146 219 208 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,424) -710 -780 -5 -1,610 -245 -2,325 -1,030 -99 -1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.0 0.6 95.7 88.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 7 4 6 34 28 43 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 139,203 COMMITMENTS 3,870 15,120 1,340 133,863 122,743 139,073 139,203 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,062) -210 -1,315 -375 -3,030 1,246 -3,615 -444 -447 -3,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.9 1.0 96.2 88.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 6 6 4 37 30 45 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 268,879 COMMITMENTS 20,138 33,381 18,970 229,149 216,408 268,257 268,759 622 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,870) 524 850 -2,471 -10,231 -12,948 -12,178 -14,569 -2,692 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 12.4 7.1 85.2 80.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 17 22 19 41 41 66 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,780 COMMITMENTS 3,720 0 125 15,816 19,645 19,661 19,770 119 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,770) -195 0 -25 -1,063 -130 -1,283 -155 -487 -1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.0 0.6 80.0 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 0 2 18 7 21 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,709 COMMITMENTS 3,570 665 85 14,873 17,959 18,528 18,709 181 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,685) -345 -150 0 -1,218 -194 -1,563 -344 -122 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 3.6 0.5 79.5 96.0 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 2 16 7 19 9
CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,736 COMMITMENTS 0 1,615 1,190 32,911 31,366 34,101 34,171 4,635 4,565 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,238) 0 -300 0 -1,298 -1,008 -1,298 -1,308 60 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.1 85.0 81.0 88.0 88.2 12.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 1 17 20 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,982 COMMITMENTS 0 1,255 735 30,715 29,585 31,450 31,575 3,532 3,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) 0 -760 200 -927 -210 -727 -770 97 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 2.1 87.8 84.6 89.9 90.3 10.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 11 18 12 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,847 COMMITMENTS 1,150 1,615 455 21,010 20,085 22,615 22,155 2,232 2,692 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -716) 50 -45 -100 -781 -886 -831 -1,031 115 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.5 1.8 84.6 80.8 91.0 89.2 9.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 3 11 11 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,472 COMMITMENTS 90 730 6,595 18,024 17,384 24,709 24,709 763 763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,317) 90 -795 90 -1,402 -517 -1,222 -1,222 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 25.9 70.8 68.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 2 14 16 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,418 COMMITMENTS 14,065 4,705 2,930 44,296 53,283 61,291 60,918 12,127 12,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,705) 60 -265 -1,375 -2,485 -2,050 -3,800 -3,690 95 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 6.4 4.0 60.3 72.6 83.5 83.0 16.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 2 13 21 15 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 70,691 COMMITMENTS 11,370 4,855 4,185 43,890 49,949 59,445 58,989 11,246 11,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,722) -160 -265 -1,465 -2,182 -1,962 -3,807 -3,692 85 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 6.9 5.9 62.1 70.7 84.1 83.4 15.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 2 14 21 16 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,492 COMMITMENTS 1,710 9,905 1,180 17,964 10,299 20,854 21,384 3,638 3,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,375) 665 -390 -665 -1,150 -90 -1,150 -1,145 -225 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 40.4 4.8 73.3 42.1 85.1 87.3 14.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 4 2 17 8 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,837 COMMITMENTS 2,025 8,455 1,715 15,586 9,851 19,326 20,021 3,511 2,816 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,375) 680 -375 -680 -1,115 -35 -1,115 -1,090 -260 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 37.0 7.5 68.2 43.1 84.6 87.7 15.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 4 2 16 7 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,613 COMMITMENTS 25,305 0 0 16,258 41,261 41,563 41,261 5,050 5,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,490) 2,840 0 -25 -1,315 1,465 1,500 1,440 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 0.0 0.0 34.9 88.5 89.2 88.5 10.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 0 12 12 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,628 COMMITMENTS 24,905 0 0 16,174 40,965 41,079 40,965 5,549 5,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,718) 2,800 0 -25 -1,100 1,700 1,675 1,675 43 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 0.0 0.0 34.7 87.9 88.1 87.9 11.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 0 0 10 11 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,200 COMMITMENTS 24,090 450 2,125 20,075 43,840 46,290 46,415 3,910 3,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,655) -125 50 -85 -1,485 -1,540 -1,695 -1,575 40 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 0.9 4.2 40.0 87.3 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 1 2 14 11 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,630 COMMITMENTS 23,635 100 2,675 18,945 42,820 45,255 45,595 4,375 4,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,630) -165 0 -85 -1,335 -1,380 -1,585 -1,465 -45 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 0.2 5.4 38.2 86.3 91.2 91.9 8.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 1 3 14 10 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,670 COMMITMENTS 1,785 7,050 500 12,880 7,855 15,165 15,405 1,505 1,265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,105) 40 -235 -40 -995 -735 -995 -1,010 -110 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 42.3 3.0 77.3 47.1 91.0 92.4 9.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 5 1 15 8 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,325 COMMITMENTS 1,945 7,550 490 12,455 7,030 14,890 15,070 1,435 1,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -990) 20 -235 -20 -870 -630 -870 -885 -120 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 46.2 3.0 76.3 43.1 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 5 1 14 8 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,790 COMMITMENTS 10,205 20,985 3,855 31,815 21,465 45,875 46,305 4,915 4,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -885) 535 1,130 -105 -995 -1,610 -565 -585 -320 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 41.3 7.6 62.6 42.3 90.3 91.2 9.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 5 16 14 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,625 COMMITMENTS 9,660 20,735 4,495 32,365 21,720 46,520 46,950 5,105 4,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,260) -620 795 810 -1,235 -2,660 -1,045 -1,055 -215 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 40.2 8.7 62.7 42.1 90.1 90.9 9.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 6 16 14 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 58,130 COMMITMENTS 17,385 19,285 1,675 35,991 34,416 55,051 55,376 3,079 2,754 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,230) -455 -415 0 -1,415 -1,475 -1,870 -1,890 -360 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 33.2 2.9 61.9 59.2 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 3 21 9 25 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,805 COMMITMENTS 13,135 10,045 1,920 29,878 33,313 44,933 45,278 1,872 1,527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,000) -530 -240 -50 -1,115 -1,430 -1,695 -1,720 -305 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 21.5 4.1 63.8 71.2 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 21 10 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 138,432 COMMITMENTS 4,120 15,956 9,104 105,772 94,056 118,996 119,116 19,436 19,316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,241) -1,239 4,636 -1,991 1,438 -4,437 -1,792 -1,792 -1,449 -1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 11.5 6.6 76.4 67.9 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 6 5 26 28 32 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 131,107 COMMITMENTS 1,375 19,131 8,119 106,012 88,376 115,506 115,626 15,601 15,481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,709) -1,749 2,656 -746 1,161 -3,244 -1,334 -1,334 -1,375 -1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.6 6.2 80.9 67.4 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 5 21 26 27 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,135 COMMITMENTS 3,130 3,975 2,040 29,375 28,530 34,545 34,545 2,590 2,590 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,005) -985 -325 0 -995 -1,655 -1,980 -1,980 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 10.7 5.5 79.1 76.8 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 2 15 18 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,550 COMMITMENTS 3,155 3,100 2,545 25,465 25,590 31,165 31,235 2,385 2,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,575) -805 -100 -25 -595 -1,300 -1,425 -1,425 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.2 7.6 75.9 76.3 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 15 18 17 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,095 COMMITMENTS 13,670 0 805 10,275 24,060 24,750 24,865 1,345 1,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,170) -4,755 0 450 925 -3,825 -3,380 -3,375 210 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 0.0 3.1 39.4 92.2 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 0 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 86,605 COMMITMENTS 2,065 12,280 5,200 62,837 52,682 70,102 70,162 16,503 16,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,722) -100 -6,145 1,910 18 6,063 1,828 1,828 -106 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 14.2 6.0 72.6 60.8 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 28 25 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 76,489 COMMITMENTS 1,490 2,635 9,830 50,809 50,239 62,129 62,704 14,360 13,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19) -125 -4,440 2,075 -1,411 2,894 539 529 -520 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.4 12.9 66.4 65.7 81.2 82.0 18.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 1 19 24 22 26
CFTC# 66413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,890 COMMITMENTS 51 205 258 3,027 2,675 3,336 3,138 554 752 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 114) 5 11 13 70 114 88 138 26 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.3 6.6 77.8 68.8 85.8 80.7 14.2 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 5 4 18 20 22 26
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 38,785 COMMITMENTS 6,084 1,805 104 32,343 36,627 38,531 38,536 254 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 865) 205 0 0 710 715 915 715 -50 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 4.7 0.3 83.4 94.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 2 33 30 38 34
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 13,451 COMMITMENTS 341 6 174 12,670 12,922 13,185 13,102 266 349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) 0 -30 36 431 460 467 466 -13 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 1.3 94.2 96.1 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 3 24 25 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 10,339 COMMITMENTS 404 105 311 9,001 9,655 9,716 10,071 623 268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16) -55 0 50 6 -54 1 -4 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.0 3.0 87.1 93.4 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 1 4 29 27 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,928 COMMITMENTS 714 2,132 323 33,872 32,098 34,909 34,553 19 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 276) 0 197 -172 448 251 276 276 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 6.1 0.9 97.0 91.9 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 5 3 22 25 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 65,975 COMMITMENTS 2,966 3,801 2,270 59,829 58,421 65,065 64,492 910 1,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 113 -252 40 492 805 645 593 285 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.8 3.4 90.7 88.6 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 12 13 15 57 55 76 76
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,758 COMMITMENTS 239 289 454 3,319 3,229 4,012 3,972 746 786 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 182) -78 98 72 144 -1 138 169 44 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 6.1 9.5 69.8 67.9 84.3 83.5 15.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 3 7 21 20 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,184 COMMITMENTS 2,810 2,972 141 54,216 53,665 57,167 56,778 17 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,172) 857 0 -100 415 1,272 1,172 1,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.2 0.2 94.8 93.8 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 4 1 23 28 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 128,028 COMMITMENTS 7,574 5,633 4,003 115,838 118,217 127,415 127,853 613 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,861) -899 -1,050 -282 -10,450 -10,499 -11,631 -11,831 -230 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.4 3.1 90.5 92.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 18 13 18 75 64 99 90 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,188 COMMITMENTS 7,507 4,159 60 29,524 32,440 37,091 36,659 97 529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,285) 656 -12 -30 659 1,327 1,285 1,285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 11.2 0.2 79.4 87.2 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 9 6 1 25 32 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,735 COMMITMENTS 3,385 4,139 1,482 40,150 39,574 45,017 45,195 718 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,878) 403 74 -157 1,506 2,012 1,752 1,929 126 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 9.0 3.2 87.8 86.5 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 10 8 8 51 43 63 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,814 COMMITMENTS 1,366 575 31 12,719 13,020 14,116 13,626 698 1,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 224) 10 30 0 189 169 199 199 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.9 0.2 85.9 87.9 95.3 92.0 4.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 4 1 24 24 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,328 COMMITMENTS 776 1,692 754 17,903 17,611 19,433 20,057 895 271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,548) 2 42 -47 1,534 1,930 1,489 1,925 59 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.3 3.7 88.1 86.6 95.6 98.7 4.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 6 5 29 30 35 37
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 690,336 COMMITMENTS 202,315 72,494 146,042 326,844 454,329 675,201 672,865 15,135 17,471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 36,519) 1,617 29 879 32,464 34,332 34,960 35,240 1,559 1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 10.5 21.2 47.3 65.8 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 125) 28 30 46 63 62 116 113
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 34,339 COMMITMENTS 2,835 0 75 31,239 34,204 34,149 34,279 190 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,134) 0 0 0 -1,119 -1,119 -1,119 -1,119 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.2 91.0 99.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 1 22 20 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 8,527 COMMITMENTS 915 45 515 6,957 7,812 8,387 8,372 140 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 75 -70 55 -185 50 -55 35 80 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.5 6.0 81.6 91.6 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 2 16 9 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 226,603 COMMITMENTS 0 0 0 216,884 209,800 216,884 209,800 9,719 16,803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,789) 0 0 0 7,307 4,359 7,307 4,359 -2,518 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 92.6 95.7 92.6 4.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 16 14 16
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,057,046 COMMITMENTS 515,457 163,802 711,336 748,569 1107,188 1975,362 1982,326 81,684 74,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,361) -23,490 25,023 -8,629 11,425 -41,504 -20,694 -25,110 -667 3,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 8.0 34.6 36.4 53.8 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 351) 115 110 165 97 103 305 299
CFTC# 6765 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,979 COMMITMENTS 62,200 24,867 2,752 83,630 106,531 148,582 134,150 26,397 40,829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,417) -2,473 -99 -350 1,465 1,360 -1,358 911 2,775 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 14.2 1.6 47.8 60.9 84.9 76.7 15.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 4 3 20 23 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,247 COMMITMENTS 2,225 119,842 3,845 147,396 41,695 153,466 165,382 22,781 10,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,745) -640 3,968 237 4,788 420 4,385 4,625 360 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 68.0 2.2 83.6 23.7 87.1 93.8 12.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 6 4 18 10 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 243,315 COMMITMENTS 65,871 115,920 44,374 121,435 73,509 231,680 233,803 11,635 9,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,911) 1,977 -2,347 2,204 -1,155 3,726 3,026 3,583 -1,115 -1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 47.6 18.2 49.9 30.2 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 33 19 37 25 26 73 67
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,951 COMMITMENTS 195 10,150 565 123,713 116,615 124,473 127,330 26,478 23,621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,985) 90 640 -525 -4,051 6,564 -4,486 6,679 8,471 -2,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.7 0.4 82.0 77.3 82.5 84.4 17.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 2 19 19 21 21
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 14,939 COMMITMENTS 1,785 180 0 12,974 14,714 14,759 14,894 180 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109) 0 0 0 124 124 124 124 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.2 0.0 86.8 98.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 20 14 21 15
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 265,209 COMMITMENTS 76,136 37,301 55,060 114,985 159,013 246,181 251,374 19,028 13,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,040) 6,103 -1,809 3,132 -13,272 -3,448 -4,037 -2,125 2,997 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.1 20.8 43.4 60.0 92.8 94.8 7.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 216) 89 56 72 54 45 190 135
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,001 COMMITMENTS 12,361 2,826 598 4,320 14,049 17,279 17,473 1,722 1,528 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 277) 239 -113 18 -258 426 -1 331 278 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 14.9 3.1 22.7 73.9 90.9 92.0 9.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141) 55 37 12 28 32 88 76
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 86,371 COMMITMENTS 47,336 40,384 5,693 21,686 36,867 74,715 82,944 11,656 3,427 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,879) -781 -664 439 2,755 2,947 2,413 2,722 466 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.8 46.8 6.6 25.1 42.7 86.5 96.0 13.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 248) 137 52 29 37 31 191 98
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 993,278 COMMITMENTS 205,247 281,635 141,849 567,201 505,663 914,297 929,147 78,981 64,131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,707) -12,155 -36,836 -17,632 3,620 25,611 -26,167 -28,857 -6,540 -3,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 28.4 14.3 57.1 50.9 92.0 93.5 8.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 67 69 83 96 82 213 193
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 295,209 COMMITMENTS 59,512 81,008 55,943 158,633 146,704 274,088 283,655 21,121 11,554 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24,147) -9,723 -9,470 -14,669 -1,074 -177 -25,466 -24,316 1,319 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 27.4 19.0 53.7 49.7 92.8 96.1 7.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 446) 146 114 112 148 122 359 303
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 226,513 COMMITMENTS 85,225 82,565 18,869 85,922 111,113 190,016 212,547 36,497 13,966 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,368) 8,572 -2,531 -3,042 3,438 16,340 8,968 10,767 1,400 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 36.5 8.3 37.9 49.1 83.9 93.8 16.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 110 61 50 46 39 179 129
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 284,848 COMMITMENTS 79,399 109,920 60,871 124,879 97,773 265,149 268,564 19,699 16,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,035) 3,182 6,957 -5,703 2,969 475 448 1,729 2,587 1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 38.6 21.4 43.8 34.3 93.1 94.3 6.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 118 79 99 59 50 232 189
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 496,663 COMMITMENTS 250,114 65,876 59,835 137,719 339,746 447,668 465,457 48,995 31,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,168) 9,637 -18,486 2,937 5,202 34,653 17,776 19,104 -2,608 -3,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 13.3 12.0 27.7 68.4 90.1 93.7 9.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 350) 192 72 66 57 56 280 167
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,178 COMMITMENTS 38,268 5,094 318 22,200 56,945 60,786 62,357 2,392 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -619) -2,302 -1,062 304 1,168 819 -830 61 211 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 8.1 0.5 35.1 90.1 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 17 6 1 5 9 23 15
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,212 COMMITMENTS 25,597 58,437 3,844 96,453 69,782 125,894 132,063 33,318 27,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,242) 10,267 1,348 -3,765 -2,570 14,118 3,932 11,701 3,310 -4,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 36.7 2.4 60.6 43.8 79.1 82.9 20.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 25 31 16 40 32 74 70
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,177 COMMITMENTS 4,466 29,254 324 58,479 20,124 63,269 49,702 8,908 22,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,666) -75 -11,352 -651 -8,738 3,057 -9,464 -8,946 -1,202 -1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 40.5 0.4 81.0 27.9 87.7 68.9 12.3 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 21 1 15 19 21 41
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 222,003 COMMITMENTS 141,898 40,583 6,112 67,837 172,813 215,847 219,508 6,156 2,495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,087) -30,456 -7,542 -2,024 13,202 -8,696 -19,278 -18,262 -809 -1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 18.3 2.8 30.6 77.8 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 75 34 12 16 28 94 72
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,181 COMMITMENTS 33,761 78,562 10,318 152,966 92,923 197,045 181,803 24,136 39,378 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 453) -8,237 -11,198 1,656 6,671 10,129 90 587 363 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 35.5 4.7 69.2 42.0 89.1 82.2 10.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 25 37 17 35 44 69 89
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,387 COMMITMENTS 20,786 65,951 6,712 112,117 66,547 139,615 139,210 29,772 30,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,577) -6,651 -5,875 1,325 7,656 6,628 2,330 2,078 -753 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 38.9 4.0 66.2 39.3 82.4 82.2 17.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 24 32 17 39 36 74 74
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,167 COMMITMENTS 36,885 12,896 2,760 3,458 30,089 43,103 45,745 6,064 3,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,270) -2,463 -218 1,021 2,597 236 1,155 1,039 1,115 1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 26.2 5.6 7.0 61.2 87.7 93.0 12.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 48 33 14 5 8 59 52
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 542,810 COMMITMENTS 149,661 236,453 14,814 289,197 227,051 453,672 478,318 89,138 64,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,382) -6,110 -6,869 4,202 23,079 21,489 21,171 18,822 4,211 6,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 43.6 2.7 53.3 41.8 83.6 88.1 16.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 73 72 37 95 78 181 174
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,084 COMMITMENTS 5,649 31,296 954 33,460 8,209 40,063 40,459 2,021 1,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,603) -1,342 -6,374 -326 -143 5,092 -1,811 -1,608 208 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 74.4 2.3 79.5 19.5 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 13 18 5 6 7 22 27
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,159 COMMITMENTS 125,574 53,280 55,070 170,162 246,967 350,806 355,317 22,353 17,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,316) -5,633 -1,023 3,926 5,718 -2,991 4,011 -88 -1,695 2,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 14.3 14.8 45.6 66.2 94.0 95.2 6.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 87 40 86 84 100 213 196
CFTC# 11165 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,776 COMMITMENTS 6,614 1,885 157 7,135 10,130 13,906 12,172 870 2,604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,422) 102 987 134 1,290 398 1,526 1,519 -104 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 12.8 1.1 48.3 68.6 94.1 82.4 5.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 2 15 17 20 20
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,154 COMMITMENTS 0 0 0 12,386 12,744 12,386 12,744 768 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,005) 0 0 0 980 950 980 950 25 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 96.9 94.2 96.9 5.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 20 21 20 21
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,497 COMMITMENTS 23,072 39,194 669 35,389 16,256 59,130 56,119 3,367 6,378 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,263) -404 -4,678 -4,092 -2,248 2,043 -6,744 -6,727 481 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 62.7 1.1 56.6 26.0 94.6 89.8 5.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 23 46 8 19 13 48 61
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 380,320 COMMITMENTS 84,391 175,573 79,315 191,632 94,712 355,338 349,600 24,982 30,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,534) -8,182 -2,510 4,355 1,879 -6,753 -1,948 -4,908 -3,586 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 46.2 20.9 50.4 24.9 93.4 91.9 6.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 54 79 84 41 36 150 157
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,272 COMMITMENTS 5,277 2,758 2 6,247 7,284 11,526 10,044 746 2,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,978) -1,027 -730 -46 -1,889 -2,148 -2,962 -2,924 -16 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 22.5 0.0 50.9 59.4 93.9 81.8 6.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 10 1 2 5 8 16
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 37,341 COMMITMENTS 10,111 6,984 2,025 17,731 19,199 29,866 28,208 7,475 9,133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,866) 139 -1,923 -376 -1,840 738 -2,077 -1,561 211 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 18.7 5.4 47.5 51.4 80.0 75.5 20.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 23 23 7 31 27 60 52
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 74,681 COMMITMENTS 20,221 13,968 4,050 35,461 38,397 59,732 56,415 14,949 18,266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,731) 277 -3,845 -751 -3,679 1,475 -4,153 -3,121 422 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 18.7 5.4 47.5 51.4 80.0 75.5 20.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 23 23 7 31 27 60 52
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,348 COMMITMENTS 1,960 1,910 0 24,879 24,158 26,839 26,068 1,509 2,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,495) -60 798 0 2,574 888 2,514 1,686 -19 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.7 0.0 87.8 85.2 94.7 92.0 5.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 3 0 12 11 15 14
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1127,358 3769,634 6596,061 7421,218 ******** ******** 764,5521044,231 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 163,642) 48,694 -89,161 86,328 -79,146 163,253 55,876 160,420 107,766 3,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 8.4 28.2 49.4 55.5 94.3 92.2 5.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 78 60 102 107 115 233 239
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 4,434 COMMITMENTS 2,794 3,694 280 0 101 3,074 4,075 1,360 359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2) -40 -69 69 0 67 29 67 -31 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.0 83.3 6.3 0.0 2.3 69.3 91.9 30.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 25 16 6 0 2 29 20
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 73,746 COMMITMENTS 20,917 14,374 20,987 30,866 37,204 72,770 72,565 976 1,181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -704) -757 -79 -648 507 -262 -898 -989 194 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 19.5 28.5 41.9 50.4 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 15 6 20 10 16 33 38
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 76,435 COMMITMENTS 24,158 12,750 15,494 36,459 47,532 76,111 75,776 324 659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -758) 4,016 74 -1,036 -1,628 171 1,352 -791 -2,110 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 16.7 20.3 47.7 62.2 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 13 15 20 19 19 42 45
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 153,483 COMMITMENTS 25,479 83,997 16,982 109,927 51,169 152,388 152,148 1,095 1,335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,761) -402 -4,732 -8,027 -11,366 -6,983 -19,795 -19,742 34 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 54.7 11.1 71.6 33.3 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 194) 45 96 37 29 29 99 151
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 586,932 COMMITMENTS 85,663 74,112 18,632 415,662 425,981 519,958 518,725 66,974 68,207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,254) -3,280 2,691 -2,434 7,798 8,945 2,084 9,202 3,171 -3,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 12.6 3.2 70.8 72.6 88.6 88.4 11.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 572) 120 100 72 254 254 400 401
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 40,924 COMMITMENTS 5,853 5,286 19 18,889 24,693 24,761 29,998 16,163 10,926 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,072) 1,208 180 -606 381 2,902 983 2,476 1,089 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 12.9 0.0 46.2 60.3 60.5 73.3 39.5 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 7 2 10 14 15 22
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: 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: 14,498 COMMITMENTS 255 256 0 12,027 13,512 12,282 13,768 2,216 730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97) 255 45 -45 -692 -108 -482 -108 385 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 0.0 83.0 93.2 84.7 95.0 15.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 12 11 13 12
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,730,040 COMMITMENTS 423,078 368,157 69,038 1983,867 2006,438 2475,983 2443,633 254,057 286,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,912) -18,655 16,341 -12,926 37,085 30,214 5,504 33,629 10,408 -17,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 13.5 2.5 72.7 73.5 90.7 89.5 9.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 570) 122 99 68 250 251 395 395 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 25,823 COMMITMENTS 551 2,653 0 22,920 21,846 23,471 24,499 2,352 1,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,377) 0 0 0 -1,319 -1,404 -1,319 -1,404 -58 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.3 0.0 88.8 84.6 90.9 94.9 9.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 15 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Materials Inde OPEN INTEREST: 7,620 COMMITMENTS 654 627 0 6,179 5,637 6,833 6,264 787 1,356 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 8.6 8.2 0.0 81.1 74.0 89.7 82.2 10.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 0 7 11 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,930 COMMITMENTS 1,435 905 0 12,213 15,156 13,648 16,061 3,282 869 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153) -337 209 0 642 173 305 382 -152 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.3 0.0 72.1 89.5 80.6 94.9 19.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 0 9 12 12 15
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 22,170 COMMITMENTS 459 2,697 679 20,992 18,478 22,130 21,854 40 316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72) 0 0 0 72 72 72 72 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 12.2 3.1 94.7 83.3 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 2 16 20 21 26
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,296 COMMITMENTS 6,621 927 1,647 10,619 16,604 18,887 19,178 409 118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 991) 690 -450 148 164 1,295 1,002 993 -11 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 4.8 8.5 55.0 86.0 97.9 99.4 2.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 5 6 17 13 28 22
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,984 COMMITMENTS 13,822 11,509 496 22,927 23,903 37,245 35,909 6,739 8,076 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -560) 1,540 70 -157 -2,371 -1,223 -988 -1,310 428 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 26.2 1.1 52.1 54.3 84.7 81.6 15.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 51 52 16 74 94 134 153
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 219,921 COMMITMENTS 69,109 57,546 2,481 114,635 119,516 186,225 179,543 33,696 40,378 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,799) 7,702 348 -785 -11,855 -6,115 -4,938 -6,552 2,139 3,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 26.2 1.1 52.1 54.3 84.7 81.6 15.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 51 52 16 74 94 134 153
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 33,182 COMMITMENTS 24,128 28,500 1,952 6,918 2,065 32,998 32,517 184 665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,330) -1,268 -446 1,837 759 -73 1,328 1,318 2 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.7 85.9 5.9 20.8 6.2 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 22 20 4 4 2 30 22
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 198,112 COMMITMENTS 32,447 95,673 7,410 128,190 53,894 168,047 156,977 30,065 41,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,861) -3,857 -3,922 4,622 23,619 27,715 24,384 28,415 3,477 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 48.3 3.7 64.7 27.2 84.8 79.2 15.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 19 36 15 35 26 63 68
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 424,631 COMMITMENTS 51,828 93,636 11,301 336,405 296,963 399,534 401,900 25,097 22,731 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,694) -6,642 6,316 -652 5,734 -3,780 -1,560 1,884 4,254 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 22.1 2.7 79.2 69.9 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 47 52 23 126 115 186 177
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,437 COMMITMENTS 8,578 22,750 652 17,978 5,160 27,208 28,562 5,229 3,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,560) 389 693 608 4,443 3,544 5,440 4,845 -880 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 70.1 2.0 55.4 15.9 83.9 88.1 16.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 5 4 15 5 27 13
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 84,457 COMMITMENTS 40,783 11,979 2,738 26,484 36,838 70,005 51,555 14,452 32,902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,325) -1,100 -1,512 2,183 952 3,679 2,035 4,350 6,290 3,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 14.2 3.2 31.4 43.6 82.9 61.0 17.1 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 18 16 10 34 31 56 53
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 335,597 COMMITMENTS 56,608 16,411 1,293 267,704 310,633 325,605 328,337 9,992 7,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,537) 4,926 4,564 -4,677 2,903 3,442 3,152 3,329 -615 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 4.9 0.4 79.8 92.6 97.0 97.8 3.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 30 19 9 82 70 116 94
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,300,677 COMMITMENTS 245,253 128,938 16,125 997,748 1139,355 1259,126 1284,418 41,551 16,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,767) -112 9,147 1,042 22,860 32,036 23,790 42,225 7,977 -10,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 9.9 1.2 76.7 87.6 96.8 98.7 3.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 114 65 40 192 137 324 224
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,037 COMMITMENTS 20,907 5,451 104 8,002 21,370 29,013 26,925 24 2,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,773) 612 -1,050 33 1,149 2,756 1,794 1,739 -21 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.0 18.8 0.4 27.6 73.6 99.9 92.7 0.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 7 2 5 16 13 23
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,204 COMMITMENTS 17,565 5,280 108 5,449 16,170 23,122 21,558 82 1,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,073) -724 -1,435 41 2,686 4,301 2,003 2,907 70 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.7 22.8 0.5 23.5 69.7 99.6 92.9 0.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 10 1 3 11 10 22
CFTC# 261 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 25,252 COMMITMENTS 7,148 6,740 8,513 8,617 9,354 24,278 24,607 974 645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -223) 110 -40 -336 18 83 -208 -293 -15 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 26.7 33.7 34.1 37.0 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 18 12 20 13 16 38 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 38,401 COMMITMENTS 14,841 20,012 6,943 14,917 10,576 36,701 37,531 1,700 870 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 536) -555 120 426 625 -140 496 406 40 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 52.1 18.1 38.8 27.5 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 22 15 22 19 14 50 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 15,353 COMMITMENTS 5,552 5,360 4,327 4,485 4,255 14,364 13,942 989 1,411 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) -65 -205 325 -105 115 155 235 60 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 34.9 28.2 29.2 27.7 93.6 90.8 6.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 13 10 8 9 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 10,194 COMMITMENTS 7,167 2,442 1,088 1,345 6,120 9,600 9,650 594 544 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 70.3 24.0 10.7 13.2 60.0 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 5 3 5 8 14 14
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,654 COMMITMENTS 3,376 5,853 642 8,864 14,183 12,882 20,678 13,772 5,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 7 -353 466 -35 -954 438 -841 -386 893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 22.0 2.4 33.3 53.2 48.3 77.6 51.7 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 5 4 12 9 20 14
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 64,165 COMMITMENTS 11,169 2,382 106 44,065 57,456 55,340 59,944 8,825 4,221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,724) -1,861 -120 -8 737 -1,904 -1,132 -2,032 -592 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 3.7 0.2 68.7 89.5 86.2 93.4 13.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 6 5 3 44 32 51 39
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 45,754 COMMITMENTS 15,158 15,172 30,579 0 0 45,737 45,751 17 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,221) -3,602 -3,603 384 0 0 -3,218 -3,219 -3 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 33.2 66.8 0.0 0.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 16 5 0 0 7 21
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,094 COMMITMENTS 4,695 6,717 1,307 15,142 13,609 21,144 21,633 5,950 5,461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) -204 106 1,244 547 -2,141 1,587 -791 -1,877 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 24.8 4.8 55.9 50.2 78.0 79.8 22.0 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 5 2 14 10 19 16
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 111,767 COMMITMENTS 10,932 5,676 852 99,958 105,179 111,742 111,707 25 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,771) 100 1,300 0 1,671 471 1,771 1,771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 5.1 0.8 89.4 94.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 3 3 16 22 22 27
CFTC# 86465 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,076 COMMITMENTS 3,220 163 500 24,314 27,328 28,034 27,991 42 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,215) 330 80 0 -1,545 -1,295 -1,215 -1,215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.6 1.8 86.6 97.3 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 2 1 26 15 29 18
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,178 COMMITMENTS 1,037 2,775 812 5,494 4,205 7,343 7,792 835 386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29) -13 0 0 0 29 -13 29 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 33.9 9.9 67.2 51.4 89.8 95.3 10.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 5 7 16 18 25 27
CFTC# 86665 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,389 COMMITMENTS 1,974 544 302 6,800 8,207 9,076 9,053 313 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 166) 93 -55 33 40 188 166 166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 5.8 3.2 72.4 87.4 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 5 4 19 17 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,067 COMMITMENTS 670 340 255 1,002 1,267 1,927 1,862 140 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 110 40 30 115 205 255 275 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 16.4 12.3 48.5 61.3 93.2 90.1 6.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 3 4 12 15 20 22
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,827 COMMITMENTS 7,024 4,230 1,624 12,908 14,913 21,556 20,767 3,271 4,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 90 -44 -48 416 1,235 458 1,143 188 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 17.0 6.5 52.0 60.1 86.8 83.6 13.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 2 5 13 14 20 19