CFTC Commitments of Traders

Futures+Options 7/06/20


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CANY ORANGE JUICE         CASH BUTTER CME             

CBOE VIX Futures          CBOT DJIA CONSOLIDATED      

CBOT Dow Mini $5 Multi    CBOT LT 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                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

CME Russell 2000 Mini     CME S&P 400 E-Mini          

CME S&P CONSOLIDATED      CRUDE OIL AVG PRICE OPTIO   

CSCE COCOA                CSCE COFFEE C               

CSCE SUGAR NO. 11         DJ UBS Excess Return        

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

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 POUND STERLING          

IMM RUSSIAN RUBLE         IMM S&P 500 STK INDX        

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP   

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp SING 180 380 Fuel Oil Swa   

UP DN GC ULSD VS HO SPR S                                               


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,999 COMMITMENTS 96,572 126,357 168,664 192,714 149,221 457,949 444,242 27,050 40,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -85,037) 3,240 -11,917 -46,746 -38,410 -23,356 -81,915 -82,019 -3,122 -3,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 26.1 34.8 39.7 30.8 94.4 91.6 5.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 352) 104 113 117 92 108 260 283
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 26,177 COMMITMENTS 13,869 0 429 11,458 24,862 25,756 25,291 421 886 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,222) 686 -193 149 518 820 1,352 776 -130 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 0.0 1.6 43.8 95.0 98.4 96.6 1.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 0 4 14 20 22 24
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,999 COMMITMENTS 45,630 83,947 55,459 127,836 90,415 228,925 229,821 21,075 20,178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,741) 2,325 -689 -10,754 -5,734 -484 -14,163 -11,926 -1,578 -3,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 33.6 22.2 51.1 36.2 91.6 91.9 8.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229) 57 62 54 76 73 163 162
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 63,073 COMMITMENTS 6,731 22,006 2,277 43,157 30,108 52,165 54,390 10,908 8,683 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,130) -256 4,058 -1,035 3,747 -1,568 2,455 1,455 -1,326 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 34.9 3.6 68.4 47.7 82.7 86.2 17.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 11 23 9 48 34 64 62
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,926,269 COMMITMENTS 255,607 407,788 547,617 915,455 746,402 1718,679 1701,807 207,590 224,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -108,463) 22,693 -55,875 -61,099 -39,632 691 -78,038 -116,282 -30,425 7,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 21.2 28.4 47.5 38.7 89.2 88.3 10.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 762) 175 152 208 352 328 636 599
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,623 COMMITMENTS 2,240 7 181 835 3,525 3,257 3,714 1,366 909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -230) 246 -4 -29 -307 4 -90 -28 -140 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 0.2 3.9 18.1 76.3 70.5 80.3 29.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 13 2 3 7 12 22 15
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 949,644 COMMITMENTS 173,427 78,396 272,120 435,202 536,870 880,749 887,386 68,896 62,258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,711) 23,037 -3,674 -45,668 -65,532 -43,899 -88,163 -93,240 -7,548 -2,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 8.3 28.7 45.8 56.5 92.7 93.4 7.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 558) 205 98 185 198 202 482 422
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 12,120 COMMITMENTS 3,014 1,663 0 9,106 10,457 12,120 12,120 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -625) 0 -325 0 -625 -300 -625 -625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 13.7 0.0 75.1 86.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 2 0 11 8 16 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 37,162 COMMITMENTS 15,454 9,917 0 21,708 27,245 37,162 37,162 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,294) -400 -504 0 -1,709 -1,605 -2,109 -2,109 -185 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 26.7 0.0 58.4 73.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 7 6 0 16 14 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 135,009 COMMITMENTS 28,382 30,697 16,342 90,183 87,895 134,907 134,934 102 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,072) -2,473 -2,316 -863 -7,682 -7,869 -11,017 -11,047 -55 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 22.7 12.1 66.8 65.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 21 16 17 31 25 61 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,006 COMMITMENTS 60,882 23,443 3,265 119,859 157,298 184,006 184,006 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,951) -700 283 0 -7,251 -8,234 -7,951 -7,951 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 12.7 1.8 65.1 85.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 7 3 15 16 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 156,472 COMMITMENTS 22,713 18,922 5,341 128,418 132,209 156,472 156,472 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,680) -1,145 200 -145 -2,390 -3,735 -3,680 -3,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 12.1 3.4 82.1 84.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 5 6 17 13 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 37,023 COMMITMENTS 8,473 3,389 1,553 26,831 32,005 36,857 36,947 166 76 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -358) -66 11 -109 -171 -262 -346 -359 -12 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 9.2 4.2 72.5 86.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 14 4 5 16 17 31 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,179 COMMITMENTS 5,875 1,000 0 27,304 32,179 33,179 33,179 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 3.0 0.0 82.3 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 1 0 14 7 19 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,471 COMMITMENTS 7,255 616 3,532 22,684 29,323 33,471 33,471 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -68 82 -82 150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 1.8 10.6 67.8 87.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 3 2 15 12 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DJ RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,169 COMMITMENTS 3,145 2,293 258 23,446 24,526 26,849 27,077 320 92 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,360) 100 16 -1 -1,486 -1,371 -1,387 -1,356 27 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 8.4 0.9 86.3 90.3 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 2 16 13 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 13,936 COMMITMENTS 1,715 2,130 0 12,221 11,806 13,936 13,936 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,038) 550 150 0 488 888 1,038 1,038 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 15.3 0.0 87.7 84.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 5 0 11 10 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 18,060 COMMITMENTS 1,355 6,840 540 16,140 10,680 18,035 18,060 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) -495 427 330 572 -350 407 407 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 37.9 3.0 89.4 59.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 6 3 11 10 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 42,565 COMMITMENTS 20,086 14,839 2,882 19,597 24,844 42,565 42,565 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 70 0 400 330 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 34.9 6.8 46.0 58.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 4 14 10 21 17
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,565 COMMITMENTS 72,963 60,657 103,823 245,470 266,204 422,257 430,685 35,309 26,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,657) 5,290 1,375 -32,051 -21,224 -16,673 -47,984 -47,349 -673 -1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 13.3 22.7 53.6 58.2 92.3 94.1 7.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 298) 80 67 99 99 88 237 219
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,134,658 COMMITMENTS 95,486 220,089 70,955 792,604 706,749 959,045 997,793 175,613 136,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,675) -10,165 17,870 -21,392 -22,574 -30,247 -54,131 -33,769 14,456 -5,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 19.4 6.3 69.9 62.3 84.5 87.9 15.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 171) 25 30 38 89 92 136 138
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,903 COMMITMENTS 55,902 404,989 3,080 829,404 540,498 888,386 948,567 152,517 92,336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,191) -8,194 44,353 -7,099 26,661 -14,576 11,368 22,677 1,823 -9,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 38.9 0.3 79.7 51.9 85.3 91.1 14.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 9 20 9 80 75 93 100
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 40,685 COMMITMENTS 5,962 1,380 3,516 31,113 35,770 40,591 40,666 94 19 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,354) 74 20 -31 1,428 1,362 1,471 1,351 -117 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 3.4 8.6 76.5 87.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 2 5 25 28 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 33,100 COMMITMENTS 1,091 7,889 1,122 30,024 24,089 32,237 33,100 863 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,679) 0 -320 75 1,604 1,924 1,679 1,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 23.8 3.4 90.7 72.8 97.4 **** 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 4 26 15 32 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141R USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 5,290 COMMITMENTS 1,316 0 945 2,903 4,335 5,164 5,280 126 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 0.0 17.9 54.9 81.9 97.6 99.8 2.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 3 15 13 18 16
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,828 COMMITMENTS 3,138 1,037 673 9,976 11,929 13,787 13,639 41 189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -361) -242 100 -134 15 -321 -361 -355 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 7.5 4.9 72.1 86.3 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 2 4 22 27 28 33
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,905 COMMITMENTS 0 1,648 45 5,555 3,990 5,600 5,683 305 222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.9 0.8 94.1 67.6 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 16 12 17 14
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 374,955 COMMITMENTS 40,140 36,627 77,957 214,910 227,098 333,007 341,682 41,948 33,273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,674) 383 1,217 1,583 -4,179 -2,858 -2,213 -58 -2,461 -4,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 9.8 20.8 57.3 60.6 88.8 91.1 11.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 44 32 53 90 91 158 159
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,042 COMMITMENTS 632 0 225 45,627 64,486 46,484 64,711 23,558 5,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 753) -190 0 0 392 651 202 651 551 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.3 65.1 92.1 66.4 92.4 33.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 1 20 20 21 21
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,932,810 COMMITMENTS 866,111 37,411 480,305 4556,919 5397,415 5903,335 5915,131 29,475 17,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -253,466) -25,573 -35,951 -30,913 -197,463 -184,756 -253,949 -251,620 483 -1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.6 8.1 76.8 91.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 49 14 51 151 138 209 194
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,472,713 COMMITMENTS 39,661 20,052 503,090 927,575 948,699 1470,325 1471,841 2,388 872 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -134,622) -44,148 -23,759 -48,964 -41,959 -62,353 -135,072 -135,076 450 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.4 34.2 63.0 64.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 12 13 22 47 46 72 68
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,342 COMMITMENTS 5,979 2,392 62 242,332 267,980 248,373 270,434 27,969 5,908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 273) 155 0 62 -92 300 125 362 148 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.9 0.0 87.7 97.0 89.9 97.9 10.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 24 20 27 22
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,836 COMMITMENTS 1,164 88 1,233 148,830 154,210 151,227 155,531 9,609 5,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,565) 378 88 45 1,302 1,277 1,725 1,410 -160 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.8 92.5 95.9 94.0 96.7 6.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 1 3 20 26 25 29
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,624 COMMITMENTS 13,493 372 6,292 332,357 352,005 352,142 358,669 9,482 2,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,040) -649 0 -1,202 1,993 931 142 -271 898 1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.1 1.7 91.9 97.3 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 8 1 2 38 38 46 41
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,163,473 COMMITMENTS 2,197 11,692 4,340 1146,637 1144,999 1153,174 1161,031 10,299 2,442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,226) 227 1,102 -125 6,805 5,836 6,907 6,813 -681 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.0 0.4 98.6 98.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 3 4 38 28 44 33
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 413,330 COMMITMENTS 2,542 253 996 402,905 406,909 406,443 408,158 6,887 5,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,142) -401 29 -610 3,006 1,056 1,995 475 147 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 0.2 97.5 98.4 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 2 2 3 46 41 49 45
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 587,393 COMMITMENTS 477 303 465 573,609 581,015 574,551 581,783 12,842 5,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,207) 45 55 93 12,974 13,148 13,112 13,296 95 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.1 97.7 98.9 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 2 2 2 37 47 40 50
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 478,193 COMMITMENTS 2,034 2,522 62 464,241 466,058 466,337 468,642 11,856 9,551 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,849) 0 185 62 19,016 15,533 19,078 15,780 -3,229 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.0 97.1 97.5 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 2 1 39 35 41 37
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,115 COMMITMENTS 248 5,392 0 100,426 98,540 100,674 103,932 5,441 2,183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 933) 248 461 -74 1,094 1,646 1,268 2,033 -335 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.1 0.0 94.6 92.9 94.9 97.9 5.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 3 0 17 20 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,091 COMMITMENTS 0 511 0 27,478 26,944 27,478 27,455 613 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 713) 0 31 0 620 868 620 899 93 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 97.8 95.9 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 14 15 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 330,884 COMMITMENTS 159 6,282 275 319,053 318,352 319,487 324,909 11,397 5,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,138) 159 581 120 -5,119 -3,357 -4,840 -2,656 1,702 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.1 96.4 96.2 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 3 1 29 30 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 188,959 COMMITMENTS 0 0 0 181,779 183,543 181,779 183,543 7,180 5,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,562) 0 0 0 2,567 1,617 2,567 1,617 -1,005 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.2 97.1 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 26 24 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 295,616 COMMITMENTS 1,230 0 0 289,373 293,750 290,603 293,750 5,013 1,866 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 311) 0 0 0 45 -27 45 -27 266 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 97.9 99.4 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 0 0 23 25 24 25
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 48,680 COMMITMENTS 9,912 790 0 36,656 47,560 46,568 48,350 2,112 330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,034) 1,328 0 0 1,453 3,250 2,781 3,250 253 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 1.6 0.0 75.3 97.7 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 0 21 20 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 606,253 COMMITMENTS 14,359 5,126 6,867 577,900 585,735 599,126 597,728 7,127 8,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,543) 1,177 802 377 7,986 7,517 9,540 8,696 3 847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 1.1 95.3 96.6 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 9 7 7 55 43 66 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 206,115 COMMITMENTS 279 0 0 202,893 201,566 203,172 201,566 2,943 4,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,068) 279 0 0 865 1,158 1,144 1,158 -76 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 98.4 97.8 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 23 21 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 148,638 COMMITMENTS 0 0 0 144,911 143,680 144,911 143,680 3,727 4,958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,151) 0 0 0 624 1,291 624 1,291 1,527 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 96.7 97.5 96.7 2.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 21 18 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 237,122 COMMITMENTS 25,396 1,333 644 207,569 234,403 233,609 236,380 3,513 742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,824) 17,212 1,030 55 16,276 29,597 33,543 30,682 -3,719 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 0.3 87.5 98.9 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 10 2 1 32 43 42 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,923 COMMITMENTS 54,372 2,020 644 205,878 257,612 260,894 260,276 1,029 1,647 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,963) 18,057 992 0 14,341 31,026 32,398 32,018 -435 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.8 0.2 78.6 98.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 13 1 1 37 44 50 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 139,632 COMMITMENTS 0 0 0 136,874 137,956 136,874 137,956 2,758 1,676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,964) 0 -248 0 11,053 11,146 11,053 10,898 -89 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.8 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 0 0 23 29 23 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 40,920 COMMITMENTS 620 1,224 0 39,472 39,479 40,092 40,703 828 217 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,201) 0 0 0 2,201 2,537 2,201 2,537 0 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.0 0.0 96.5 96.5 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 0 15 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 294,298 COMMITMENTS 3,222 1,434 953 286,770 283,419 290,945 285,806 3,353 8,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -966) -245 542 -181 -1,350 -1,798 -1,776 -1,437 810 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.3 97.4 96.3 98.9 97.1 1.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 3 3 3 40 39 44 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 116,471 COMMITMENTS 0 0 0 116,165 115,037 116,165 115,037 306 1,434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,374) 0 0 0 3,467 3,157 3,467 3,157 -93 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AW NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 13,722 COMMITMENTS 0 279 0 11,630 12,708 11,630 12,987 2,092 735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 84.8 92.6 84.8 94.6 15.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 12 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,035 COMMITMENTS 1,554 112 255 101,128 104,168 102,937 104,535 12,098 10,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 231) 0 0 0 93 107 93 107 138 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 0.2 87.9 90.6 89.5 90.9 10.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 1 18 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 251,408 COMMITMENTS 0 1,469 1,408 246,096 240,764 247,504 243,641 3,904 7,767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,718) 0 1,211 -93 4,414 2,207 4,321 3,325 -603 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.6 97.9 95.8 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 4 2 30 33 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 193,902 COMMITMENTS 0 660 0 181,216 190,820 181,216 191,480 12,686 2,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -206) 0 660 0 1,916 -854 1,916 -194 -2,122 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 93.5 98.4 93.5 98.8 6.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 0 21 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,940 COMMITMENTS 616 403 0 95,463 92,433 96,079 92,836 3,861 7,104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 654) 0 403 0 623 -54 623 349 31 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.0 95.5 92.5 96.1 92.9 3.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 59,638 COMMITMENTS 0 0 0 58,018 57,754 58,018 57,754 1,620 1,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 434) 0 0 0 341 93 341 93 93 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 96.8 97.3 96.8 2.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 12 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 215,750 COMMITMENTS 2,515 0 0 204,883 206,940 207,398 206,940 8,352 8,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -866) 60 0 0 -213 -1,011 -153 -1,011 -713 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 95.0 95.9 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 0 0 14 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 178,358 COMMITMENTS 6,868 2,624 116 164,534 166,396 171,518 169,136 6,840 9,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 598) 31 -94 -30 499 783 500 659 98 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.5 0.1 92.2 93.3 96.2 94.8 3.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 4 3 31 32 36 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 72,707 COMMITMENTS 1,795 0 0 69,076 71,143 70,871 71,143 1,836 1,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,898) 431 0 0 5,743 6,355 6,174 6,355 -276 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 95.0 97.8 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 0 15 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 259,410 COMMITMENTS 5,983 776 1,475 243,330 250,927 250,788 253,178 8,622 6,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 849) -151 776 154 424 -51 427 879 422 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.6 93.8 96.7 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 4 2 2 33 36 38 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 144,143 COMMITMENTS 0 3,530 105 140,341 138,278 140,446 141,913 3,697 2,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,322) 0 0 0 2,604 1,556 2,604 1,556 -1,282 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.1 97.4 95.9 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 2 1 28 30 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CV TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 33,592 COMMITMENTS 1,130 0 31 31,301 33,561 32,462 33,592 1,130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,674) -31 0 31 1,674 1,767 1,674 1,798 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.1 93.2 99.9 96.6 **** 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 1 9 13 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 162,540 COMMITMENTS 3,497 1,712 0 150,771 158,241 154,268 159,953 8,272 2,587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,092) 899 0 0 2,010 1,964 2,909 1,964 -817 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.1 0.0 92.8 97.4 94.9 98.4 5.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 1 0 18 24 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 45,181 COMMITMENTS 0 0 0 42,897 43,072 42,897 43,072 2,284 2,109 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 0 0 0 31 213 31 213 155 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.9 95.3 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 19 20 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 282,792 COMMITMENTS 186 1,085 186 271,092 280,937 271,464 282,208 11,328 584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,907) 0 775 0 2,753 2,194 2,753 2,969 154 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.1 95.9 99.3 96.0 99.8 4.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 1 1 34 24 35 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 107,762 COMMITMENTS 4,769 1,498 0 94,987 105,230 99,756 106,728 8,006 1,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 487) 0 0 0 336 487 336 487 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.4 0.0 88.1 97.7 92.6 99.0 7.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 17 15 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DW TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 20,964 COMMITMENTS 1,444 0 0 18,904 20,874 20,348 20,874 616 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,519) 558 0 0 837 1,889 1,395 1,889 124 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.0 90.2 99.6 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 14 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 192,754 COMMITMENTS 1,385 157 246 183,432 184,636 185,063 185,039 7,691 7,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,434) 153 157 246 4,053 4,559 4,452 4,962 -18 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.1 95.2 95.8 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 1 18 29 21 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233ED REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 24,935 COMMITMENTS 279 0 0 22,966 23,963 23,245 23,963 1,690 972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 558) 279 0 0 -62 438 217 438 341 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 92.1 96.1 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 11 14 12 14
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,335,273 COMMITMENTS 317,163 380,376 393,116 558,389 516,653 1268,668 1290,146 66,605 45,127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 10,730 10,324 -1,630 -5,468 -8,287 3,632 407 -3,277 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 28.5 29.4 41.8 38.7 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321) 107 111 135 77 74 267 256
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 662,773 COMMITMENTS 85,043 4,279 173,951 396,681 479,471 655,675 657,701 7,098 5,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80,243) -8,602 -2,026 -32,713 -38,310 -45,794 -79,625 -80,533 -618 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.6 26.2 59.9 72.3 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 43 17 49 57 54 113 107
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 299,859 COMMITMENTS 37,661 20,183 43,250 201,329 226,170 282,239 289,603 17,620 10,257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,106) -3,190 -5,426 -4,831 -24,057 -19,692 -32,079 -29,950 1,973 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 6.7 14.4 67.1 75.4 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 16 10 19 46 44 71 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 121,829 COMMITMENTS 3,427 39,204 18,452 90,602 53,710 112,481 111,366 9,348 10,463 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,285) -1,779 -6,622 -9,386 -13,898 -8,470 -25,063 -24,478 -222 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 32.2 15.1 74.4 44.1 92.3 91.4 7.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 16 17 27 26 46 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 63,974 COMMITMENTS 20,521 15,488 30,068 13,257 18,403 63,847 63,960 128 14 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,454) 1,199 3,817 -1,815 2,071 -537 1,455 1,465 -1 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 24.2 47.0 20.7 28.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 12 4 8 12 8 27 17
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,618 COMMITMENTS 814 6,722 1,344 16,766 11,005 18,924 19,071 694 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,322) -10 -10 -342 -950 -1,081 -1,302 -1,433 -20 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 34.3 6.9 85.5 56.1 96.5 97.2 3.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 6 6 16 16 23 25
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,133 COMMITMENTS 60 115 70 4,848 4,565 4,978 4,750 155 383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) 0 0 0 211 185 211 185 6 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 1.4 94.4 88.9 97.0 92.5 3.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 14 17 16 19
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,045 COMMITMENTS 9,593 355 4,504 23,427 32,880 37,523 37,739 522 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,389) 284 44 153 3,103 3,281 3,540 3,478 -152 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 0.9 11.8 61.6 86.4 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 16 5 13 45 67 63 84
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 480,264 COMMITMENTS 70,265 97,442 89,824 269,686 264,807 429,775 452,074 50,489 28,191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,892) 3,566 10,010 -13,006 -8,797 -17,249 -18,237 -20,245 -3,655 -1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 20.3 18.7 56.2 55.1 89.5 94.1 10.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288) 70 79 81 115 88 233 209
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 194,639 COMMITMENTS 47,789 28,484 40,679 94,384 116,132 182,851 185,295 11,787 9,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,033) 1,988 -2,156 1,737 47 5,156 3,773 4,738 261 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 14.6 20.9 48.5 59.7 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 100 60 79 72 72 201 186
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,893 COMMITMENTS 106,367 14,570 25,942 581,893 687,893 714,202 728,405 25,691 11,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,801) -10,873 917 151 -12,172 -20,272 -22,894 -19,204 3,093 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.0 3.5 78.6 93.0 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 7 3 6 36 34 45 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,766 COMMITMENTS 11,791 20,520 11,929 158,768 148,242 182,488 180,691 4,278 6,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,891) -2,519 1,380 -3,660 -6,526 -10,774 -12,705 -13,054 -186 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.0 6.4 85.0 79.4 97.7 96.7 2.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 7 7 10 26 27 38 39
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,154 COMMITMENTS 3,023 500 1,057 5,266 8,697 9,345 10,254 1,809 900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,195) 462 -24 -1,094 -326 -100 -958 -1,218 -237 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 4.5 9.5 47.2 78.0 83.8 91.9 16.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 23 4 12 17 19 45 32
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,813 COMMITMENTS 2,784 772 2,019 6,186 9,212 10,989 12,003 1,824 810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -140) 118 -443 122 -325 216 -86 -105 -54 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 6.0 15.8 48.3 71.9 85.8 93.7 14.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 26 5 8 20 11 47 23
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,146,141 COMMITMENTS 415,673 718,968 45,304 1502,232 1286,806 1963,210 2051,079 182,931 95,062 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,909) 23,064 15,070 -9,446 -4,427 2,974 9,191 8,598 1,719 2,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 33.5 2.1 70.0 60.0 91.5 95.6 8.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 59 34 32 154 129 229 179
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,916,524 COMMITMENTS 782,089 719,583 276,324 2459,071 2544,077 3517,485 3539,984 399,039 376,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 64,208) 88,912 42,933 -61,403 38,716 82,214 66,226 63,743 -2,017 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 18.4 7.1 62.8 65.0 89.8 90.4 10.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 383) 77 68 79 199 186 312 297
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,366 COMMITMENTS 180,404 163,560 15,277 675,220 598,517 870,901 777,354 99,465 193,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,618) 8,299 12,594 3,733 4,123 -8,277 16,155 8,050 -1,537 6,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 16.9 1.6 69.6 61.7 89.7 80.1 10.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 13 10 8 63 71 78 87
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,739,438 COMMITMENTS 532,006 640,025 169,738 2730,059 2639,090 3431,803 3448,853 307,635 290,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90,530) 96,009 59,122 -18,661 10,242 57,302 87,590 97,763 2,940 -7,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 17.1 4.5 73.0 70.6 91.8 92.2 8.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 312) 67 39 50 155 166 245 232
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,793,233 COMMITMENTS 786,542 414,042 225,593 749,892 1119,113 1762,027 1758,748 31,206 34,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,289) 11,677 91,709 -24,499 43,032 -40,057 30,211 27,153 3,078 6,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 23.1 12.6 41.8 62.4 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 20 23 31 57 61 98 94
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,746 COMMITMENTS 1,618 850 2,500 10,987 12,006 15,105 15,356 641 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 337) -24 -22 35 299 314 310 327 27 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 5.4 15.9 69.8 76.2 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 5 10 30 28 41 38
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 67,363 COMMITMENTS 16,813 3,006 25,394 19,906 29,542 62,114 57,942 5,250 9,421 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,247) 1,305 815 3,288 475 1,349 5,068 5,452 179 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 4.5 37.7 29.6 43.9 92.2 86.0 7.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 30 14 36 44 46 86 84
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 18,290 COMMITMENTS 1,501 295 4,599 11,455 12,634 17,555 17,529 735 761 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 981) -38 210 408 609 331 979 949 2 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.6 25.1 62.6 69.1 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 5 5 6 41 27 49 35
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,393 COMMITMENTS 10 5,329 4,613 8,058 2,696 12,682 12,638 711 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 908) -48 371 750 222 -131 924 989 -15 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 39.8 34.4 60.2 20.1 94.7 94.4 5.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 8 8 23 22 31 31
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,254 COMMITMENTS 80,056 61,851 101,429 89,168 99,393 270,653 262,673 23,601 31,581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,511) 2,141 7,891 2,051 1,505 -5,574 5,697 4,368 814 2,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 21.0 34.5 30.3 33.8 92.0 89.3 8.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 86 119 118 77 79 243 248
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,300 COMMITMENTS 72,014 36,200 90,839 134,676 159,818 297,529 286,857 32,771 43,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 433) 265 694 1,111 1,764 -1,340 3,140 464 -2,706 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 11.0 27.5 40.8 48.4 90.1 86.8 9.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 367) 107 86 128 128 142 299 302
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,775 COMMITMENTS 766 265 161 835 1,507 1,763 1,933 1,012 842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -132) 98 10 -159 -99 9 -161 -140 28 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 9.5 5.8 30.1 54.3 63.5 69.6 36.5 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 12 5 4 10 11 23 19
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,228 COMMITMENTS 11,886 7,619 12,142 12,251 11,233 36,279 30,994 7,949 13,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,773) 870 -458 536 -380 945 1,026 1,023 746 749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 17.2 27.5 27.7 25.4 82.0 70.1 18.0 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 171) 42 40 47 57 59 123 128
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,001 COMMITMENTS 1,387 12,652 6,507 31,293 18,925 39,187 38,084 814 1,918 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,449) -59 1,311 36 1,441 206 1,418 1,553 31 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 31.6 16.3 78.2 47.3 98.0 95.2 2.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 11 14 15 38 42 59 61
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 16,211 COMMITMENTS 957 1,898 2,052 13,046 12,110 16,056 16,060 155 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,573) -40 152 -714 -1,818 -2,011 -2,572 -2,573 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 11.7 12.7 80.5 74.7 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 12 15 22 23 37 39
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 39,569 COMMITMENTS 3,844 1,510 2,389 33,251 35,019 39,484 38,918 85 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,601) -25 560 125 1,551 280 1,651 965 -50 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 3.8 6.0 84.0 88.5 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 6 21 25 27 34
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MWh for about 368 Hours) OPEN INTEREST: 33,754 COMMITMENTS 4,175 381 1,079 28,327 32,294 33,581 33,754 173 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -52) -305 65 123 -43 -240 -225 -52 173 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.1 3.2 83.9 95.7 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 4 19 22 26 27
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 137,014 COMMITMENTS 11,054 5,677 8,407 117,300 122,840 136,761 136,924 253 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,949) 1,764 -157 -458 1,635 3,539 2,941 2,924 8 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 4.1 6.1 85.6 89.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 14 9 11 35 36 52 53
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,513 COMMITMENTS 846 3,162 2,564 66,103 63,726 69,513 69,452 0 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 527) 225 -124 54 248 597 527 527 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.5 3.7 95.1 91.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 6 4 27 24 33 33
CFTC#064396 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 40,711 COMMITMENTS 1,175 2,303 300 39,236 38,108 40,711 40,711 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) 125 -50 0 170 345 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.7 0.7 96.4 93.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 16 15 20 17
CFTC#06439A PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 60,456 COMMITMENTS 17,013 1,610 4,553 38,660 54,207 60,226 60,370 230 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75) -26 -20 -25 -24 -30 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 2.7 7.5 63.9 89.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 2 4 24 23 32 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 76,725 COMMITMENTS 25,530 3,008 2,907 47,786 70,745 76,223 76,660 502 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 733) 1,016 168 -168 144 725 992 725 -259 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 3.9 3.8 62.3 92.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 10 5 5 24 23 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 71,617 COMMITMENTS 1,948 808 1,504 67,643 69,305 71,095 71,617 522 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,844) 41 0 0 1,803 1,844 1,844 1,844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.1 2.1 94.5 96.8 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 2 3 28 28 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 90,500 COMMITMENTS 1,754 1,020 2,166 86,058 87,314 89,978 90,500 522 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,237) 106 0 0 2,131 2,237 2,237 2,237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 2.4 95.1 96.5 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 3 30 28 34 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,432 COMMITMENTS 280 0 225 43,513 43,886 44,018 44,111 414 321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -90) 0 0 0 -90 -90 -90 -90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.5 97.9 98.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 0 1 19 15 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 28,099 COMMITMENTS 360 1,295 0 27,265 26,794 27,625 28,089 474 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -745) 0 0 0 -745 -745 -745 -745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.6 0.0 97.0 95.4 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 20 17 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 20,337 COMMITMENTS 395 222 300 19,535 19,815 20,230 20,337 107 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,250) -210 222 210 2,250 1,818 2,250 2,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 1.5 96.1 97.4 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 86,608 COMMITMENTS 12,564 2,578 1,951 71,708 81,832 86,223 86,361 385 247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 750) -269 -117 12 1,091 806 834 701 -84 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.0 2.3 82.8 94.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 17 8 11 35 35 55 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439V ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 13,104 COMMITMENTS 750 150 0 12,354 12,954 13,104 13,104 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 0 0 0 144 144 144 144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.0 94.3 98.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 10 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439W ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,044 COMMITMENTS 750 150 0 12,294 12,894 13,044 13,044 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 0 0 0 144 144 144 144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.0 94.3 98.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 10 13 12 14
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,161 COMMITMENTS 5,245 1,000 310 40,282 44,443 45,837 45,753 324 408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,310) 0 0 0 2,310 2,310 2,310 2,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.2 0.7 87.3 96.3 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 3 3 19 19 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AP NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,088 COMMITMENTS 1,509 100 25 11,339 12,619 12,873 12,744 215 344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,415) 120 0 0 2,275 2,415 2,395 2,415 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.8 0.2 86.6 96.4 98.4 97.4 1.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 12 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,102 COMMITMENTS 690 100 200 48,055 48,466 48,945 48,766 157 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93) 0 0 0 93 93 93 93 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.4 97.9 98.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 1 1 24 19 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 42,065 COMMITMENTS 455 1,265 60 41,039 40,728 41,554 42,053 511 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42) 0 0 0 -52 -42 -52 -42 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.0 0.1 97.6 96.8 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 2 25 23 29 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,050 COMMITMENTS 1,473 200 73 66,503 68,537 68,049 68,810 1,001 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 294 300 294 300 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.3 0.1 96.3 99.3 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 22 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,821 COMMITMENTS 2,022 725 104 71,195 72,807 73,321 73,636 500 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 406) 25 175 0 381 231 406 406 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.0 0.1 96.4 98.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 3 2 25 16 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 368 Hours) OPEN INTEREST: 84,425 COMMITMENTS 1,375 473 2,713 79,897 81,169 83,985 84,355 440 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,108) 162 -313 343 603 1,078 1,108 1,108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.6 3.2 94.6 96.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 5 29 24 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 103,673 COMMITMENTS 2,378 1,563 3,705 97,263 98,340 103,346 103,608 327 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) 422 -1,127 428 -539 980 312 282 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.5 3.6 93.8 94.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 6 8 32 33 43 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 60,613 COMMITMENTS 325 4,934 100 60,173 55,579 60,598 60,613 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -64) 225 139 0 -289 -203 -64 -64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.1 0.2 99.3 91.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 1 16 15 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,715 COMMITMENTS 1,250 875 225 53,240 53,615 54,715 54,715 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 -25 0 25 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.6 0.4 97.3 98.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 14 9 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW per Hour for about 386 Hours) OPEN INTEREST: 58,567 COMMITMENTS 1,767 1,597 938 55,531 55,881 58,236 58,416 331 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 629) 217 0 -12 424 635 629 623 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.7 1.6 94.8 95.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 3 22 22 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 65,754 COMMITMENTS 2,718 5,078 1,139 61,741 59,139 65,598 65,356 156 398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 945) 522 6 -85 508 1,021 945 942 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.7 1.7 93.9 89.9 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 6 4 23 22 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,256 COMMITMENTS 0 925 0 26,164 25,111 26,164 26,036 92 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 425 445 425 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 99.6 95.6 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 26,020 COMMITMENTS 0 225 0 25,636 25,655 25,636 25,880 384 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 480) 0 0 0 480 480 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 98.5 98.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 31,304 COMMITMENTS 1,350 2,141 515 29,380 28,043 31,245 30,699 59 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43) 0 0 0 41 65 41 65 2 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 6.8 1.6 93.9 89.6 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 4 21 19 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 18,985 COMMITMENTS 675 2,133 162 16,950 16,235 17,787 18,530 1,198 455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) 0 50 -20 105 55 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.2 0.9 89.3 85.5 93.7 97.6 6.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 4 2 11 10 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 59,502 COMMITMENTS 4,803 5,884 1,940 52,603 51,639 59,346 59,463 156 39 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 387) 264 289 108 29 -10 401 387 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.9 3.3 88.4 86.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 2 4 31 26 38 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 368 Hours) OPEN INTEREST: 37,540 COMMITMENTS 1,316 2,178 763 35,308 34,532 37,387 37,473 153 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 54) 30 218 -90 114 -74 54 54 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.8 2.0 94.1 92.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 4 5 27 19 33 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 19,865 COMMITMENTS 751 464 200 18,704 19,201 19,655 19,865 210 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) -100 0 0 190 195 90 195 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.3 1.0 94.2 96.7 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 4 1 19 19 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 MW for about 368 Hours) OPEN INTEREST: 19,526 COMMITMENTS 575 150 0 18,820 19,376 19,395 19,526 131 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -40 0 -40 0 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.8 0.0 96.4 99.2 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 0 13 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,390 COMMITMENTS 445 100 490 11,000 11,630 11,935 12,220 455 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) 0 0 0 1,245 1,110 1,245 1,110 0 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.8 4.0 88.8 93.9 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 14 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,381 COMMITMENTS 415 100 485 10,041 10,626 10,941 11,211 440 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) 0 0 0 1,245 1,110 1,245 1,110 0 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.9 4.3 88.2 93.4 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 13 12 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,736 COMMITMENTS 1,250 3,715 1,925 32,395 30,096 35,570 35,736 166 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -50 -50 0 -55 80 -105 30 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 10.4 5.4 90.7 84.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 19 15 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,131 COMMITMENTS 1,250 3,500 1,855 32,860 30,776 35,965 36,131 166 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) -50 -50 0 -65 70 -115 20 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 9.7 5.1 90.9 85.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 19 16 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 116,629 COMMITMENTS 490 5,996 2,554 113,508 107,999 116,552 116,549 77 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,903) -230 -295 200 1,929 1,998 1,899 1,903 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.1 2.2 97.3 92.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 9 5 41 32 47 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 130,309 COMMITMENTS 595 5,451 4,721 124,933 120,057 130,249 130,229 60 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,361) -164 105 242 2,275 2,014 2,353 2,361 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.2 3.6 95.9 92.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 4 11 9 44 34 55 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 545,705 COMMITMENTS 34,190 20,334 54,518 456,662 470,689 545,370 545,541 335 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,870) -1,796 -2,227 969 6,663 7,129 5,836 5,870 34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 3.7 10.0 83.7 86.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 28 14 25 49 41 84 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,259 COMMITMENTS 4,303 100 565 12,261 16,524 17,129 17,189 130 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) -335 -500 500 745 720 910 720 -190 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 0.6 3.3 71.0 95.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 16 14 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,096 COMMITMENTS 3,858 300 355 9,753 13,441 13,966 14,096 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) -335 -300 300 645 435 610 435 -175 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 2.1 2.5 69.2 95.4 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 2 15 14 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1MW for about 352 Hours) OPEN INTEREST: 16,940 COMMITMENTS 2,320 1,250 225 14,371 15,435 16,916 16,910 24 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 784) -100 200 75 809 509 784 784 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.4 1.3 84.8 91.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 2 3 16 27 22 30
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,691 COMMITMENTS 0 4,240 0 81,809 77,569 81,809 81,809 7,882 7,882 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 871) 0 0 0 580 580 580 580 291 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.0 91.2 86.5 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 0 18 21 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 74,612 COMMITMENTS 0 4,700 0 68,457 63,757 68,457 68,457 6,155 6,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 20 0 0 -20 0 0 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 91.8 85.5 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 20 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 2,240 1,005 0 20,875 21,810 23,115 22,815 2,720 3,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 0 0 0 -120 -120 -120 -120 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 3.9 0.0 80.8 84.4 89.5 88.3 10.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 1 0 13 12 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,661 COMMITMENTS 11,620 5,680 4,020 40,834 47,049 56,474 56,749 3,187 2,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 403) 0 250 50 533 283 583 583 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 9.5 6.7 68.4 78.9 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 2 2 19 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,872 COMMITMENTS 2,565 2,785 3,360 31,651 31,706 37,576 37,851 2,296 2,021 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 338) 0 250 50 288 38 338 338 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.0 8.4 79.4 79.5 94.2 94.9 5.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 3 17 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CZS NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,233 COMMITMENTS 0 3,600 1,800 19,508 16,088 21,308 21,488 1,925 1,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.5 7.7 84.0 69.2 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 16 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CZT NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,447 COMMITMENTS 0 325 1,800 16,435 16,550 18,235 18,675 1,212 772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 9.3 84.5 85.1 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 15 10 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,840 COMMITMENTS 885 16,420 90 31,545 15,755 32,520 32,265 1,320 1,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 60 0 60 0 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 48.5 0.3 93.2 46.6 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 15 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,915 COMMITMENTS 13,125 4,755 1,515 67,505 75,805 82,145 82,075 18,770 18,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 300 0 0 150 450 450 450 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 4.7 1.5 66.9 75.1 81.4 81.3 18.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 2 18 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 95,990 COMMITMENTS 13,585 7,300 1,090 64,130 70,350 78,805 78,740 17,185 17,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 575) 435 0 20 210 610 665 630 -90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 7.6 1.1 66.8 73.3 82.1 82.0 17.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 3 18 21 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,174 COMMITMENTS 3,505 13,990 1,190 15,792 6,222 20,487 21,402 4,687 3,772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20) 0 40 -100 45 10 -55 -50 35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 55.6 4.7 62.7 24.7 81.4 85.0 18.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,354 COMMITMENTS 3,505 12,355 1,730 14,745 6,865 19,980 20,950 4,374 3,404 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 40 -70 150 170 80 140 10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 50.7 7.1 60.5 28.2 82.0 86.0 18.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,040 COMMITMENTS 28,555 0 25 33,570 61,485 62,150 61,510 1,890 2,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 0.0 0.0 52.4 96.0 97.0 96.0 3.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 12 10 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,330 COMMITMENTS 27,350 115 190 33,945 61,480 61,485 61,785 2,845 2,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 0.2 0.3 52.8 95.6 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 3 17 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,380 COMMITMENTS 18,760 115 540 32,620 51,415 51,920 52,070 2,460 2,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 0.2 1.0 60.0 94.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 3 18 12 24 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,810 COMMITMENTS 2,330 4,760 530 13,570 11,585 16,430 16,875 3,380 2,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 24.0 2.7 68.5 58.5 82.9 85.2 17.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 4 1 11 8 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,605 COMMITMENTS 17,890 21,300 2,310 47,115 44,045 67,315 67,655 6,290 5,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) -100 0 40 -180 -280 -240 -240 340 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.9 3.1 64.0 59.8 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 17 13 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 67,625 COMMITMENTS 14,060 21,300 2,310 46,340 39,140 62,710 62,750 4,915 4,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) -100 0 40 -20 -120 -80 -80 280 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 31.5 3.4 68.5 57.9 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 17 14 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,997 COMMITMENTS 17,765 14,610 5,520 38,536 41,771 61,821 61,901 4,176 4,096 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,420) 400 50 500 1,270 1,620 2,170 2,170 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 22.1 8.4 58.4 63.3 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 4 19 14 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,750 COMMITMENTS 9,115 10,210 5,815 36,522 35,697 51,452 51,722 3,298 3,028 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,485) 400 50 500 1,335 1,685 2,235 2,235 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 18.6 10.6 66.7 65.2 94.0 94.5 6.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 2 5 19 14 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 192,314 COMMITMENTS 9,759 37,030 7,591 125,832 98,396 143,182 143,017 49,132 49,297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,000) 725 815 180 1,761 1,671 2,666 2,666 2,334 2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 19.3 3.9 65.4 51.2 74.5 74.4 25.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 7 5 30 31 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 153,426 COMMITMENTS 8,334 20,695 7,851 98,918 86,392 115,103 114,938 38,323 38,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,320) 615 955 -110 1,064 719 1,569 1,564 751 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 13.5 5.1 64.5 56.3 75.0 74.9 25.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 6 5 27 30 33 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FJY MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,585 COMMITMENTS 1,500 350 0 21,150 22,060 22,650 22,410 935 1,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 890) 600 0 0 290 950 890 950 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.5 0.0 89.7 93.5 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 13 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,401 COMMITMENTS 2,305 3,935 8,945 57,746 56,346 68,996 69,226 4,405 4,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 50 0 100 230 280 380 380 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.4 12.2 78.7 76.8 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 16 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,150 COMMITMENTS 1,820 3,385 9,370 44,345 42,900 55,535 55,655 6,615 6,495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 396) 250 0 0 -629 -379 -379 -379 775 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.4 15.1 71.4 69.0 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 19 21 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,150 COMMITMENTS 16,900 1,550 3,230 22,090 37,960 42,220 42,740 3,930 3,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,065) 300 600 0 3,570 3,270 3,870 3,870 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 3.4 7.0 47.9 82.3 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 3 17 18 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,315 COMMITMENTS 33,045 1,930 2,030 17,720 49,045 52,795 53,005 2,520 2,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,930) 0 600 0 3,860 3,260 3,860 3,860 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 3.5 3.7 32.0 88.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 3 15 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 179,166 COMMITMENTS 10,090 12,155 6,500 133,240 132,394 149,830 151,049 29,336 28,117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 750) 250 200 0 -1,452 -1,356 -1,202 -1,156 1,952 1,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 6.8 3.6 74.4 73.9 83.6 84.3 16.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 3 2 28 29 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 124,915 COMMITMENTS 4,730 7,455 9,070 95,320 92,550 109,120 109,075 15,795 15,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,740) 250 0 50 4,065 4,315 4,365 4,365 375 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 6.0 7.3 76.3 74.1 87.4 87.3 12.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 25 26 29 30
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 5,258 COMMITMENTS 225 415 129 4,302 3,926 4,656 4,470 602 788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 381) -20 34 21 327 236 328 291 53 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.9 2.5 81.8 74.7 88.6 85.0 11.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 3 26 28 30 32
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 33,157 COMMITMENTS 1,919 0 0 30,861 33,061 32,780 33,061 377 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 498) -46 0 0 559 452 513 452 -15 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 93.1 99.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 0 0 34 40 35 40
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 26,600 COMMITMENTS 239 0 231 26,003 25,754 26,473 25,985 127 615 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 10 0 -10 0 -20 0 -30 50 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.9 97.8 96.8 99.5 97.7 0.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 0 2 28 28 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,540 COMMITMENTS 101 185 373 10,441 10,442 10,915 11,000 625 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,054) 10 -10 118 831 841 959 949 95 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.6 3.2 90.5 90.5 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 3 31 31 34 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 35,054 COMMITMENTS 2,630 649 52 32,192 33,962 34,874 34,663 180 391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,468) 490 187 -37 1,022 1,318 1,475 1,468 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.9 0.1 91.8 96.9 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 2 4 2 33 44 37 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 54,374 COMMITMENTS 2,881 1,275 2,089 48,660 50,334 53,630 53,698 744 676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,055) -344 -127 89 2,227 2,102 1,972 2,064 83 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.3 3.8 89.5 92.6 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 8 9 11 64 58 81 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641H PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Metric Tonnes OPEN INTEREST: 2,744 COMMITMENTS 19 35 78 1,854 2,129 1,951 2,242 793 502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 0 9 -6 168 304 162 307 198 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 2.8 67.6 77.6 71.1 81.7 28.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 16 23 17 25
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,284 COMMITMENTS 110 56 320 3,204 3,159 3,634 3,535 650 749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 167) 0 -28 -9 298 151 289 114 -122 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.3 7.5 74.8 73.7 84.8 82.5 15.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 5 25 24 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,830 COMMITMENTS 784 0 37 53,895 54,309 54,716 54,346 114 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,706) 114 0 -37 2,629 2,780 2,706 2,743 0 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.1 98.3 99.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 5 0 1 41 49 46 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 139,767 COMMITMENTS 5,081 4,824 2,999 130,262 131,253 138,342 139,076 1,425 691 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,527) 358 -186 -318 2,193 3,059 2,233 2,555 294 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.5 2.1 93.2 93.9 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 13 9 12 89 75 106 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,404 COMMITMENTS 6,037 320 80 47,049 52,539 53,166 52,939 238 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,028) 228 0 0 800 1,033 1,028 1,033 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.6 0.1 88.1 98.4 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 1 1 31 35 39 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,064 COMMITMENTS 5,529 1,240 1,793 52,275 56,244 59,597 59,277 467 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,492) 306 -19 119 2,307 2,332 2,732 2,432 -240 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 3.0 87.0 93.6 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 16 5 7 58 53 78 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,423 COMMITMENTS 1,485 644 410 37,335 38,127 39,230 39,181 193 242 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 140 10 -45 445 546 540 511 -15 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.6 1.0 94.7 96.7 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 3 4 41 41 50 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665S MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,072 COMMITMENTS 46 0 20 5,134 5,443 5,200 5,463 872 609 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.3 84.6 89.6 85.6 90.0 14.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 10 15 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,792 COMMITMENTS 55 722 728 22,992 22,897 23,775 24,347 1,017 445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 649) 0 -8 19 586 638 605 649 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.9 2.9 92.7 92.4 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 3 4 35 30 39 35
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 702,406 COMMITMENTS 134,936 25,519 193,246 363,407 468,742 691,588 687,507 10,818 14,900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,833) 350 7,050 3,337 -354 -5,544 3,333 4,843 -499 -2,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 3.6 27.5 51.7 66.7 98.5 97.9 1.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 26 30 46 60 59 111 111
CFTC#06741Q WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 US barrels per lot OPEN INTEREST: 104,774 COMMITMENTS 26,642 2,250 19,656 28,730 65,363 75,028 87,269 29,746 17,504 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 25.4 2.1 18.8 27.4 62.4 71.6 83.3 28.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 3 6 11 11 20 17
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 33,967 COMMITMENTS 0 0 0 32,547 32,507 32,547 32,507 1,420 1,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 962) 0 0 0 962 962 962 962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 95.7 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 7,170 COMMITMENTS 0 0 0 6,860 7,160 6,860 7,160 310 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 99.9 95.7 99.9 4.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 13 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 211,270 COMMITMENTS 0 1,590 0 205,055 194,624 205,055 196,214 6,215 15,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,456) 0 -180 0 -12,189 -12,469 -12,189 -12,649 -1,267 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 97.1 92.1 97.1 92.9 2.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 15 18 15 19
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,616,505 COMMITMENTS 692,955 138,307 934,289 885,077 1469,415 2512,322 2542,011 104,183 74,494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -108) -5,662 8,959 19,352 -12,191 -35,739 1,499 -7,427 -1,608 7,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 5.3 35.7 33.8 56.2 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 384) 132 119 191 107 115 344 330
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,350 COMMITMENTS 8,934 68,605 59,257 107,204 47,488 175,395 175,349 955 1,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,347) 102 -3,606 3,944 1,304 5,193 5,350 5,531 -3 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 38.9 33.6 60.8 26.9 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 4 14 15 19 21
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,157 COMMITMENTS 63,427 29,341 2,569 90,531 103,477 156,527 135,387 17,630 38,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,076) 1,514 2,352 -205 3,208 -5,379 4,517 -3,232 559 8,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 16.8 1.5 52.0 59.4 89.9 77.7 10.1 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 4 7 19 27 27 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,125 COMMITMENTS 32,499 550 21,165 80,270 110,806 133,934 132,521 3,191 4,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,481) -439 -158 -3,919 -10,263 -11,405 -14,621 -15,482 -861 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.4 15.4 58.5 80.8 97.7 96.6 2.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 1 8 23 24 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,075 COMMITMENTS 2,031 49,456 5,849 94,705 36,093 102,585 91,398 9,490 20,677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,395) 195 675 -160 1,560 600 1,595 1,115 -200 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 44.1 5.2 84.5 32.2 91.5 81.6 8.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 6 6 12 10 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 252,576 COMMITMENTS 25,477 66,652 93,962 124,999 84,920 244,439 245,535 8,137 7,041 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -556) 1,256 -2,325 1,854 -2,612 1,543 498 1,072 -1,054 -1,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 26.4 37.2 49.5 33.6 96.8 97.2 3.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 25 17 38 23 23 62 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,878 COMMITMENTS 12,503 2,766 14,296 25,967 35,278 52,766 52,340 113 538 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,486) 2,626 119 -810 -355 2,217 1,461 1,527 25 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 5.2 27.0 49.1 66.7 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 3 5 16 17 22 24
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,971 COMMITMENTS 4,252 0 0 161,499 151,177 165,751 151,177 6,220 20,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,436) -33 0 0 -18,627 -16,444 -18,660 -16,444 224 -1,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 93.9 87.9 96.4 87.9 3.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 0 24 24 25 24
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,339 COMMITMENTS 1,600 0 0 96,861 90,239 98,461 90,239 12,878 21,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,770) -195 0 0 -11,370 -11,771 -11,565 -11,771 1,795 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 87.0 81.0 88.4 81.0 11.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 5,227 COMMITMENTS 0 50 0 5,090 4,980 5,090 5,030 137 197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 0 50 0 235 185 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.4 95.3 97.4 96.2 2.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 16 11 16 12
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 245,322 COMMITMENTS 47,940 47,746 70,583 114,023 117,651 232,547 235,980 12,775 9,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,300) 8 511 4,936 5,463 4,467 10,407 9,914 893 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 19.5 28.8 46.5 48.0 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 79 65 79 61 47 183 156
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 7,241 COMMITMENTS 3,011 1,878 410 2,563 4,161 5,983 6,449 1,257 791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 410) 379 -61 -31 79 542 427 450 -17 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 25.9 5.7 35.4 57.5 82.6 89.1 17.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 33 18 10 20 27 57 51
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 48,761 COMMITMENTS 26,374 10,784 2,601 14,011 33,033 42,987 46,418 5,775 2,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 893) 625 2,898 534 268 -2,709 1,428 723 -535 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.1 22.1 5.3 28.7 67.7 88.2 95.2 11.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181) 86 33 27 38 42 136 90
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,076,778 COMMITMENTS 181,158 73,125 194,572 625,635 749,194 1001,364 1016,890 75,414 59,888 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,198) -7,323 -10,321 4,836 -32,590 -32,257 -35,077 -37,742 -3,121 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 6.8 18.1 58.1 69.6 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 77 56 84 96 82 217 184
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 325,889 COMMITMENTS 47,867 63,228 90,304 173,301 164,010 311,473 317,542 14,416 8,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,481) -62 -2,252 5,364 -318 1,451 4,984 4,563 -503 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 19.4 27.7 53.2 50.3 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 456) 162 102 149 146 129 381 329
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 202,582 COMMITMENTS 78,678 41,031 29,104 66,885 117,765 174,667 187,900 27,916 14,682 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,893) 7,740 7,343 -13,604 -17,325 -17,546 -23,188 -23,806 -705 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 20.3 14.4 33.0 58.1 86.2 92.8 13.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223) 113 41 70 41 52 183 139
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 196,704 COMMITMENTS 67,930 47,804 36,742 77,147 98,303 181,818 182,849 14,886 13,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,125) 7,259 783 -4,533 -4,142 1,794 -1,415 -1,955 290 831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 24.3 18.7 39.2 50.0 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 107 70 75 56 54 208 164
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 990,185 COMMITMENTS 355,678 65,306 291,233 273,880 600,793 920,791 957,333 69,394 32,852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,496) 20,414 5,568 -16,818 -18,257 -3,454 -14,660 -14,704 164 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 6.6 29.4 27.7 60.7 93.0 96.7 7.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 233 80 147 60 70 348 246
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,278 COMMITMENTS 14,992 3,057 0 8,054 19,858 23,046 22,915 1,232 1,363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 343) 111 244 0 302 -32 413 212 -70 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 12.6 0.0 33.2 81.8 94.9 94.4 5.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 12 14 0 7 9 19 23
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,791 COMMITMENTS 29,252 48,578 6,841 70,926 53,265 107,018 108,684 26,773 25,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,929) 6,446 5,053 -857 8,251 8,631 13,840 12,827 -911 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 36.3 5.1 53.0 39.8 80.0 81.2 20.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 17 29 14 33 32 56 69
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,171 COMMITMENTS 12,796 8,539 433 14,685 23,746 27,914 32,717 15,257 10,453 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -812) 1,057 -1,776 -34 -904 1,080 119 -730 -931 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 19.8 1.0 34.0 55.0 64.7 75.8 35.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 7 9 3 13 16 22 26
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,236 COMMITMENTS 55,808 34,713 481 61,639 82,706 117,928 117,899 4,308 4,336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,656) 4,175 6,338 -30 5,330 2,813 9,475 9,121 -819 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 28.4 0.4 50.4 67.7 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 38 33 6 20 34 60 71
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,505 COMMITMENTS 35,071 56,029 18,998 140,065 107,032 194,134 182,059 20,371 32,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,131) 3,990 8,359 27 14,086 6,719 18,103 15,104 29 3,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 26.1 8.9 65.3 49.9 90.5 84.9 9.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 20 29 14 35 50 62 86
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,502 COMMITMENTS 40,571 19,197 15,617 78,196 104,367 134,384 139,181 25,118 20,321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,545) -10,800 -3,812 1,761 1,658 -7,830 -7,380 -9,881 -2,164 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 12.0 9.8 49.0 65.4 84.3 87.3 15.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 20 29 20 38 39 70 76
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,470 COMMITMENTS 9,823 14,787 1,190 5,938 940 16,951 16,918 2,519 2,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,159) -1,838 -2,180 97 -724 83 -2,466 -2,000 307 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 75.9 6.1 30.5 4.8 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 29 27 9 6 5 39 38
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 643,597 COMMITMENTS 180,338 78,317 40,708 330,721 481,901 551,767 600,927 91,829 42,670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,146) -10,929 6,403 1,586 919 -11,152 -8,425 -3,163 3,278 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 12.2 6.3 51.4 74.9 85.7 93.4 14.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 269) 76 49 43 115 80 205 158
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,335 COMMITMENTS 6,700 17,409 1,907 16,636 4,868 25,243 24,184 2,092 3,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,346) 706 106 1,509 988 1,521 3,203 3,136 143 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 63.7 7.0 60.9 17.8 92.3 88.5 7.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 15 19 6 8 10 26 32
CFTC#111415 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 27,189 COMMITMENTS 11,937 2,478 4,076 8,721 19,038 24,734 25,592 2,455 1,597 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -402) -120 -158 -192 -60 5 -372 -345 -30 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 9.1 15.0 32.1 70.0 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 2 5 17 14 23 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 357,107 COMMITMENTS 79,285 31,353 62,286 192,913 247,889 334,484 341,528 22,623 15,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,221) 6 3,279 -5,941 -2,840 -6,320 -8,776 -8,982 -1,445 -1,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 8.8 17.4 54.0 69.4 93.7 95.6 6.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 237) 74 44 73 90 98 202 183
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,877 COMMITMENTS 16,314 15,981 605 10,362 10,756 27,281 27,342 3,596 3,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,476) 140 -221 -53 868 1,820 955 1,546 520 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 51.8 2.0 33.6 34.8 88.4 88.6 11.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 33 22 9 14 12 51 39
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 256,691 COMMITMENTS 43,454 114,865 55,655 137,995 62,085 237,104 232,605 19,587 24,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,007) -2,464 5,821 -1,168 10,332 2,711 6,700 7,364 1,307 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 44.7 21.7 53.8 24.2 92.4 90.6 7.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 27 67 60 30 28 103 114
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,657 COMMITMENTS 9,258 2,571 0 1,992 8,032 11,250 10,603 407 1,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 962) 924 225 0 224 579 1,148 804 -186 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.4 22.1 0.0 17.1 68.9 96.5 91.0 3.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 11 0 4 4 11 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 37,645 COMMITMENTS 6,956 19,869 977 23,231 8,808 31,164 29,653 6,481 7,992 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 835) 109 -1,321 141 112 977 362 -203 472 1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 52.8 2.6 61.7 23.4 82.8 78.8 17.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 17 16 10 34 23 55 45
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 75,290 COMMITMENTS 13,911 39,737 1,953 46,463 17,616 62,327 59,306 12,963 15,984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,669) 219 -2,642 282 224 1,953 725 -406 945 2,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 52.8 2.6 61.7 23.4 82.8 78.8 17.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 17 16 10 34 23 55 45
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,371 COMMITMENTS 4,566 1,872 0 29,840 33,498 34,406 35,370 1,965 1,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,326) 375 409 0 4,321 3,587 4,696 3,996 -370 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 5.1 0.0 82.0 92.1 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 0 16 9 19 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1178,883 ******** 8086,147 7911,391 ******** ******** 689,826 737,807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 622,779) 21,194 157,793 391,993 186,819 77,303 600,006 627,089 22,773 -4,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 5.3 55.8 36.3 35.6 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 63 59 102 115 119 236 229
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 8,123 COMMITMENTS 5,653 6,893 562 0 0 6,215 7,455 1,908 668 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,969) -972 -1,537 -566 0 0 -1,538 -2,102 -431 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.6 84.9 6.9 0.0 0.0 76.5 91.8 23.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 34 26 9 0 0 42 27
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 151,268 COMMITMENTS 11,761 40,577 25,197 114,144 85,375 151,102 151,149 166 119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57) 31 1,848 -2,055 2,070 284 46 77 11 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 26.8 16.7 75.5 56.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 12 18 16 14 23 37 46
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 299,037 COMMITMENTS 23,324 103,418 22,161 253,501 172,833 298,986 298,412 51 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,106) -170 3,115 -2,873 8,204 4,376 5,161 4,618 -55 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 34.6 7.4 84.8 57.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 12 32 25 21 42 51 81
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 167,225 COMMITMENTS 10,275 52,345 12,817 143,329 100,051 166,422 165,213 804 2,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,957) 127 302 -2,529 -4,472 -4,689 -6,874 -6,916 -83 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 31.3 7.7 85.7 59.8 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 191) 34 91 22 32 47 82 151
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 687,633 COMMITMENTS 74,097 89,210 102,416 441,450 414,754 617,964 606,381 69,670 81,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,637) 7,207 122 -7,157 8,892 16,899 8,942 9,864 11,695 10,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 13.0 14.9 64.2 60.3 89.9 88.2 10.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 614) 106 114 113 286 309 453 475
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,625 COMMITMENTS 440 3,972 7,184 9,910 9,490 17,534 20,646 11,091 7,979 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 13.9 25.1 34.6 33.2 61.3 72.1 38.7 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 7 9 8 9 17 19
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,295,043 COMMITMENTS 368,289 426,194 476,161 2157,699 2026,320 3002,148 2928,675 292,895 366,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,938) 33,836 -19,248 -71,708 -5,089 37,045 -42,960 -53,911 3,022 13,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 12.9 14.5 65.5 61.5 91.1 88.9 8.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 611) 105 114 111 282 306 448 470 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874E E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 7,892 COMMITMENTS 1,825 0 0 4,646 7,398 6,471 7,398 1,421 494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 0.0 0.0 58.9 93.7 82.0 93.7 18.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 12 8 13 8
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 37,918 COMMITMENTS 2,958 3,242 46 34,370 34,614 37,374 37,902 544 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,706) 25 929 0 1,503 789 1,528 1,718 178 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 8.6 0.1 90.6 91.3 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 2 25 23 30 26
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,790 COMMITMENTS 7,417 2,771 1,422 12,822 17,452 21,661 21,645 129 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,552) 717 -1,526 -442 -3,714 -1,621 -3,439 -3,589 -113 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 12.7 6.5 58.8 80.1 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 7 5 19 14 26 24
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 43,079 COMMITMENTS 15,676 6,421 3,847 17,030 25,850 36,553 36,118 6,526 6,961 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,706) 992 -34 -491 1,086 2,005 1,587 1,480 119 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 14.9 8.9 39.5 60.0 84.9 83.8 15.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 62 43 31 106 102 182 162
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 215,395 COMMITMENTS 78,379 32,104 19,237 85,150 129,248 182,766 180,589 32,629 34,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,529) 4,962 -168 -2,455 5,429 10,024 7,937 7,402 593 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 14.9 8.9 39.5 60.0 84.9 83.8 15.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 62 43 31 106 102 182 162
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 22,194 COMMITMENTS 13,429 21,230 486 8,022 179 21,937 21,895 257 299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 314) 231 76 0 71 0 302 76 12 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 95.7 2.2 36.1 0.8 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 16 16 3 4 1 23 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,655 COMMITMENTS 41,247 41,951 9,493 46,389 42,891 97,128 94,335 20,527 23,321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,055) 3,977 2,377 -882 2,301 1,582 5,396 3,077 -342 1,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 35.7 8.1 39.4 36.5 82.6 80.2 17.4 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 16 21 10 27 30 48 56
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,789 COMMITMENTS 90,171 70,415 14,801 417,862 437,837 522,833 523,052 20,956 20,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,255) 4,894 -9,380 509 7,917 23,415 13,319 14,544 936 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.9 2.7 76.8 80.5 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 57 40 24 142 151 210 204
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,537 COMMITMENTS 5,204 4,255 120 22,674 21,012 27,998 25,387 6,539 9,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,266) 328 24 3 2,072 2,135 2,403 2,162 -137 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 12.3 0.3 65.7 60.8 81.1 73.5 18.9 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 12 5 3 22 22 34 30
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 450,740 COMMITMENTS 42,235 8,467 193 401,271 436,663 443,699 445,323 7,041 5,417 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -652 -2,114 68 620 2,192 36 146 -236 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.9 0.0 89.0 96.9 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 24 10 6 106 84 133 97
CFTC#244042 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,188,440 COMMITMENTS 187,632 104,167 14,381 954,836 1042,807 1156,849 1161,355 31,591 27,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,310) 11,287 8,828 720 9,248 2,534 21,255 12,082 1,055 10,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 8.8 1.2 80.3 87.7 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 413) 79 53 29 226 141 318 210
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,860 COMMITMENTS 11,441 16,578 21,925 37,476 31,762 70,842 70,265 18 595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,536) 600 1,377 470 3,467 2,686 4,537 4,533 -1 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 23.4 30.9 52.9 44.8 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 4 1 3 9 10 13
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,041 COMMITMENTS 4,276 5,024 118 7,308 14,406 11,702 19,548 12,339 4,493 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 753 -101 0 -26 447 727 346 -197 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.9 0.5 30.4 59.9 48.7 81.3 51.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 1 11 10 18 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 63,501 COMMITMENTS 7,130 5,636 282 47,387 52,810 54,799 58,728 8,702 4,773 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -93) 846 -218 -130 -188 224 528 -124 -621 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.9 0.4 74.6 83.2 86.3 92.5 13.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 10 7 7 37 34 50 45
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 156,607 COMMITMENTS 49,032 399 5,157 101,922 151,005 156,111 156,561 496 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,543) -680 18 584 2,421 1,946 2,325 2,548 218 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 0.3 3.3 65.1 96.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 28 3 5 42 26 73 33
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,562 COMMITMENTS 2,425 410 115 18,669 21,027 21,209 21,552 353 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 947) 300 30 25 637 922 962 977 -15 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.9 0.5 86.6 97.5 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 4 2 35 23 40 28
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/30/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,226 COMMITMENTS 466 144 291 3,088 3,735 3,845 4,170 381 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -66) 9 35 25 -65 -110 -31 -50 -35 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 3.4 6.9 73.1 88.4 91.0 98.7 9.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 4 14 12 19 18