CFTC Commitments of Traders

Futures+Options 1/18/20


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3.5% FUEL OIL RDAM CRACK  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 NIKKEI STK INDEX      IMM POUND STERLING          

IMM RUSSIAN RUBLE         IMM S&P 500 STK INDX        

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

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: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,320 COMMITMENTS 137,978 103,286 248,991 183,850 200,808 570,819 553,085 33,502 51,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50,962) 10,577 6,110 32,343 5,591 9,173 48,510 47,626 2,451 3,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 17.1 41.2 30.4 33.2 94.5 91.5 5.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 422) 138 124 155 87 131 316 337
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 18,216 COMMITMENTS 7,115 0 852 10,191 17,097 18,158 17,949 58 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,387) 557 0 163 668 1,199 1,387 1,362 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 0.0 4.7 55.9 93.9 99.7 98.5 0.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 0 3 12 22 18 25
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,056 COMMITMENTS 65,424 55,059 107,441 113,250 131,449 286,115 293,949 28,941 21,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,898) 3,138 -464 11,530 7,828 9,380 22,496 20,446 -598 1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 17.5 34.1 35.9 41.7 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 101 61 100 99 92 250 211
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 65,109 COMMITMENTS 10,081 9,111 6,529 35,578 36,607 52,189 52,247 12,921 12,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,322) 275 -711 47 2,175 3,001 2,498 2,337 -175 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 14.0 10.0 54.6 56.2 80.2 80.2 19.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 15 10 13 45 37 64 58
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,873,406 COMMITMENTS 271,823 299,395 533,477 755,964 832,170 1561,264 1665,043 312,142 208,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 89,944) 23,967 27,166 31,479 31,466 20,440 86,912 79,084 3,032 10,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 16.0 28.5 40.4 44.4 83.3 88.9 16.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 812) 177 138 201 402 381 684 629
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,938 COMMITMENTS 2,161 127 1 1,255 3,915 3,417 4,043 1,521 895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) 257 -90 1 -44 173 214 84 3 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 2.6 0.0 25.4 79.3 69.2 81.9 30.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 1 1 8 9 17 11
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 887,409 COMMITMENTS 123,084 94,297 266,738 428,875 450,606 818,697 811,641 68,712 75,768 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,370) 5,529 -2,261 11,198 9,338 15,867 26,066 24,804 2,305 3,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 10.6 30.1 48.3 50.8 92.3 91.5 7.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 594) 182 131 212 208 224 499 473
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 17,314 COMMITMENTS 4,776 954 516 12,022 15,839 17,314 17,309 0 5 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 27.6 5.5 3.0 69.4 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 3 2 13 8 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 69,129 COMMITMENTS 39,505 22,595 2,743 26,691 43,606 68,939 68,944 190 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,640) -1,101 -341 274 -813 -1,573 -1,640 -1,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 32.7 4.0 38.6 63.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 20 8 6 18 19 42 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 68,122 COMMITMENTS 27,370 17,424 7,843 32,767 42,781 67,980 68,047 142 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -102) -1,013 -155 -95 1,013 227 -96 -23 -6 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 25.6 11.5 48.1 62.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 25 8 16 23 18 52 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 154,033 COMMITMENTS 41,935 24,401 3,984 108,114 125,648 154,033 154,033 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 27.2 15.8 2.6 70.2 81.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 7 4 16 15 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 124,974 COMMITMENTS 17,548 15,298 3,859 103,567 105,817 124,974 124,974 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532) 28 0 172 332 360 532 532 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 12.2 3.1 82.9 84.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 2 3 18 11 26 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 31,910 COMMITMENTS 16,529 3,751 2,590 12,792 25,569 31,910 31,910 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,991) 2,309 0 477 205 2,514 2,991 2,991 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 11.8 8.1 40.1 80.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 11 4 4 10 15 22 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,464 COMMITMENTS 8,218 1,100 0 27,246 34,364 35,464 35,464 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -202) 58 0 0 -260 -202 -202 -202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.1 0.0 76.8 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 1 0 12 6 21 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 14,342 COMMITMENTS 6,861 450 858 6,623 13,034 14,342 14,342 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 325 0 0 200 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 3.1 6.0 46.2 90.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 2 2 7 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DJ RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 15,907 COMMITMENTS 613 506 69 15,226 15,332 15,907 15,907 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,358) -402 6 69 2,691 2,283 2,358 2,358 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.2 0.4 95.7 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 1 12 10 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,455 COMMITMENTS 925 2,800 400 11,130 9,255 12,455 12,455 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 117) 75 0 35 7 82 117 117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 22.5 3.2 89.4 74.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 12 8 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: 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: 21,217 COMMITMENTS 2,618 5,950 850 17,722 14,417 21,190 21,217 27 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,317) 450 75 -80 947 1,322 1,317 1,317 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 28.0 4.0 83.5 68.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 7 3 12 11 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 46,149 COMMITMENTS 21,101 10,650 2,437 22,611 33,062 46,149 46,149 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,814) -244 450 200 1,858 1,164 1,814 1,814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 23.1 5.3 49.0 71.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 3 5 15 10 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DP MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 14,685 COMMITMENTS 550 7,400 1,450 12,685 5,835 14,685 14,685 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 50.4 9.9 86.4 39.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 3 2 11 7 14 11
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 582,432 COMMITMENTS 163,107 31,382 157,492 224,347 368,392 544,945 557,266 37,487 25,166 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,497) 782 -972 26,620 -1,597 3,091 25,805 28,739 -2,308 -5,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 5.4 27.0 38.5 63.3 93.6 95.7 6.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 128 67 124 94 93 297 230
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,203,666 COMMITMENTS 116,921 181,621 98,207 811,975 782,124 1027,103 1061,952 176,563 141,714 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,674) 3,985 -18,295 -6,535 24,796 31,657 22,247 6,828 428 15,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 15.1 8.2 67.5 65.0 85.3 88.2 14.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 194) 38 24 40 104 100 158 148
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,568 COMMITMENTS 56,958 501,235 8,239 1028,429 651,304 1093,626 1160,778 160,942 93,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,798) -3,573 3,264 -817 18,403 9,611 14,013 12,059 3,785 5,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 40.0 0.7 82.0 51.9 87.2 92.5 12.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 16 17 15 88 78 111 103
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 25,708 COMMITMENTS 3,705 0 2,835 18,910 22,812 25,450 25,647 258 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -356) 485 0 169 -1,030 -515 -376 -346 20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.0 11.0 73.6 88.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 0 5 23 24 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,668 COMMITMENTS 1,687 3,096 2,946 31,903 31,593 36,536 37,635 1,132 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,601) -225 398 225 2,601 1,978 2,601 2,601 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.2 7.8 84.7 83.9 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 3 21 21 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141R USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 6,210 COMMITMENTS 132 1,825 404 5,662 3,981 6,198 6,210 12 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112) 13 -100 0 99 212 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 29.4 6.5 91.2 64.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 2 14 12 17 14
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,538 COMMITMENTS 2,987 1,019 740 12,766 14,717 16,493 16,476 45 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) 144 217 -40 181 118 285 295 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 6.2 4.5 77.2 89.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 1 4 25 31 32 35
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,696 COMMITMENTS 300 1,322 392 7,742 6,979 8,434 8,693 262 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 90 -568 356 -288 384 158 172 17 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 15.2 4.5 89.0 80.3 97.0 **** 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 3 16 16 20 19
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,833 COMMITMENTS 54,297 65,922 92,352 230,801 235,049 377,450 393,323 48,382 32,510 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,693) -10,052 4,344 -16,125 6,447 -10,086 -19,730 -21,867 -2,963 -826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 15.5 21.7 54.2 55.2 88.6 92.4 11.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 201) 49 43 71 90 97 180 176
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,835 COMMITMENTS 495 4,625 195 28,402 30,379 29,092 35,199 10,743 4,636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,244) 495 1,300 20 7,643 5,316 8,158 6,636 -1,914 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 11.6 0.5 71.3 76.3 73.0 88.4 27.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 16 19 17 21
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,090,165 COMMITMENTS 315,391 161,633 392,788 4351,901 4507,081 5060,080 5061,502 30,085 28,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71,501) 61,717 7,213 -19,231 29,041 83,618 71,527 71,600 -26 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.2 7.7 85.5 88.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 37 24 44 145 114 200 164
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,123,573 COMMITMENTS 29,338 55,215 362,114 730,329 704,305 1121,781 1121,633 1,792 1,939 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,527) 2,183 -573 35,126 3,123 5,809 40,431 40,362 96 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.9 32.2 65.0 62.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 14 11 20 43 41 66 63
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,660 COMMITMENTS 4,633 4,939 0 241,870 262,380 246,503 267,319 26,157 5,341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,526) -360 -463 -302 4,553 5,660 3,891 4,895 1,635 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.8 0.0 88.7 96.2 90.4 98.0 9.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 0 26 22 28 24
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,852 COMMITMENTS 1,971 123 898 128,349 121,006 131,218 122,027 3,634 12,825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -592) 1,788 -94 123 -922 486 989 515 -1,581 -1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.7 95.2 89.7 97.3 90.5 2.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 22 24 25 26
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,276 COMMITMENTS 8,087 1,362 5,811 305,354 321,241 319,252 328,414 12,024 2,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,179) 2,276 -3,894 524 5,855 11,175 8,655 7,805 -476 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.4 1.8 92.2 97.0 96.4 99.1 3.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 2 3 33 33 37 37
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,619 COMMITMENTS 8,102 10,758 2,562 833,406 838,575 844,070 851,895 9,549 1,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,959) -305 221 502 10,908 10,209 11,105 10,932 -146 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.3 0.3 97.6 98.2 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 2 4 39 27 46 32
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,148 COMMITMENTS 2,836 5,752 1,326 348,425 343,031 352,587 350,109 6,561 9,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,154) 237 -34 -92 2,069 4,477 2,214 4,351 -1,060 -3,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.6 0.4 97.0 95.5 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 2 3 2 40 40 43 44
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 512,806 COMMITMENTS 1,022 1,880 700 503,595 501,487 505,317 504,067 7,489 8,739 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,188) 0 1,284 642 13,522 11,229 14,164 13,155 -976 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 0.1 98.2 97.8 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 1 3 2 40 37 43 40
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,971 COMMITMENTS 0 2,466 0 389,227 382,033 389,227 384,499 6,744 11,472 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,032) 0 -880 0 14,106 13,383 14,106 12,503 -74 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 98.3 96.5 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 1 0 38 32 38 33
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,582 COMMITMENTS 449 3,759 1,050 97,164 94,696 98,663 99,505 3,919 3,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,553) 323 -517 764 1,217 1,162 2,304 1,409 -751 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.7 1.0 94.7 92.3 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 3 17 21 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,243 COMMITMENTS 0 362 0 24,081 23,641 24,081 24,003 1,162 1,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,321) 0 0 0 3,476 3,408 3,476 3,408 -155 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 95.4 93.7 95.4 95.1 4.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 1 0 14 16 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 268,349 COMMITMENTS 0 2,568 0 265,903 257,106 265,903 259,674 2,446 8,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,066) 0 2,084 -58 31,809 28,933 31,751 30,959 -685 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.1 95.8 99.1 96.8 0.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 1 0 25 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 184,266 COMMITMENTS 0 0 0 178,982 181,164 178,982 181,164 5,284 3,102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,362) 0 0 0 7,119 5,871 7,119 5,871 -757 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 98.3 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 26 21 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 288,898 COMMITMENTS 0 2,736 0 282,088 283,994 282,088 286,730 6,810 2,168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,996) 0 0 0 24,752 25,083 24,752 25,083 244 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 97.6 98.3 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 0 22 23 22 24
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 37,480 COMMITMENTS 3,999 0 0 32,199 37,265 36,198 37,265 1,282 215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,830) 0 0 0 8,106 8,686 8,106 8,686 -276 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.0 85.9 99.4 96.6 99.4 3.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 0 12 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 564,570 COMMITMENTS 27,442 136 7,256 521,028 547,705 555,726 555,097 8,844 9,473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,211) -777 14 862 6,201 3,839 6,286 4,715 -3,075 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 1.3 92.3 97.0 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 6 2 6 52 40 61 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 191,074 COMMITMENTS 86 856 1,454 185,636 180,158 187,176 182,468 3,898 8,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,978) -212 437 -128 4,703 3,210 4,363 3,519 -385 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.8 97.2 94.3 98.0 95.5 2.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 2 22 19 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 45,517 COMMITMENTS 98 418 544 44,077 43,178 44,719 44,140 798 1,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,388) -428 418 0 6,940 5,532 6,512 5,950 -124 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 1.2 96.8 94.9 98.2 97.0 1.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 1 16 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 88,796 COMMITMENTS 0 0 0 82,409 83,053 82,409 83,053 6,387 5,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,053) 0 0 0 2,114 2,776 2,114 2,776 939 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.8 93.5 92.8 93.5 7.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 16 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 263,316 COMMITMENTS 798 0 0 255,672 262,768 256,470 262,768 6,846 548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 716) -522 0 0 1,180 716 658 716 58 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 97.1 99.8 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 22 17 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 249,693 COMMITMENTS 6,924 6,975 558 238,495 241,331 245,977 248,864 3,716 829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,822) -522 0 0 8,344 7,822 7,822 7,822 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.8 0.2 95.5 96.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 2 1 33 26 39 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,111 COMMITMENTS 0 868 0 112,850 113,267 112,850 114,135 2,261 976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,744) 0 0 0 3,690 3,628 3,690 3,628 54 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.0 98.4 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 2 0 20 22 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 24,993 COMMITMENTS 383 0 0 23,579 24,838 23,962 24,838 1,031 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,582) 0 0 0 2,582 2,582 2,582 2,582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 94.3 99.4 95.9 99.4 4.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 16 13 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 256,210 COMMITMENTS 0 837 1,702 250,511 244,514 252,213 247,053 3,997 9,157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,879) -370 75 632 4,799 5,359 5,061 6,066 -182 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.7 97.8 95.4 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 3 2 36 32 38 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,616 COMMITMENTS 0 0 0 98,345 97,872 98,345 97,872 271 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 604) 0 0 0 488 604 488 604 116 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 9 14 9 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,109 COMMITMENTS 0 0 0 87,214 83,828 87,214 83,828 11,895 15,281 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,571) 0 0 0 3,143 2,525 3,143 2,525 428 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.0 84.6 88.0 84.6 12.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 211,252 COMMITMENTS 0 898 0 207,049 205,826 207,049 206,724 4,203 4,528 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,014) 0 0 0 3,879 4,888 3,879 4,888 135 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 98.0 97.4 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 1 0 24 29 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 186,142 COMMITMENTS 0 0 0 181,486 182,734 181,486 182,734 4,656 3,408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,396) 0 0 0 2,599 2,135 2,599 2,135 -203 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 98.2 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 82,262 COMMITMENTS 0 0 0 74,400 81,172 74,400 81,172 7,862 1,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 304) 0 0 0 304 1,281 304 1,281 0 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 98.7 90.4 98.7 9.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 20 15 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 179,027 COMMITMENTS 2,940 0 373 169,888 167,367 173,201 167,740 5,826 11,287 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) 80 0 373 1,630 101 2,083 474 -1,904 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.2 94.9 93.5 96.7 93.7 3.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 18 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 154,791 COMMITMENTS 0 6,882 6,559 135,668 130,486 142,227 143,927 12,564 10,864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,244) 0 -1,406 183 1,711 4,680 1,894 3,457 1,350 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 4.2 87.6 84.3 91.9 93.0 8.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 4 3 25 28 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 42,550 COMMITMENTS 367 0 0 41,086 41,144 41,453 41,144 1,097 1,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,129) 0 0 0 1,100 1,013 1,100 1,013 29 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.6 96.7 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 12 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 224,184 COMMITMENTS 0 2,372 3,219 215,018 212,213 218,237 217,804 5,947 6,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,721) 0 -720 466 717 2,767 1,183 2,513 538 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.4 95.9 94.7 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 0 4 2 34 35 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 130,238 COMMITMENTS 1,159 620 27 124,466 126,329 125,652 126,976 4,586 3,262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,659) 128 310 -147 3,913 3,578 3,894 3,741 -235 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.0 95.6 97.0 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 1 26 26 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 152,978 COMMITMENTS 600 0 0 144,847 148,353 145,447 148,353 7,531 4,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,114) 0 0 0 2,206 2,083 2,206 2,083 -92 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 94.7 97.0 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 0 18 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,811 COMMITMENTS 418 1,779 147 28,566 28,760 29,131 30,686 2,680 1,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,730) 418 26 -240 7,759 7,944 7,937 7,730 -207 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.6 0.5 89.8 90.4 91.6 96.5 8.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 12 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 276,131 COMMITMENTS 0 0 0 260,689 275,724 260,689 275,724 15,442 407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 763) 0 0 0 -614 763 -614 763 1,377 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 99.9 94.4 99.9 5.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 27 16 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 104,264 COMMITMENTS 7,622 8,774 0 88,484 92,896 96,106 101,670 8,158 2,594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,561) 0 0 0 3,530 3,591 3,530 3,591 31 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.4 0.0 84.9 89.1 92.2 97.5 7.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 13 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 204,459 COMMITMENTS 0 757 451 200,881 201,815 201,332 203,023 3,127 1,436 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,399) 0 -91 91 3,364 4,399 3,455 4,399 944 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 98.3 98.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 1 21 24 22 25
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,485,991 COMMITMENTS 247,093 486,713 504,490 649,972 457,646 1401,555 1448,849 84,436 37,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 115,764) 4,147 36,515 38,520 70,272 39,829 112,939 114,864 2,825 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 32.8 33.9 43.7 30.8 94.3 97.5 5.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 367) 143 122 161 82 64 319 270
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 448,917 COMMITMENTS 44,118 17,731 127,551 269,951 298,324 441,620 443,606 7,297 5,311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,607) 7,095 2,715 4,099 2,755 6,779 13,949 13,593 -341 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 3.9 28.4 60.1 66.5 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 43 31 58 60 52 127 117
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 309,343 COMMITMENTS 38,348 61,547 36,757 217,619 196,257 292,723 294,560 16,619 14,782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,047) -1,858 1,873 1,232 8,804 6,022 8,178 9,127 -2,131 -3,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 19.9 11.9 70.3 63.4 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 15 14 21 48 43 77 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 88,016 COMMITMENTS 9,821 23,548 11,657 53,943 44,848 75,421 80,053 12,595 7,963 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,554) 1,685 2,046 341 -3,278 -1,131 -1,252 1,256 2,806 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 26.8 13.2 61.3 51.0 85.7 91.0 14.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 13 17 23 24 41 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 150,590 COMMITMENTS 25,628 27,006 106,599 18,116 16,792 150,343 150,397 247 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,924) 2,712 2,625 1,041 1,076 1,236 4,829 4,902 95 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 17.9 70.8 12.0 11.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 11 9 16 6 9 22 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 171,919 COMMITMENTS 159 4,066 21,461 143,694 140,815 165,314 166,342 6,606 5,577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,751) -49 -512 0 -1,462 -1,152 -1,511 -1,664 -240 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.4 12.5 83.6 81.9 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 5 6 15 15 21 21
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,009 COMMITMENTS 1,260 5,116 1,702 16,083 12,051 19,045 18,869 964 1,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 638) 9 -185 302 445 574 756 691 -118 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 25.6 8.5 80.4 60.2 95.2 94.3 4.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 5 6 18 17 24 26
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 6,690 COMMITMENTS 90 461 90 6,383 5,990 6,563 6,541 127 149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 393) 0 -24 0 378 397 378 373 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 6.9 1.3 95.4 89.5 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 1 17 16 18 20
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,107 COMMITMENTS 9,627 157 3,864 17,392 26,949 30,883 30,970 224 137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,673) 90 131 954 2,579 2,631 3,623 3,717 50 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 0.5 12.4 55.9 86.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 16 4 12 45 57 65 70
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 489,872 COMMITMENTS 82,749 96,962 98,212 258,744 263,904 439,706 459,078 50,166 30,793 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,681) 324 4,648 10,281 7,840 3,960 18,444 18,888 2,237 1,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 19.8 20.0 52.8 53.9 89.8 93.7 10.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 323) 82 85 92 124 98 261 231
CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,578 COMMITMENTS 30 140 0 1,339 1,114 1,369 1,254 209 324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 30 30 -10 118 137 138 157 30 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 8.9 0.0 84.9 70.6 86.8 79.5 13.2 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 17 13 18 15
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 299,557 COMMITMENTS 63,568 22,604 93,049 123,928 173,576 280,545 289,230 19,012 10,327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,466) 7,043 -4,341 8,851 3,817 15,112 19,712 19,622 -245 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 7.5 31.1 41.4 57.9 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 312) 136 76 109 73 73 263 213
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 772,269 COMMITMENTS 182,985 6,572 21,043 539,375 728,138 743,403 755,753 28,866 16,516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,789) 1,461 0 642 1,106 3,147 3,209 3,789 580 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.9 2.7 69.8 94.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 4 8 34 32 44 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,030 COMMITMENTS 4,533 5,708 7,762 96,701 103,844 108,996 117,314 15,034 6,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,953) 33 419 834 1,835 1,658 2,702 2,911 251 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.6 6.3 78.0 83.7 87.9 94.6 12.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 7 11 23 22 34 33
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,054 COMMITMENTS 5,233 2,008 631 3,766 7,906 9,630 10,545 2,424 1,509 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 728) -38 141 242 190 395 393 777 335 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 16.7 5.2 31.2 65.6 79.9 87.5 20.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 26 10 10 15 16 47 31
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,300 COMMITMENTS 2,926 9,637 3,410 11,385 7,324 17,721 20,371 5,579 2,929 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,937) 28 938 641 653 -222 1,321 1,357 616 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 41.4 14.6 48.9 31.4 76.1 87.4 23.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 23 34 17 29 13 62 59
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,626,124 COMMITMENTS 827,178 1115,867 72,184 2533,714 2323,152 3433,076 3511,203 193,048 114,921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,495) 43,131 228 4,252 3,604 47,126 50,987 51,606 5,508 4,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 30.8 2.0 69.9 64.1 94.7 96.8 5.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 366) 70 50 44 196 142 291 211
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,416,360 COMMITMENTS 566,106 748,210 493,849 2925,903 2742,966 3985,858 3985,025 430,502 431,335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100,309) -92,396 -39,242 -79,775 60,436 22,974 -111,735 -96,043 11,426 -4,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 16.9 11.2 66.3 62.1 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 425) 71 89 93 225 204 349 333
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,592 COMMITMENTS 106,730 136,967 6,092 695,013 608,565 807,835 751,624 115,757 171,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,861) 980 8,616 -981 8,296 4,528 8,295 12,163 -1,434 -5,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 14.8 0.7 75.3 65.9 87.5 81.4 12.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 10 17 8 64 72 80 91
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,521,069 COMMITMENTS 414,669 716,716 235,183 3545,549 3256,827 4195,401 4208,726 325,668 312,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,288) 13,839 642 5,696 -2,730 2,746 16,805 9,084 -4,517 3,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 15.9 5.2 78.4 72.0 92.8 93.1 7.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 333) 57 55 52 169 162 253 242
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,854,544 COMMITMENTS 556,745 159,690 372,105 875,975 1288,845 1804,825 1820,640 49,719 33,904 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,022) 43,430 12,013 11,992 9,393 47,402 64,816 71,407 7,206 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 8.6 20.1 47.2 69.5 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142) 45 23 44 65 61 128 111
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,560 COMMITMENTS 0 3,130 1,276 10,146 7,480 11,422 11,885 1,138 675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 890) 0 11 132 850 707 982 850 -92 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.9 10.2 80.8 59.6 90.9 94.6 9.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 9 4 30 26 34 35
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,558 COMMITMENTS 3,937 1,291 9,095 16,139 13,452 29,170 23,837 4,388 9,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,950) -222 296 657 1,560 421 1,995 1,374 -45 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 3.8 27.1 48.1 40.1 86.9 71.0 13.1 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 20 12 23 33 28 62 54
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,420 COMMITMENTS 600 1,949 1,756 7,892 6,984 10,247 10,689 1,173 732 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 616) 130 93 135 364 387 629 616 -13 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 17.1 15.4 69.1 61.2 89.7 93.6 10.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 5 9 33 24 44 34
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,202 COMMITMENTS 5,233 169 1,254 3,356 5,895 9,842 7,317 360 2,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 353) 88 -121 113 159 549 360 541 -7 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 1.7 12.3 32.9 57.8 96.5 71.7 3.5 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 1 6 15 18 23 24
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 379,028 COMMITMENTS 86,977 59,410 121,687 136,517 158,050 345,181 339,147 33,847 39,881 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,169) 2,702 4,480 4,919 644 -31 8,266 9,368 904 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 15.7 32.1 36.0 41.7 91.1 89.5 8.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 368) 144 95 152 94 96 309 288
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,456 COMMITMENTS 147,972 41,635 115,491 154,234 230,168 417,696 387,294 29,760 60,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,912) 3,441 663 6,825 4,825 5,588 15,091 13,076 821 2,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 9.3 25.8 34.5 51.4 93.3 86.6 6.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 443) 146 72 142 143 189 359 350
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,567 COMMITMENTS 1,432 437 481 604 1,781 2,517 2,699 1,050 868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11) -163 -35 46 77 46 -39 57 28 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 12.3 13.5 16.9 49.9 70.6 75.7 29.4 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 15 7 8 10 14 30 25
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,044 COMMITMENTS 20,238 10,051 23,326 11,169 12,340 54,733 45,717 7,310 16,327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,725) 1,628 171 1,216 710 934 3,554 2,321 171 1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 16.2 37.6 18.0 19.9 88.2 73.7 11.8 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 216) 63 47 74 54 69 165 162
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,741 COMMITMENTS 1,811 3,240 4,262 17,001 14,488 23,074 21,991 667 1,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 599) 53 324 49 564 229 665 602 -66 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 13.6 18.0 71.6 61.0 97.2 92.6 2.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 12 15 14 28 27 50 46
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 25,093 COMMITMENTS 3,124 2,405 2,978 18,461 19,429 24,563 24,812 530 281 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 824) 30 291 35 758 495 823 820 1 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.6 11.9 73.6 77.4 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 9 9 17 25 24 42 42
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 41,847 COMMITMENTS 5,400 1,767 930 35,397 39,150 41,727 41,847 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) -410 672 40 1,184 102 814 814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.2 2.2 84.6 93.6 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 6 5 25 23 33 32
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 31,848 COMMITMENTS 4,594 450 534 26,720 30,864 31,848 31,848 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 828) -25 25 0 853 803 828 828 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 1.4 1.7 83.9 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 3 4 18 19 23 25
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 131,499 COMMITMENTS 2,772 8,789 10,594 117,853 111,732 131,219 131,115 280 384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,232) -756 940 175 1,813 182 1,232 1,297 0 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.7 8.1 89.6 85.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 11 9 31 33 43 48
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,309 COMMITMENTS 1,440 1,046 2,615 67,223 67,628 71,279 71,289 30 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,372) 50 110 -58 1,380 1,320 1,372 1,372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.5 3.7 94.3 94.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 4 5 21 24 29 31
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,067 COMMITMENTS 401 400 350 32,316 32,317 33,067 33,067 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 780) -150 325 150 780 305 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.2 1.1 97.7 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 2 11 14 15 18
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,914 COMMITMENTS 16,078 405 6,114 37,339 53,363 59,531 59,882 383 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) -50 -390 715 140 480 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 0.7 10.2 62.3 89.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 2 4 25 25 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 80,508 COMMITMENTS 24,971 1,889 4,976 50,225 73,578 80,172 80,443 336 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 503) -638 -425 720 421 208 503 503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 2.3 6.2 62.4 91.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 6 7 27 29 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,317 COMMITMENTS 2,245 1,320 1,294 68,930 70,599 72,469 73,213 848 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.8 1.8 94.0 96.3 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 2 27 25 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 92,710 COMMITMENTS 2,381 1,289 1,836 87,527 89,525 91,744 92,650 966 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 20 -1 0 369 390 389 389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.4 2.0 94.4 96.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 1 2 30 27 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,967 COMMITMENTS 400 420 0 39,141 38,943 39,541 39,363 426 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -50 0 0 -1,074 -855 -1,124 -855 284 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.1 0.0 97.9 97.4 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,119 COMMITMENTS 360 760 60 24,111 24,195 24,531 25,015 588 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -460) 5 -45 -5 -777 -414 -777 -464 317 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.0 0.2 96.0 96.3 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 1 19 16 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 84,331 COMMITMENTS 18,811 787 3,439 61,725 79,988 83,975 84,214 356 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,178) -575 83 556 -2,164 -2,828 -2,182 -2,188 4 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 0.9 4.1 73.2 94.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 19 3 12 31 31 52 44
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,498 COMMITMENTS 9,396 300 300 26,502 35,556 36,198 36,156 300 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -691) 475 -55 -300 -861 -336 -686 -691 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 0.8 0.8 72.6 97.4 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 1 1 17 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 45,365 COMMITMENTS 500 420 0 44,719 44,341 45,219 44,761 146 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,166) -100 25 -25 -1,034 -1,241 -1,159 -1,241 -7 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.9 0.0 98.6 97.7 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 21 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 39,828 COMMITMENTS 300 1,908 0 38,120 37,806 38,420 39,714 1,408 114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,436) -235 -125 -5 -1,549 -1,320 -1,789 -1,450 353 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.8 0.0 95.7 94.9 96.5 99.7 3.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 7 0 19 18 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,315 COMMITMENTS 2,463 1,400 0 59,244 60,570 61,707 61,970 608 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 0 -300 0 735 1,035 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.2 0.0 95.1 97.2 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 0 23 15 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,051 COMMITMENTS 3,496 1,200 60 61,165 63,571 64,721 64,831 330 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 25 -2,800 0 400 3,225 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.8 0.1 94.0 97.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 1 24 16 28 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 79,816 COMMITMENTS 1,742 2,304 88 77,720 77,409 79,550 79,801 266 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,980) 215 143 33 1,731 1,804 1,979 1,980 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 0.1 97.4 97.0 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 6 1 27 28 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 98,551 COMMITMENTS 2,760 7,699 445 95,032 90,316 98,237 98,460 314 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,612) 191 154 53 2,383 2,384 2,627 2,591 -15 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.8 0.5 96.4 91.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 3 15 7 30 29 39 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 53,932 COMMITMENTS 150 4,907 275 53,487 48,750 53,912 53,932 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,110) 100 1,185 -50 1,060 -25 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.1 0.5 99.2 90.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 5 3 16 13 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 63,741 COMMITMENTS 1,501 1,490 743 61,448 61,251 63,692 63,484 49 257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 55 0 0 441 496 496 496 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 1.2 96.4 96.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 2 22 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 71,369 COMMITMENTS 1,895 2,098 4,692 64,717 64,492 71,304 71,282 65 87 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,026) 135 0 0 886 1,026 1,021 1,026 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.9 6.6 90.7 90.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 4 2 23 18 32 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,692 COMMITMENTS 865 575 0 25,631 26,097 26,496 26,672 196 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.2 0.0 96.0 97.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 0 16 12 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 26,191 COMMITMENTS 745 50 0 25,089 26,071 25,834 26,121 357 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 16 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,992 COMMITMENTS 81 2,426 1,249 32,593 30,225 33,923 33,900 69 92 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 203) 45 -562 119 205 701 369 258 -166 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.1 3.7 95.9 88.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 4 19 18 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,511 COMMITMENTS 333 3,083 367 19,872 18,031 20,572 21,481 939 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 182) 0 120 -10 189 62 179 172 3 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.3 1.7 92.4 83.8 95.6 99.9 4.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 4 1 12 14 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 56,841 COMMITMENTS 2,671 3,652 1,303 52,798 51,876 56,772 56,831 69 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,056) 375 37 -41 1,757 2,065 2,091 2,061 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 6.4 2.3 92.9 91.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 3 7 29 26 38 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,203 COMMITMENTS 691 794 895 37,314 37,514 38,900 39,203 303 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 429) 65 -30 2 352 457 419 429 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.0 2.3 95.2 95.7 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 2 5 24 24 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,051 COMMITMENTS 1,350 484 276 18,305 19,276 19,931 20,036 120 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 133) -224 184 24 333 -75 133 133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.4 1.4 91.3 96.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 16 16 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,832 COMMITMENTS 100 1,535 200 10,357 9,097 10,657 10,832 175 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 0 250 -50 208 -32 158 168 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.2 1.8 95.6 84.0 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 1 13 12 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,994 COMMITMENTS 100 1,925 125 10,639 8,944 10,864 10,994 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 0 250 -50 208 -32 158 168 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.5 1.1 96.8 81.4 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 1 14 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,070 COMMITMENTS 1,150 200 730 11,688 13,095 13,568 14,025 502 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -5 0 0 5 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.4 5.2 83.1 93.1 96.4 99.7 3.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 2 14 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,810 COMMITMENTS 1,350 130 565 11,420 13,070 13,335 13,765 475 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -5 0 0 5 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.9 4.1 82.7 94.6 96.6 99.7 3.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 14 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,506 COMMITMENTS 500 975 2,965 33,875 33,506 37,340 37,446 166 60 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 1.3 2.6 7.9 90.3 89.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 3 20 12 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,397 COMMITMENTS 745 765 2,860 33,625 33,772 37,230 37,397 167 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 2.0 2.0 7.6 89.9 90.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 3 4 20 13 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 105,257 COMMITMENTS 905 7,841 1,343 102,936 96,038 105,184 105,222 73 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,153) -215 -160 120 3,248 3,193 3,153 3,153 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.4 1.3 97.8 91.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 8 5 38 32 45 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 118,896 COMMITMENTS 1,606 7,621 2,211 115,027 108,994 118,844 118,826 52 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,302) -50 366 10 9,342 8,921 9,302 9,297 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 6.4 1.9 96.7 91.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 5 9 8 40 36 51 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 424,063 COMMITMENTS 19,409 25,889 43,490 360,705 354,483 423,603 423,862 460 201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,433) -616 -1,577 1,973 3,972 5,068 5,328 5,463 105 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.1 10.3 85.1 83.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 21 18 23 42 41 72 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,952 COMMITMENTS 4,370 0 25 10,412 14,927 14,807 14,952 145 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 550 0 25 -240 310 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 0.0 0.2 69.6 99.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 1 18 8 21 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,122 COMMITMENTS 3,540 0 0 10,257 13,992 13,797 13,992 325 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 250 0 -70 -240 10 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.0 0.0 72.6 99.1 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 17 6 19 6 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 4,850 COMMITMENTS 2,900 450 0 1,950 4,400 4,850 4,850 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61) 1,095 0 0 -1,033 61 62 61 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 9.3 0.0 40.2 90.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 1 0 8 12 12 13
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 71,101 COMMITMENTS 0 2,443 140 62,046 59,603 62,186 62,186 8,915 8,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,700) 0 25 -100 1,706 1,681 1,606 1,606 94 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.2 87.3 83.8 87.5 87.5 12.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 3 1 17 20 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,528 COMMITMENTS 0 1,760 275 51,424 49,649 51,699 51,684 7,829 7,844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,803) 0 -375 0 1,939 2,314 1,939 1,939 -136 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.5 86.4 83.4 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 1 15 19 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,615 COMMITMENTS 2,235 1,760 0 22,100 22,430 24,335 24,190 3,280 3,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,035) 0 0 0 410 410 410 410 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.4 0.0 80.0 81.2 88.1 87.6 11.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 0 11 15 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,808 COMMITMENTS 10,230 2,670 6,170 30,697 38,302 47,097 47,142 2,711 2,666 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,905) 175 1,025 -300 1,990 1,140 1,865 1,865 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 5.4 12.4 61.6 76.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 3 17 20 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,042 COMMITMENTS 2,405 360 4,625 18,243 20,718 25,273 25,703 2,769 2,339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 655) 50 0 -10 605 595 645 585 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.3 16.5 65.1 73.9 90.1 91.7 9.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 3 16 16 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,670 COMMITMENTS 535 13,605 1,720 24,870 12,420 27,125 27,745 1,545 925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 595) 0 200 -200 675 595 475 595 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 47.5 6.0 86.7 43.3 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 2 14 12 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 94,228 COMMITMENTS 15,230 2,430 1,800 58,733 71,113 75,763 75,343 18,465 18,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,935) 375 -25 300 955 1,355 1,630 1,630 305 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.6 1.9 62.3 75.5 80.4 80.0 19.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 2 20 23 23 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,403 COMMITMENTS 13,205 2,415 2,505 58,089 68,399 73,799 73,319 17,604 18,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,149) 350 40 275 264 574 889 889 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.6 2.7 63.6 74.8 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 2 20 22 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,479 COMMITMENTS 4,305 10,145 885 16,351 10,966 21,541 21,996 3,938 3,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) 0 170 15 235 75 250 260 185 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 39.8 3.5 64.2 43.0 84.5 86.3 15.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 4 17 12 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,549 COMMITMENTS 5,155 10,095 1,955 15,158 11,368 22,268 23,418 4,281 3,131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) -185 -15 125 492 152 432 262 -72 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 38.0 7.4 57.1 42.8 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 4 16 11 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJI PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,648 COMMITMENTS 8,790 7,115 420 15,496 17,611 24,706 25,146 2,942 2,502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 560) 0 570 0 902 332 902 902 -342 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 25.7 1.5 56.0 63.7 89.4 91.0 10.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 14 9 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJJ PJM.JCPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,994 COMMITMENTS 8,790 7,235 365 14,071 16,006 23,226 23,606 2,768 2,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 345) 0 420 0 345 -75 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 27.8 1.4 54.1 61.6 89.4 90.8 10.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 2 13 8 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,533 COMMITMENTS 27,135 0 0 24,995 51,740 52,130 51,740 3,403 3,793 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 350 0 0 0 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 0.0 0.0 45.0 93.2 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 0 0 11 15 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,915 COMMITMENTS 27,095 0 0 24,390 51,101 51,485 51,101 3,430 3,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 350 0 0 5 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 0.0 0.0 44.4 93.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 0 12 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 57,350 COMMITMENTS 29,305 0 965 23,740 53,225 54,010 54,190 3,340 3,160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 255) 75 0 0 0 75 75 75 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 0.0 1.7 41.4 92.8 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 0 2 18 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,410 COMMITMENTS 28,755 0 1,115 23,545 52,480 53,415 53,595 2,995 2,815 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 75 0 0 0 75 75 75 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 0.0 2.0 41.7 93.0 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 0 2 18 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,715 COMMITMENTS 100 8,420 515 18,840 10,585 19,455 19,520 2,260 2,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 0 0 -75 600 600 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 38.8 2.4 86.8 48.7 89.6 89.9 10.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 5 1 13 9 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 69,450 COMMITMENTS 22,805 22,320 1,130 41,205 41,765 65,140 65,215 4,310 4,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105) 0 0 0 100 100 100 100 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 32.1 1.6 59.3 60.1 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 4 15 15 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,735 COMMITMENTS 20,125 22,320 1,020 40,375 38,255 61,520 61,595 4,215 4,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 34.0 1.6 61.4 58.2 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 3 16 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,844 COMMITMENTS 14,155 16,430 1,910 35,714 33,799 51,779 52,139 2,065 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,070) 525 1,540 280 440 -575 1,245 1,245 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 30.5 3.5 66.3 62.8 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 2 22 13 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,539 COMMITMENTS 8,255 11,630 2,140 32,015 29,000 42,410 42,770 1,129 769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 50 140 175 25 175 250 490 265 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 26.7 4.9 73.5 66.6 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 4 4 22 14 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 160,602 COMMITMENTS 3,274 26,040 9,205 117,360 94,594 129,839 129,839 30,763 30,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,620) -4,500 -2,080 4,155 2,010 -410 1,665 1,665 2,955 2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 16.2 5.7 73.1 58.9 80.8 80.8 19.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 5 5 26 32 32 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 139,522 COMMITMENTS 5,594 26,555 7,511 102,393 81,432 115,498 115,498 24,024 24,024 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,651) -4,500 -905 2,201 2,030 -1,565 -269 -269 2,920 2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 19.0 5.4 73.4 58.4 82.8 82.8 17.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 5 6 24 31 31 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,895 COMMITMENTS 0 15,550 2,325 52,940 37,390 55,265 55,265 5,630 5,630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.5 3.8 86.9 61.4 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 3 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 52,590 COMMITMENTS 0 14,970 2,535 44,415 29,485 46,950 46,990 5,640 5,600 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 28.5 4.8 84.5 56.1 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 2 17 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 42,625 COMMITMENTS 20,725 40 1,040 16,965 38,000 38,730 39,080 3,895 3,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -200 0 0 200 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 0.1 2.4 39.8 89.1 90.9 91.7 9.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 15 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,100 COMMITMENTS 32,675 0 1,470 13,495 46,310 47,640 47,780 1,460 1,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) -200 0 0 225 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.5 0.0 3.0 27.5 94.3 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 3 10 14 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 123,260 COMMITMENTS 12,300 5,800 4,500 85,945 92,385 102,745 102,685 20,515 20,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,480) 900 -5,400 2,790 -2,735 3,565 955 955 4,525 4,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 4.7 3.7 69.7 75.0 83.4 83.3 16.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 2 3 29 28 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 101,394 COMMITMENTS 7,435 1,885 8,460 68,309 73,959 84,204 84,304 17,190 17,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,465) 590 -4,230 2,645 -2,865 1,955 370 370 4,095 4,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.9 8.3 67.4 72.9 83.0 83.1 17.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 3 27 26 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZA PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,640 COMMITMENTS 5,555 300 765 21,625 26,930 27,945 27,995 1,695 1,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -50 0 0 0 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.0 2.6 73.0 90.9 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 13 11 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZB PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,520 COMMITMENTS 4,410 325 770 22,415 26,945 27,595 28,040 1,925 1,480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 440) -60 0 0 400 440 340 440 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 1.1 2.6 75.9 91.3 93.5 95.0 6.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 2 12 10 15 13
CFTC#066411 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 1,867 COMMITMENTS 275 0 163 1,028 1,250 1,466 1,413 401 454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.0 8.7 55.1 67.0 78.5 75.7 21.5 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 4 13 16 17 20
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,610 COMMITMENTS 110 251 40 3,848 3,483 3,998 3,774 612 836 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 242) 33 97 15 210 202 258 314 -16 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.4 0.9 83.5 75.6 86.7 81.9 13.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 2 24 25 26 30
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 30,140 COMMITMENTS 3,354 98 0 26,124 29,887 29,478 29,985 662 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 453) 55 -51 0 399 490 454 439 -1 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.3 0.0 86.7 99.2 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 1 0 31 34 33 35
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 18,274 COMMITMENTS 60 0 35 18,059 17,159 18,154 17,194 120 1,080 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,668) 0 0 0 1,764 1,672 1,764 1,672 -96 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 98.8 93.9 99.3 94.1 0.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 21 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,408 COMMITMENTS 444 110 5 7,153 7,766 7,602 7,881 806 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 330) 5 45 0 325 305 330 350 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.3 0.1 85.1 92.4 90.4 93.7 9.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 1 1 25 29 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 44,643 COMMITMENTS 1,862 1,996 151 41,701 42,464 43,714 44,611 929 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,493) 635 58 0 3,831 4,405 4,466 4,463 27 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.5 0.3 93.4 95.1 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 7 1 2 25 40 33 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 57,872 COMMITMENTS 1,781 1,968 1,439 54,104 53,808 57,324 57,215 548 657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,117) 94 109 382 3,744 3,800 4,220 4,291 -103 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.4 2.5 93.5 93.0 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 7 10 11 60 63 73 78
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,494 COMMITMENTS 111 449 126 3,492 3,085 3,729 3,660 765 834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 331) -13 -51 70 455 220 512 239 -181 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 10.0 2.8 77.7 68.6 83.0 81.4 17.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 4 23 22 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,762 COMMITMENTS 4,164 149 50 53,314 57,209 57,528 57,408 234 354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,759) 220 0 0 2,539 2,759 2,759 2,759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.3 0.1 92.3 99.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 4 2 1 36 38 41 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 124,597 COMMITMENTS 6,967 2,825 2,421 113,998 118,521 123,386 123,767 1,211 830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,757) -9 408 352 6,066 5,881 6,409 6,641 348 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.3 1.9 91.5 95.1 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 12 14 13 76 72 95 92 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,431 COMMITMENTS 4,446 1,180 0 35,964 39,145 40,410 40,325 21 106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,383) 0 -228 0 3,373 3,603 3,373 3,375 10 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.9 0.0 89.0 96.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 4 0 32 33 35 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,480 COMMITMENTS 2,931 522 593 44,067 47,005 47,591 48,120 889 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,625) -40 -9 58 1,622 1,586 1,640 1,635 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.1 1.2 90.9 97.0 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 11 3 4 49 53 62 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,379 COMMITMENTS 1,000 127 119 17,053 17,393 18,172 17,639 207 740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) 0 -10 10 804 804 814 804 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 0.6 92.8 94.6 98.9 96.0 1.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 3 2 28 27 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,579 COMMITMENTS 614 50 562 13,525 14,740 14,701 15,352 878 227 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 475) 85 -25 24 366 496 475 495 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.3 3.6 86.8 94.6 94.4 98.5 5.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 1 3 29 26 34 29
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 773,507 COMMITMENTS 225,364 34,240 197,776 337,936 530,199 761,076 762,215 12,431 11,292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,610) 846 7,526 1,934 -15,181 -19,842 -12,400 -10,382 1,790 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 4.4 25.6 43.7 68.5 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 26 34 50 64 65 121 121
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 26,466 COMMITMENTS 0 0 0 25,974 25,637 25,974 25,637 492 829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,526) 0 0 0 1,181 1,196 1,181 1,196 345 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 96.9 98.1 96.9 1.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 25 23 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 10,010 COMMITMENTS 50 245 30 9,820 9,515 9,900 9,790 110 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 30 20 30 50 60 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.4 0.3 98.1 95.1 98.9 97.8 1.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 12 17 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 10,608 COMMITMENTS 145 0 0 10,298 10,403 10,443 10,403 165 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 97.1 98.1 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 13 13 13
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,743,410 COMMITMENTS 598,152 61,724 1123,321 915,874 1490,106 2637,347 2675,151 106,063 68,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -65,062) -28,166 9,853 36,225 -69,228 -97,257 -61,169 -51,180 -3,893 -13,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.2 40.9 33.4 54.3 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 407) 185 82 207 107 111 366 341
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,696 COMMITMENTS 21,886 13,194 40,765 45,220 54,737 107,872 108,696 824 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34,853) 8,434 5,571 11,752 15,575 18,231 35,761 35,554 -908 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 12.1 37.5 41.6 50.4 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 2 5 13 15 19 21
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 168,745 COMMITMENTS 54,361 32,667 2,175 91,603 99,555 148,139 134,397 20,606 34,348 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,582) -972 1,046 175 2,428 777 1,631 1,998 -49 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 19.4 1.3 54.3 59.0 87.8 79.6 12.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 2 10 19 14 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,436 COMMITMENTS 34,965 108 11,217 45,029 76,105 91,212 87,431 4,224 8,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,911) -4,050 -88 605 -4,186 -7,978 -7,631 -7,461 -1,281 -1,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 0.1 11.8 47.2 79.7 95.6 91.6 4.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 9 2 11 19 19 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,608 COMMITMENTS 5,400 102,345 4,063 139,599 37,106 149,062 143,514 10,546 16,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,122) 0 1,370 292 1,905 225 2,197 1,887 -75 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 64.1 2.5 87.5 23.2 93.4 89.9 6.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 7 3 17 9 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 258,780 COMMITMENTS 54,740 110,096 58,949 135,637 82,810 249,325 251,854 9,455 6,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,159) 3,853 50 3,008 559 4,605 7,420 7,663 740 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 42.5 22.8 52.4 32.0 96.3 97.3 3.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 27 18 38 25 27 68 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,141 COMMITMENTS 558 7,148 10,809 20,166 13,662 31,532 31,618 609 523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,315) 122 -320 639 242 512 1,003 831 312 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 22.2 33.6 62.7 42.5 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 4 4 18 14 25 19
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,585 COMMITMENTS 0 1,600 0 139,207 133,831 139,207 135,431 25,378 29,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,989) -425 800 -765 14,966 12,141 13,776 12,176 -787 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 84.6 81.3 84.6 82.3 15.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 17 17 18
CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,533 COMMITMENTS 0 155 0 6,132 6,103 6,132 6,258 401 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 341) 0 15 0 340 340 340 355 1 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 93.9 93.4 93.9 95.8 6.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 17 15 17 16
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 334,664 COMMITMENTS 87,964 40,335 111,892 119,676 171,960 319,533 324,187 15,132 10,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,219) 3,750 -403 9,452 -676 3,873 12,527 12,922 692 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 12.1 33.4 35.8 51.4 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 112 55 108 57 52 225 178
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,912 COMMITMENTS 16,592 5,054 3,634 4,361 15,867 24,587 24,556 2,325 2,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,703) 338 523 766 716 525 1,820 1,814 -117 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 18.8 13.5 16.2 59.0 91.4 91.2 8.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 180) 80 48 17 28 38 115 97
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 108,600 COMMITMENTS 76,510 9,471 5,839 15,435 90,578 97,784 105,888 10,816 2,712 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,723) 2,847 225 333 -292 1,831 2,888 2,388 -165 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 8.7 5.4 14.2 83.4 90.0 97.5 10.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 161 40 23 36 45 211 95
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,324,060 COMMITMENTS 248,904 138,060 350,126 626,840 782,902 1225,870 1271,088 98,190 52,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 142,002) 41,998 -29,296 53,552 49,488 121,537 145,038 145,793 -3,036 -3,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 10.4 26.4 47.3 59.1 92.6 96.0 7.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 120 51 115 105 94 273 218
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 361,765 COMMITMENTS 61,125 21,515 122,693 164,414 210,100 348,232 354,307 13,533 7,458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,410) -4,357 1,417 -5,413 6,812 3,014 -2,957 -983 547 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 5.9 33.9 45.4 58.1 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 428) 156 98 162 140 129 377 324
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 270,359 COMMITMENTS 111,453 42,830 50,335 74,812 169,073 236,600 262,238 33,760 8,122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,773) 1,052 2,170 -195 -2,309 -2,682 -1,452 -706 -1,321 -2,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 15.8 18.6 27.7 62.5 87.5 97.0 12.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244) 139 41 77 42 45 208 140
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 291,980 COMMITMENTS 104,775 100,139 75,874 91,377 101,798 272,027 277,811 19,953 14,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,526) 11,460 4,543 3,959 -2,645 4,023 12,774 12,526 752 1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 34.3 26.0 31.3 34.9 93.2 95.1 6.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 316) 155 78 104 57 59 258 204
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 1,170,516 COMMITMENTS 399,791 57,702 332,186 368,993 741,791 1100,970 1131,679 69,546 38,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,595) -18,558 -3,151 -17,208 8,530 -10,202 -27,237 -30,562 642 3,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 4.9 28.4 31.5 63.4 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 411) 238 85 155 68 66 364 252
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,021 COMMITMENTS 32,505 3,623 0 20,490 50,252 52,995 53,875 2,026 1,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -469) -490 -582 0 411 -73 -79 -655 -390 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 6.6 0.0 37.2 91.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 29 6 0 10 10 39 16
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 201,884 COMMITMENTS 69,937 37,470 8,602 75,631 135,835 154,170 181,907 47,715 19,977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,404) 1,264 -4,009 -3,393 -1,772 8,300 -3,900 899 2,496 -2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 18.6 4.3 37.5 67.3 76.4 90.1 23.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 29 21 12 41 37 76 66
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,220 COMMITMENTS 12,457 12,728 1,142 24,825 18,808 38,424 32,679 12,795 18,541 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 1,015 -3,344 349 -1,655 3,749 -291 754 436 -609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 24.9 2.2 48.5 36.7 75.0 63.8 25.0 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 9 14 2 18 23 27 39
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,262 COMMITMENTS 207,098 41,479 1,254 78,205 248,037 286,557 290,769 7,706 3,493 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,723) 3,552 -4,786 -614 7,119 15,761 10,057 10,361 666 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 14.1 0.4 26.6 84.3 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 95 36 12 29 35 128 79
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,901 COMMITMENTS 70,390 38,827 12,962 97,602 136,204 180,953 187,993 33,947 26,908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -83) 3,307 -11,448 -1,836 1,100 10,546 2,572 -2,738 -2,654 2,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 18.1 6.0 45.4 63.4 84.2 87.5 15.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 36 25 18 41 48 83 85
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,634 COMMITMENTS 49,402 83,945 14,149 111,108 70,396 174,660 168,491 32,974 39,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,562) 1,389 23,666 2,024 21,653 -1,974 25,066 23,715 2,496 3,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 40.4 6.8 53.5 33.9 84.1 81.1 15.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 130) 30 44 24 36 39 78 96
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,196 COMMITMENTS 25,590 12,327 2,895 4,838 18,514 33,323 33,736 2,872 2,459 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,011) 1,765 970 -363 -545 58 857 665 154 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 34.1 8.0 13.4 51.2 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 51 31 9 6 8 59 46
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 614,421 COMMITMENTS 161,883 214,431 38,095 317,176 305,300 517,154 557,826 97,267 56,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,198) -2,134 -14,275 5,985 11,436 27,005 15,288 18,715 1,910 -1,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 34.9 6.2 51.6 49.7 84.2 90.8 15.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 297) 89 68 52 107 84 214 187
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,548 COMMITMENTS 6,693 26,148 16 27,117 9,236 33,826 35,400 2,722 1,148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,258) 677 509 2 627 699 1,306 1,210 -48 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 71.5 0.0 74.2 25.3 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 16 23 2 14 8 30 33
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 421,522 COMMITMENTS 165,681 39,762 65,104 168,585 301,301 399,370 406,166 22,152 15,355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,119) 236 -10,787 13,045 17,227 25,039 30,508 27,296 -3,389 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 9.4 15.4 40.0 71.5 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 97 42 88 84 113 221 219
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,988 COMMITMENTS 24,045 24,231 1,159 19,588 18,738 44,792 44,128 4,195 4,859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,147) -3,279 -4,450 350 599 2,098 -2,330 -2,002 183 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 49.5 2.4 40.0 38.3 91.4 90.1 8.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 36 29 8 20 13 60 46
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 469,840 COMMITMENTS 79,372 246,966 103,939 259,158 88,932 442,469 439,837 27,371 30,003 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,142) 1,449 24,146 11,424 22,243 6,482 35,116 42,052 5,026 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 52.6 22.1 55.2 18.9 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214) 52 103 90 40 37 150 182
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,681 COMMITMENTS 15,713 3,698 64 1,429 13,433 17,206 17,195 1,475 1,486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 354) 702 61 5 -71 96 636 162 -282 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.1 19.8 0.3 7.6 71.9 92.1 92.0 7.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 9 11 1 5 8 15 19
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 51,230 COMMITMENTS 22,724 9,292 221 19,698 33,121 42,642 42,633 8,588 8,597 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,932) 2,410 564 -736 379 1,888 2,053 1,716 -120 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 18.1 0.4 38.4 64.7 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 32 13 6 27 29 62 45
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 102,460 COMMITMENTS 45,447 18,584 441 39,395 66,241 85,283 85,267 17,177 17,193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,865) 4,819 1,128 -1,471 757 3,775 4,105 3,432 -240 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 18.1 0.4 38.4 64.7 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 32 13 6 27 29 62 45
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 37,079 COMMITMENTS 3,221 464 0 31,800 35,443 35,021 35,907 2,058 1,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,437) 331 -322 0 -3,172 -2,195 -2,841 -2,517 404 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.3 0.0 85.8 95.6 94.4 96.8 5.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 0 11 11 15 12
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 489,514 9480,797 7912,189 8571,669 ******** ******** 670,279 923,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -280,276) -23,181 28,411 -215,918 -82,937 -155,627 -322,036 -343,134 41,760 62,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.5 48.7 40.6 44.0 96.6 95.3 3.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 72 65 116 119 121 254 242
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 5,436 COMMITMENTS 3,366 4,727 279 0 0 3,645 5,006 1,791 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 36) -19 -93 21 0 0 2 -72 34 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 87.0 5.1 0.0 0.0 67.1 92.1 32.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 36 20 12 0 0 40 28
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 135,911 COMMITMENTS 28,147 13,833 33,031 73,496 87,874 134,675 134,738 1,236 1,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,430) -467 1,636 2,244 2,679 -563 4,457 3,317 -27 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.2 24.3 54.1 64.7 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 16 16 25 9 16 38 45
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 217,694 COMMITMENTS 52,740 50,724 43,915 120,956 121,007 217,611 215,646 83 2,048 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,887) -1,883 2,210 2,845 7,921 2,474 8,883 7,529 4 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 23.3 20.2 55.6 55.6 **** 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 19 31 23 20 35 49 79
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 190,655 COMMITMENTS 10,263 40,828 21,751 157,633 125,691 189,647 188,270 1,008 2,385 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,539) 1,287 -9,790 119 7,021 17,937 8,427 8,266 112 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 21.4 11.4 82.7 65.9 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 218) 50 82 35 44 65 124 159
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 774,330 COMMITMENTS 78,492 73,399 151,631 456,826 470,494 686,949 695,523 87,381 78,807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,964) -873 -1,726 17,821 8,444 13,757 25,392 29,852 3,573 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 9.5 19.6 59.0 60.8 88.7 89.8 11.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 615) 139 119 141 278 279 484 472
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 59,088 COMMITMENTS 4,031 2,524 15,553 18,051 23,039 37,635 41,116 21,453 17,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,201) 789 -3,301 4,608 2,412 4,029 7,810 5,336 -1,608 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 4.3 26.3 30.5 39.0 63.7 69.6 36.3 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 12 12 20 15 21 40 41
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 15,605 COMMITMENTS 473 218 0 12,045 12,461 12,518 12,679 3,087 2,926 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 3.0 1.4 0.0 77.2 79.9 80.2 81.2 19.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 8 10 10 11
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,576,212 COMMITMENTS 391,887 373,953 660,810 2193,876 2237,274 3246,572 3272,037 329,639 304,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 113,815) -18,312 -2,129 76,064 30,158 48,643 87,910 122,578 25,905 -8,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 10.5 18.5 61.3 62.6 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 603) 136 114 134 271 274 468 461 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,481 COMMITMENTS 0 2,224 0 24,953 23,024 24,953 25,248 3,528 3,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,001) -235 0 0 2,000 2,991 1,765 2,991 236 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 87.6 80.8 87.6 88.6 12.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 9 12 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874I E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 9,240 COMMITMENTS 259 905 0 7,175 7,168 7,434 8,073 1,806 1,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 586) -21 -308 0 564 700 543 392 43 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 9.8 0.0 77.7 77.6 80.5 87.4 19.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 0 10 8 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,248 COMMITMENTS 1,116 754 103 8,464 11,452 9,683 12,309 3,565 939 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,137) 0 254 101 358 959 459 1,314 678 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 5.7 0.8 63.9 86.4 73.1 92.9 26.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 1 9 11 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 25,031 COMMITMENTS 1,584 2,987 0 23,246 21,800 24,830 24,787 201 244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 180 90 0 -120 -21 60 69 0 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.9 0.0 92.9 87.1 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 0 21 17 24 20
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,428 COMMITMENTS 6,256 4,221 1,172 9,440 11,882 16,868 17,275 560 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,539) 1,587 2,255 67 826 275 2,480 2,597 59 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 24.2 6.7 54.2 68.2 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 5 4 15 12 24 20
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,293 COMMITMENTS 13,679 10,037 5,548 21,026 23,906 40,253 39,491 8,040 8,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,783) 883 805 1,018 465 927 2,366 2,750 417 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 20.8 11.5 43.5 49.5 83.4 81.8 16.6 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 68 58 33 81 85 165 160
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 241,463 COMMITMENTS 68,397 50,187 27,738 105,130 119,531 201,265 197,456 40,198 44,007 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,916) 4,417 4,026 5,088 2,326 4,634 11,831 13,749 2,084 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 20.8 11.5 43.5 49.5 83.4 81.8 16.6 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 68 58 33 81 85 165 160
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 17,715 COMMITMENTS 9,677 16,727 605 7,197 359 17,479 17,691 236 24 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 559) 64 715 -17 536 -131 583 567 -24 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 94.4 3.4 40.6 2.0 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 25 12 3 5 1 32 14
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,902 COMMITMENTS 43,187 64,285 9,606 68,903 53,677 121,696 127,568 35,205 29,334 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,016) -8,433 -15,340 -670 -2,988 -3,005 -12,091 -19,016 -2,924 4,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 41.0 6.1 43.9 34.2 77.6 81.3 22.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 23 27 15 25 31 57 65
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 500,418 COMMITMENTS 126,999 78,181 17,773 327,364 386,707 472,137 482,661 28,281 17,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,644) 7,958 5,016 -2,080 15 4,425 5,893 7,361 2,751 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 15.6 3.6 65.4 77.3 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 68 48 26 131 112 208 177
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,711 COMMITMENTS 3,703 10,987 21 9,137 7,561 12,861 18,569 7,850 2,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) 657 -21 -9 -839 -18 -191 -48 395 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 53.0 0.1 44.1 36.5 62.1 89.7 37.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 5 1 10 6 17 11
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,729 COMMITMENTS 23,408 9,709 259 26,652 9,132 50,319 19,100 8,410 39,629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 533) 3,426 -1,648 -66 -2,069 2,537 1,291 823 -758 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 16.5 0.4 45.4 15.5 85.7 32.5 14.3 67.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 17 11 2 30 20 48 32
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 369,829 COMMITMENTS 53,128 10,466 1,644 305,404 352,586 360,176 364,696 9,653 5,133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,450) -440 -578 -266 -7,704 -6,254 -8,410 -7,098 -40 -1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.8 0.4 82.6 95.3 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 41 11 8 89 75 133 91
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,519,250 COMMITMENTS 291,051 51,053 10,378 1177,068 1441,414 1478,497 1502,845 40,753 16,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,442) 2,563 9,473 -364 45,796 42,538 47,995 51,647 8,447 4,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 3.4 0.7 77.5 94.9 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 446) 141 45 28 212 126 365 187
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,252 COMMITMENTS 20,502 6,624 32,749 26,944 39,194 80,195 78,567 57 1,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,440) 1,905 558 2,365 4,150 5,929 8,420 8,852 20 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 8.3 40.8 33.6 48.8 99.9 97.9 0.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 5 2 5 16 11 22
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,607 COMMITMENTS 12,799 1,379 9,585 223 10,316 22,607 21,280 0 1,327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,986) 2,324 -781 3,071 -1,409 1,864 3,986 4,154 0 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 6.1 42.4 1.0 45.6 **** 94.1 0.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 4 2 1 12 7 17
CFTC#261P05 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 15,992 COMMITMENTS 2,375 4,792 2,254 10,124 8,910 14,753 15,956 1,239 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,305) -333 632 -796 -226 -1,147 -1,355 -1,311 50 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 30.0 14.1 63.3 55.7 92.3 99.8 7.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 8 7 9 8 9 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P07 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 18,702 COMMITMENTS 7,366 12,090 2,579 6,272 3,303 16,217 17,972 2,484 729 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,536) 335 -902 -221 -656 -315 -542 -1,437 -994 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 64.6 13.8 33.5 17.7 86.7 96.1 13.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 13 6 10 11 9 28 21
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,585 COMMITMENTS 3,537 2,683 741 7,065 12,355 11,343 15,779 11,242 6,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 92) 42 160 0 7 96 49 256 43 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.9 3.3 31.3 54.7 50.2 69.9 49.8 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 3 1 11 10 16 14
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 77,499 COMMITMENTS 17,123 6,696 521 48,933 67,182 66,577 74,399 10,922 3,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 611 543 -3 838 -681 1,446 -141 -1,271 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.6 0.7 63.1 86.7 85.9 96.0 14.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 15 8 8 41 36 58 50
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 46,548 COMMITMENTS 15,309 15,229 31,224 0 0 46,533 46,453 15 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -129) 0 -5 -144 0 0 -144 -149 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 32.7 67.1 0.0 0.0 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 16 5 0 0 8 19
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: 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: 76,995 COMMITMENTS 19,173 4,181 1,023 56,575 71,730 76,771 76,934 224 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -760) -2,325 150 15 1,350 -925 -960 -760 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 5.4 1.3 73.5 93.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 11 2 4 25 19 37 24
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,646 COMMITMENTS 1,555 100 285 13,530 14,951 15,370 15,336 276 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 634) -500 52 285 849 297 634 634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.6 1.8 86.5 95.6 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 22 11 25 13
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,070 COMMITMENTS 706 2,909 48 4,403 2,693 5,157 5,650 913 420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) -7 -137 9 215 255 217 127 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 47.9 0.8 72.5 44.4 85.0 93.1 15.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 6 2 10 8 14 15
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 1/14/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,642 COMMITMENTS 274 624 248 4,759 4,471 5,281 5,343 361 299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) -119 76 83 593 194 557 353 -222 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 11.1 4.4 84.3 79.2 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 4 13 13 17 18