CFTC Commitments of Traders

Futures+Options 11/16/19


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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      EAST WEST FUEL OIL SWAP     

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   

RBOB CALENDAR SWAP        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:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,940 COMMITMENTS 94,926 88,056 220,229 182,414 174,678 497,569 482,963 30,372 44,977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,527) 4,607 5,042 -5,645 3,433 1,046 2,395 443 132 2,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 16.7 41.7 34.6 33.1 94.2 91.5 5.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 385) 104 133 157 98 115 299 324
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 14,339 COMMITMENTS 6,367 1,700 100 7,509 12,329 13,976 14,129 363 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 336) 100 0 0 218 336 318 336 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 11.9 0.7 52.4 86.0 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 1 9 17 13 21
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,060 COMMITMENTS 78,036 86,419 100,267 119,994 121,554 298,297 308,241 30,763 20,819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,820) 4,840 -6,577 -8,622 -4,621 5,154 -8,402 -10,044 -418 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 26.3 30.5 36.5 36.9 90.7 93.7 9.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 95 58 87 97 80 235 191
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 70,979 COMMITMENTS 7,692 14,606 8,166 41,490 34,465 57,348 57,237 13,631 13,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,839) 948 3,657 1,281 656 -867 2,885 4,071 955 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 20.6 11.5 58.5 48.6 80.8 80.6 19.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 20 19 23 56 44 84 83
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,034,354 COMMITMENTS 226,930 320,248 616,563 862,319 870,075 1705,812 1806,887 328,542 227,467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 197) -544 9,903 21,922 -16,863 -32,348 4,515 -523 -4,318 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 15.7 30.3 42.4 42.8 83.9 88.8 16.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 867) 197 156 223 431 392 750 663
CFTC#00260B CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,394 COMMITMENTS 2,624 1,399 3,513 2,075 3,083 8,212 7,995 182 399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -707) -558 -278 190 -357 -516 -726 -604 19 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 16.7 41.9 24.7 36.7 97.8 95.2 2.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 8 5 5 9 10 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00260C CORN CSO - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,682 COMMITMENTS 3,279 1,049 3,005 5,432 6,353 11,715 10,407 967 2,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 821) 1,543 -39 -523 419 1,029 1,438 467 -617 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 8.3 23.7 42.8 50.1 92.4 82.1 7.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 3 4 11 12 15 18
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,336 COMMITMENTS 2,839 82 336 1,990 5,344 5,165 5,762 2,171 1,574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 388) 108 1 -41 63 153 130 112 258 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 1.1 4.6 27.1 72.8 70.4 78.5 29.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 12 2 4 10 10 23 15
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 856,390 COMMITMENTS 148,649 95,876 238,283 403,160 451,052 790,092 785,211 66,298 71,179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41,487) -17,410 11,647 19,753 41,392 9,433 43,735 40,833 -2,248 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 11.2 27.8 47.1 52.7 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 605) 178 132 207 213 231 493 484
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,443 COMMITMENTS 6,350 7,202 895 26,198 25,346 33,443 33,443 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,277) -632 -145 0 -645 -1,132 -1,277 -1,277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 21.5 2.7 78.3 75.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 10 4 2 18 10 30 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 116,360 COMMITMENTS 45,570 25,640 16,702 53,888 73,823 116,160 116,165 200 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 563) 1,399 111 395 -1,213 75 581 581 -18 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 22.0 14.4 46.3 63.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 23 12 17 28 23 57 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 57,329 COMMITMENTS 21,946 9,918 7,264 27,918 40,047 57,128 57,229 201 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,488) -3 2,427 289 2,203 -35 2,489 2,681 -1 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 17.3 12.7 48.7 69.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 16 9 14 18 17 39 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 150,045 COMMITMENTS 40,468 100,168 2,925 106,652 46,952 150,045 150,045 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,250) 950 2,750 0 2,300 500 3,250 3,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 66.8 1.9 71.1 31.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 9 4 17 14 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 115,738 COMMITMENTS 17,112 47,998 2,637 95,989 65,103 115,738 115,738 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,944) 148 4,298 0 10,796 6,646 10,944 10,944 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 41.5 2.3 82.9 56.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 3 3 17 11 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 30,267 COMMITMENTS 9,303 5,523 4,254 16,710 20,490 30,267 30,267 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 99) -1 400 0 100 -301 99 99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 18.2 14.1 55.2 67.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 8 3 4 10 11 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 60,452 COMMITMENTS 6,185 2,985 2,015 52,252 55,452 60,452 60,452 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,059) -50 0 290 5,819 5,769 6,059 6,059 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 4.9 3.3 86.4 91.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 2 3 19 17 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 9,052 COMMITMENTS 5,194 2,101 508 3,350 6,443 9,052 9,052 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -284) -392 -108 108 0 -284 -284 -284 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 23.2 5.6 37.0 71.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 3 2 4 11 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 11,871 COMMITMENTS 896 2,550 264 10,711 9,057 11,871 11,871 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 50 100 -200 -50 -100 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.5 2.2 90.2 76.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 4 2 11 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,303 COMMITMENTS 2,498 5,850 950 15,830 12,503 19,278 19,303 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -497 150 0 -3 -650 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 30.3 4.9 82.0 64.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 5 4 12 9 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,044 COMMITMENTS 23,444 9,400 2,587 19,013 33,057 45,044 45,044 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -200 0 0 100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 20.9 5.7 42.2 73.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 3 4 15 10 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DP MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 700 7,450 1,450 12,285 5,535 14,435 14,435 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 51.6 10.0 85.1 38.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 4 2 11 6 14 11
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 582,197 COMMITMENTS 148,423 41,300 160,926 233,481 353,188 542,830 555,414 39,366 26,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,614) 2,837 1,674 2,927 -1,958 291 3,805 4,892 809 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 7.1 27.6 40.1 60.7 93.2 95.4 6.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 116 73 146 104 91 309 261
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,303,393 COMMITMENTS 113,522 179,011 194,107 811,187 770,245 1118,816 1143,364 184,577 160,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,602) 4,213 -8,024 -1,180 29,828 43,839 32,861 34,634 4,742 2,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.7 14.9 62.2 59.1 85.8 87.7 14.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 186) 46 25 47 92 90 154 147
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,345 COMMITMENTS 109,770 436,280 14,562 903,519 641,337 1027,850 1092,178 160,494 96,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,095) -11,413 15,244 2,216 33,644 2,272 24,447 19,731 -2,352 2,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 36.7 1.2 76.0 54.0 86.5 91.9 13.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 18 19 19 88 75 119 100
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 37,964 COMMITMENTS 3,843 1,738 3,169 30,705 33,047 37,717 37,954 247 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,513) 716 -511 834 2,963 4,190 4,513 4,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 4.6 8.3 80.9 87.0 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 3 5 24 26 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 33,800 COMMITMENTS 2,788 1,709 3,580 27,043 28,425 33,411 33,714 389 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,010) -535 695 969 2,576 1,346 3,010 3,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.1 10.6 80.0 84.1 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 3 4 22 20 28 26
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,598 COMMITMENTS 1,392 887 991 8,165 8,640 10,548 10,518 50 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) 313 -27 68 309 659 690 700 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 8.4 9.4 77.0 81.5 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 4 6 26 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,657 COMMITMENTS 256 351 261 1,807 1,706 2,324 2,318 333 339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9) -72 221 -216 279 -14 -9 -9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 13.2 9.8 68.0 64.2 87.5 87.2 12.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 7 17 16 24 23
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,771 COMMITMENTS 901 1,082 371 6,209 6,238 7,481 7,691 290 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) -75 50 75 292 167 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 13.9 4.8 79.9 80.3 96.3 99.0 3.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 4 17 18 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,565 COMMITMENTS 445 1,174 273 1,349 808 2,067 2,255 498 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 103) 100 112 26 41 58 167 196 -64 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 45.8 10.6 52.6 31.5 80.6 87.9 19.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 8 8 17 14 29 24
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 452,279 COMMITMENTS 54,561 52,640 98,962 255,544 269,127 409,066 420,729 43,212 31,550 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,035) 1,144 897 1,777 -17,667 -21,096 -14,746 -18,422 -3,288 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 11.6 21.9 56.5 59.5 90.4 93.0 9.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 202) 53 45 71 80 88 173 172
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,344 COMMITMENTS 0 650 0 41,424 50,015 41,424 50,665 11,920 2,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,015) 0 650 0 2,225 1,635 2,225 2,285 -210 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 77.7 93.8 77.7 95.0 22.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 27 18 27 19
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,047,886 COMMITMENTS 386,001 101,051 279,971 4345,863 4644,869 5011,835 5025,891 36,051 21,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 69,691) 52,789 16,281 8,953 1,740 46,304 63,482 71,538 6,209 -1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.0 5.5 86.1 92.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233) 45 22 52 151 125 215 181
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,110,835 COMMITMENTS 18,079 24,185 338,941 752,153 745,766 1109,173 1108,893 1,662 1,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,452) 2,145 12,706 24,489 4,033 -6,721 30,667 30,474 -214 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.2 30.5 67.7 67.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 11 13 23 46 46 70 69
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,783 COMMITMENTS 0 5,254 0 233,218 247,484 233,218 252,738 24,565 5,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,373) -517 0 0 2,112 3,457 1,595 3,457 1,778 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 90.5 96.0 90.5 98.0 9.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 2 0 29 25 29 27
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,891 COMMITMENTS 2,583 5,353 584 137,858 125,384 141,025 131,321 2,866 12,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,809) 481 0 305 2,041 2,168 2,827 2,473 -1,018 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.4 95.8 87.1 98.0 91.3 2.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 1 3 21 24 25 28
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,851 COMMITMENTS 4,228 3,921 4,356 294,710 299,250 303,294 307,527 10,557 6,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,206) -355 491 1,168 2,681 2,676 3,494 4,335 712 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.2 1.4 93.9 95.3 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 3 4 29 28 35 33
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 856,443 COMMITMENTS 6,598 13,116 2,384 839,250 839,129 848,232 854,629 8,211 1,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,127) 180 -364 1,614 1,673 2,268 3,467 3,518 -340 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.5 0.3 98.0 98.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 2 5 40 27 46 33
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,029 COMMITMENTS 3,133 5,662 1,795 360,468 364,554 365,396 372,011 12,633 6,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,439) -91 -1,074 242 5,137 9,528 5,288 8,696 151 -3,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.5 0.5 95.4 96.4 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 3 4 3 40 37 44 43
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 520,510 COMMITMENTS 1,749 906 182 509,024 512,944 510,955 514,032 9,555 6,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,279) 248 0 0 2,339 1,611 2,587 1,611 -308 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.0 97.8 98.5 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 3 2 1 40 39 44 41
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,188 COMMITMENTS 0 3,043 2,250 378,722 375,179 380,972 380,472 7,216 7,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 823) 0 -12 597 1,615 -244 2,212 341 -1,389 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.6 97.6 96.6 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 0 3 1 39 27 40 30
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,164 COMMITMENTS 186 3,792 434 102,142 100,031 102,762 104,257 5,402 3,907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,757) -915 637 -218 6,054 4,173 4,921 4,592 836 1,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.4 94.4 92.5 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 3 15 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,184 COMMITMENTS 570 780 0 24,742 25,282 25,312 26,062 1,872 1,122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,212) 0 0 0 6,212 6,028 6,212 6,028 0 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.9 0.0 91.0 93.0 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 0 12 18 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 239,219 COMMITMENTS 0 0 0 234,737 229,623 234,737 229,623 4,482 9,596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,276) 0 -5 -401 5,075 6,155 4,674 5,749 602 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 96.0 98.1 96.0 1.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 24 23 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 186,408 COMMITMENTS 0 0 0 179,445 183,260 179,445 183,260 6,963 3,148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,316) 0 0 0 5,314 5,165 5,314 5,165 2 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.3 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 27 22 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 286,537 COMMITMENTS 0 0 0 280,443 283,658 280,443 283,658 6,094 2,879 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -899) 0 0 0 -961 -899 -961 -899 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 21 23 21 23
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,773 COMMITMENTS 7,024 0 0 24,147 31,437 31,171 31,437 1,602 1,336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 122) 0 0 0 60 93 60 93 62 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.0 0.0 73.7 95.9 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 0 0 13 13 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 606,470 COMMITMENTS 19,931 4,400 5,890 569,606 584,766 595,427 595,056 11,043 11,414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,711) -113 1,603 -374 19,089 15,021 18,602 16,250 109 2,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.7 1.0 93.9 96.4 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 3 6 44 34 52 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 207,192 COMMITMENTS 0 1,217 2,938 200,886 194,796 203,824 198,951 3,368 8,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,179) -340 -311 192 -3,029 -3,099 -3,177 -3,218 -2 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.4 97.0 94.0 98.4 96.0 1.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 24 21 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 44,162 COMMITMENTS 528 0 1,001 41,752 42,647 43,281 43,648 881 514 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) 186 0 -155 217 341 248 186 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 2.3 94.5 96.6 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 13 9 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 71,144 COMMITMENTS 0 0 0 67,400 65,407 67,400 65,407 3,744 5,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -214) 0 0 0 -712 -39 -712 -39 498 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 91.9 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 19 15 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 236,637 COMMITMENTS 2,839 0 0 231,178 236,389 234,017 236,389 2,620 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 124 0 0 -649 -525 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 97.7 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 22 15 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 221,769 COMMITMENTS 23,629 8,340 1,320 194,878 210,999 219,827 220,659 1,942 1,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -506) 124 0 0 -630 -506 -506 -506 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 3.8 0.6 87.9 95.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 5 7 1 28 31 33 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 134,684 COMMITMENTS 1,635 432 0 131,680 133,168 133,315 133,600 1,369 1,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,201) 465 432 0 1,856 1,829 2,321 2,261 -120 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.0 97.8 98.9 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 0 19 22 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 20,368 COMMITMENTS 240 3,480 0 18,618 16,553 18,858 20,033 1,510 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,321) 0 0 0 2,321 2,321 2,321 2,321 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 17.1 0.0 91.4 81.3 92.6 98.4 7.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 262,694 COMMITMENTS 2,021 2,771 4,996 249,797 243,473 256,814 251,240 5,880 11,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,452) 801 293 152 8,450 8,114 9,403 8,559 -951 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.1 1.9 95.1 92.7 97.8 95.6 2.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 1 3 3 36 34 40 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,542 COMMITMENTS 0 0 0 93,139 92,044 93,139 92,044 10,403 11,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,438) 0 0 0 1,132 824 1,132 824 306 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.0 88.9 90.0 88.9 10.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 17 20 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 226,813 COMMITMENTS 1,220 1,923 245 222,386 221,844 223,851 224,012 2,962 2,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,286) 0 155 245 3,030 3,328 3,275 3,728 11 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.1 98.0 97.8 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 1 2 1 26 31 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BA NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 49,835 COMMITMENTS 0 0 0 46,571 47,155 46,571 47,155 3,264 2,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,764) 0 0 0 2,096 1,578 2,096 1,578 -332 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 94.6 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 10 17 10 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 187,072 COMMITMENTS 0 0 0 181,557 183,588 181,557 183,588 5,515 3,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -442) 0 0 0 379 -1,164 379 -1,164 -821 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 98.1 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 80,670 COMMITMENTS 0 0 0 78,002 78,984 78,002 78,984 2,668 1,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 395) 0 0 0 211 366 211 366 184 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 97.9 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 20 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 33,300 COMMITMENTS 4,278 0 0 27,290 32,574 31,568 32,574 1,732 726 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 372) 248 0 0 124 248 372 248 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.0 82.0 97.8 94.8 97.8 5.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 11 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 187,698 COMMITMENTS 3,467 0 338 178,378 181,109 182,183 181,447 5,515 6,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -347) 31 0 0 1,057 -306 1,088 -306 -1,435 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.2 95.0 96.5 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 18 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 154,743 COMMITMENTS 0 2,254 4,180 138,835 136,136 143,015 142,570 11,728 12,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -221) 0 537 -248 -570 -67 -818 222 597 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 2.7 89.7 88.0 92.4 92.1 7.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 3 2 28 30 30 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BY SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBtu OPEN INTEREST: 45,338 COMMITMENTS 651 0 0 40,827 42,541 41,478 42,541 3,860 2,797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 90.1 93.8 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 16 13 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 39,790 COMMITMENTS 540 310 0 38,313 38,584 38,853 38,894 937 896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,116) 0 0 0 1,116 1,116 1,116 1,116 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.8 0.0 96.3 97.0 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 13 11 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 228,110 COMMITMENTS 348 1,417 4,142 217,572 216,084 222,062 221,643 6,048 6,467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) -173 143 179 66 493 72 815 -9 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.6 1.8 95.4 94.7 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 3 4 31 34 35 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 129,656 COMMITMENTS 951 0 0 121,192 125,204 122,143 125,204 7,513 4,452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,424) 155 0 0 2,858 3,451 3,013 3,451 -589 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 93.5 96.6 94.2 96.6 5.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 0 0 30 29 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 165,202 COMMITMENTS 1,220 1,220 0 155,557 159,698 156,777 160,918 8,425 4,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,221) 0 0 0 1,099 1,221 1,099 1,221 122 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.0 94.2 96.7 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 17 16 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 52,333 COMMITMENTS 139 650 520 47,920 50,215 48,579 51,385 3,754 948 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 1.0 91.6 96.0 92.8 98.2 7.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 2 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,583 COMMITMENTS 240 971 527 29,173 28,420 29,940 29,918 1,643 1,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 -341 341 403 899 744 899 186 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.1 1.7 92.4 90.0 94.8 94.7 5.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 8 17 10 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 280,196 COMMITMENTS 0 0 0 265,274 279,254 265,274 279,254 14,922 942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,946) 0 0 0 10,038 10,585 10,038 10,585 -92 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 99.7 94.7 99.7 5.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 26 16 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 111,272 COMMITMENTS 10,653 8,774 142 91,395 99,649 102,190 108,565 9,082 2,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -126) 32 0 -32 -126 -94 -126 -126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.9 0.1 82.1 89.6 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 12 13 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 209,268 COMMITMENTS 0 0 0 205,336 205,618 205,336 205,618 3,932 3,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,297) 0 0 0 2,931 3,613 2,931 3,613 366 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 19 21 19 21
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,194,048 COMMITMENTS 177,966 298,969 409,399 534,181 446,621 1121,546 1154,989 72,503 39,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,301) -9,759 -23,514 12,348 -23,900 -6,637 -21,311 -17,803 2,011 -1,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 25.0 34.3 44.7 37.4 93.9 96.7 6.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 320) 119 97 159 77 60 293 244
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 459,859 COMMITMENTS 45,767 15,404 127,521 279,228 311,287 452,516 454,212 7,343 5,647 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,046) 4,391 -7,592 -1,149 -13,380 -356 -10,139 -9,097 1,093 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.3 27.7 60.7 67.7 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 41 33 59 61 56 129 121
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 306,671 COMMITMENTS 57,477 88,472 31,015 197,487 175,710 285,979 295,197 20,692 11,474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,107) 6,875 108 -4,663 1,967 8,665 4,179 4,110 -72 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 28.8 10.1 64.4 57.3 93.3 96.3 6.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 16 13 24 46 42 75 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 85,056 COMMITMENTS 7,070 15,259 11,249 53,549 49,164 71,868 75,672 13,188 9,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,223) 1,667 803 594 2,708 3,984 4,969 5,381 -1,746 -2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 17.9 13.2 63.0 57.8 84.5 89.0 15.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 8 11 16 24 26 43 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 84,311 COMMITMENTS 10,271 10,261 66,721 7,281 7,237 84,273 84,219 39 92 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,289) 5,142 4,524 6,957 222 726 12,321 12,207 -32 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 12.2 79.1 8.6 8.6 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 8 12 4 8 16 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 217,161 COMMITMENTS 3,689 1,250 32,020 168,461 171,164 204,170 204,433 12,991 12,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,879) 520 270 -1,812 -5,835 -5,810 -7,127 -7,351 1,248 1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.6 14.7 77.6 78.8 94.0 94.1 6.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 1 8 17 17 25 25
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 23,265 COMMITMENTS 2,462 6,958 2,334 17,913 12,878 22,709 22,170 556 1,095 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,007) 170 117 31 740 838 941 986 66 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 29.9 10.0 77.0 55.4 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 10 11 18 19 30 33
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,743 COMMITMENTS 0 386 246 5,384 5,065 5,630 5,697 113 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 50 0 170 300 170 350 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 4.3 93.7 88.2 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 4 2 15 17 17 21
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 37,799 COMMITMENTS 10,605 211 4,554 22,447 32,758 37,606 37,523 193 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,378) 533 42 -426 1,321 1,727 1,427 1,343 -49 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 0.6 12.0 59.4 86.7 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 19 4 12 49 55 69 70
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 454,812 COMMITMENTS 68,676 73,502 110,748 221,670 238,706 401,094 422,956 53,718 31,856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,301) 6,479 -8,457 -13,785 -9,079 7,238 -16,385 -15,004 1,084 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 16.2 24.4 48.7 52.5 88.2 93.0 11.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 303) 83 68 96 121 97 256 220
CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,098 COMMITMENTS 255 310 100 1,558 1,409 1,913 1,819 185 279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 23 70 7 96 49 126 126 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 14.8 4.8 74.3 67.2 91.2 86.7 8.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 3 1 17 15 21 19
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,847 COMMITMENTS 45,212 54,359 57,243 146,860 138,833 249,315 250,435 15,531 14,412 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -52,289) -455 -52 -23,387 -28,624 -29,609 -52,465 -53,047 177 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 20.5 21.6 55.5 52.4 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 95 92 103 62 64 218 208
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,740 COMMITMENTS 276,331 35,580 18,745 481,336 731,531 776,412 785,856 22,328 12,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,873) -3,249 -1,976 1,380 7,634 7,508 5,765 6,912 108 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 4.5 2.3 60.3 91.6 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 4 8 37 35 49 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,062 COMMITMENTS 5,215 7,167 11,340 108,672 108,638 125,227 127,145 7,835 5,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,189) -743 1,343 650 2,447 1,009 2,354 3,002 3,835 3,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.4 8.5 81.7 81.6 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 9 13 27 24 40 38
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,857 COMMITMENTS 1,379 1,953 806 6,061 5,964 8,246 8,722 1,611 1,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) 130 194 87 30 11 247 292 -102 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 19.8 8.2 61.5 60.5 83.7 88.5 16.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 13 8 20 14 37 30
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,287 COMMITMENTS 2,288 8,812 2,489 12,280 7,589 17,058 18,890 4,229 2,397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38) 3 -96 5 -235 -249 -227 -340 189 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 41.4 11.7 57.7 35.6 80.1 88.7 19.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 21 29 12 30 14 55 53
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,185,756 COMMITMENTS 922,555 1102,816 301,834 2764,875 2661,445 3989,264 4066,095 196,492 119,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,289) -13,672 -11,563 46,371 42,566 18,591 75,266 53,399 -12,977 8,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 26.3 7.2 66.1 63.6 95.3 97.1 4.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 373) 87 46 58 201 136 316 212
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,801,483 COMMITMENTS 623,067 785,526 670,543 3093,913 2890,894 4387,523 4346,963 413,960 454,520 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104,882) 1,854 -82,914 40,303 77,026 139,286 119,183 96,674 -14,302 8,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 16.4 14.0 64.4 60.2 91.4 90.5 8.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 410) 80 67 90 224 209 346 324
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,973 COMMITMENTS 141,210 113,223 8,229 617,577 591,267 767,016 712,719 100,957 155,254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,117) 7,027 20,887 1,538 35,335 16,509 43,900 38,934 -6,783 -1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 13.0 0.9 71.2 68.1 88.4 82.1 11.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 14 14 8 69 72 86 91
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,126,365 COMMITMENTS 537,475 841,964 469,504 3794,890 3481,898 4801,868 4793,366 324,497 332,999 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,819) -47,569 -40,345 48,384 -30,199 -24,317 -29,384 -16,277 23,565 10,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 16.4 9.2 74.0 67.9 93.7 93.5 6.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 320) 57 48 60 161 164 246 244
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,951,604 COMMITMENTS 474,711 216,299 409,104 1018,697 1281,539 1902,511 1906,942 49,093 44,662 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80,490) 55,652 -44,077 40,382 -17,457 82,896 78,577 79,201 1,914 1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 11.1 21.0 52.2 65.7 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158) 46 29 54 72 74 143 133
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,118 COMMITMENTS 144 2,343 1,314 8,660 6,818 10,118 10,475 1,000 643 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 929) -3 26 234 625 904 856 1,164 73 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 21.1 11.8 77.9 61.3 91.0 94.2 9.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 8 8 24 23 32 33
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,420 COMMITMENTS 7,439 1,520 14,666 18,632 20,177 40,737 36,363 5,682 10,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 588) -90 16 -22 874 418 762 412 -174 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 3.3 31.6 40.1 43.5 87.8 78.3 12.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 34 14 31 42 45 89 77
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,651 COMMITMENTS 563 1,381 1,764 8,010 7,887 10,336 11,032 1,315 619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 717) -33 37 149 486 594 602 779 115 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 11.9 15.1 68.7 67.7 88.7 94.7 11.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 6 8 27 22 39 31
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,840 COMMITMENTS 3,835 437 1,716 3,757 4,980 9,308 7,134 532 2,706 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 181 -6 6 -1 104 186 105 -11 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 4.4 17.4 38.2 50.6 94.6 72.5 5.4 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 3 9 17 17 28 27
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,797 COMMITMENTS 300 451 322 1,438 1,704 2,060 2,476 737 320 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 10.7 16.1 11.5 51.4 60.9 73.7 88.5 26.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 5 5 11 7 17 14
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 391,720 COMMITMENTS 89,452 46,313 127,473 139,272 175,392 356,197 349,177 35,523 42,542 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,950) -3,406 -3,241 354 490 1,994 -2,561 -894 -389 -2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.8 32.5 35.6 44.8 90.9 89.1 9.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 159 92 156 95 105 328 297
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,899 COMMITMENTS 128,851 34,130 113,227 137,560 208,712 379,638 356,069 34,261 57,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,473) 7,850 -5,408 -2,942 -545 8,288 4,363 -62 1,110 5,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 8.2 27.4 33.2 50.4 91.7 86.0 8.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 453) 149 85 145 153 185 373 359
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,282 COMMITMENTS 1,372 574 270 701 1,766 2,343 2,610 939 672 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -168) -92 63 -122 18 -35 -196 -94 28 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 17.5 8.2 21.4 53.8 71.4 79.5 28.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 17 11 9 11 18 33 33
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,976 COMMITMENTS 16,463 11,339 14,256 11,374 10,326 42,094 35,921 7,882 14,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,947) 699 -703 2,562 -964 273 2,297 2,132 650 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 22.7 28.5 22.8 20.7 84.2 71.9 15.8 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 194) 57 47 62 53 55 149 137
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,326 COMMITMENTS 2,267 2,456 5,977 20,049 18,642 28,294 27,075 1,033 2,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 858) -266 -101 233 954 964 922 1,097 -63 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.4 20.4 68.4 63.6 96.5 92.3 3.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 16 13 16 34 31 60 50
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 31,282 COMMITMENTS 4,050 1,548 4,586 22,327 25,084 30,963 31,218 319 64 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -203) -73 656 -531 395 -37 -208 88 5 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.9 14.7 71.4 80.2 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 10 8 18 28 29 46 47
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 38,058 COMMITMENTS 7,390 901 864 29,795 36,293 38,049 38,058 9 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 817) 635 340 -75 257 567 817 832 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 2.4 2.3 78.3 95.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 7 5 26 23 35 32
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 27,503 COMMITMENTS 4,325 450 775 22,329 26,268 27,429 27,493 74 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 700 0 50 250 955 1,000 1,005 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.6 2.8 81.2 95.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 3 17 15 22 19
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,039 COMMITMENTS 5,760 8,432 10,705 119,148 116,472 135,613 135,609 426 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) -118 681 -331 1,210 242 761 592 13 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 6.2 7.9 87.6 85.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 12 8 9 33 35 48 49
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,090 COMMITMENTS 725 1,397 2,998 69,367 68,671 73,090 73,066 0 24 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,370) -163 -259 -365 -2,807 -2,721 -3,335 -3,345 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 4.1 94.9 94.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 6 22 23 30 32
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,892 COMMITMENTS 400 600 150 33,342 33,142 33,892 33,892 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,600) 125 -50 25 -1,503 -850 -1,353 -875 -247 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 0.4 98.4 97.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 3 10 15 13 19
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 67,878 COMMITMENTS 16,060 590 5,807 45,445 61,451 67,312 67,848 566 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -180) 152 2 -102 -530 -80 -480 -180 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.9 8.6 67.0 90.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 4 3 26 26 32 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 85,373 COMMITMENTS 26,257 1,663 4,804 53,456 78,719 84,517 85,186 856 187 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 601) -79 420 36 545 149 502 605 99 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 1.9 5.6 62.6 92.2 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 8 5 6 26 26 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 76,495 COMMITMENTS 3,693 401 1,498 70,381 74,523 75,572 76,422 923 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 994) 50 0 0 944 994 994 994 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.5 2.0 92.0 97.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 2 2 28 27 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 97,605 COMMITMENTS 4,166 454 2,079 90,648 95,057 96,893 97,590 712 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 55 -25 25 40 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.5 2.1 92.9 97.4 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 2 4 29 30 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,638 COMMITMENTS 400 420 0 42,098 41,948 42,498 42,368 140 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,957) 0 0 0 -1,972 -1,952 -1,972 -1,952 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.0 98.7 98.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 25,788 COMMITMENTS 350 697 13 25,159 24,958 25,522 25,668 266 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,646) -595 0 -5 -1,117 -1,641 -1,717 -1,646 71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.7 0.1 97.6 96.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 2 19 19 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 77,872 COMMITMENTS 22,511 605 2,235 52,794 74,898 77,539 77,737 333 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,407) 536 -421 -531 -2,401 -1,455 -2,396 -2,407 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 0.8 2.9 67.8 96.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 19 1 10 32 32 52 42
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,880 COMMITMENTS 9,936 110 750 17,908 27,678 28,594 28,538 286 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,165) -105 -55 -50 -1,005 -1,050 -1,160 -1,155 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 0.4 2.6 62.0 95.8 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 4 21 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,661 COMMITMENTS 400 370 50 48,066 48,031 48,516 48,451 145 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,527) -100 25 -25 -3,417 -3,522 -3,542 -3,522 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.1 98.8 98.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 1 20 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 39,932 COMMITMENTS 605 1,435 120 38,288 38,283 39,013 39,838 919 94 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,799) -780 -165 -15 -1,070 -1,631 -1,865 -1,811 66 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.6 0.3 95.9 95.9 97.7 99.8 2.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 4 2 21 21 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,178 COMMITMENTS 2,932 200 0 58,673 61,633 61,605 61,833 573 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 0 0 0 520 520 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.3 0.0 94.4 99.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 24 18 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,139 COMMITMENTS 3,259 3,300 60 61,540 61,599 64,859 64,959 280 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 860) 0 0 0 860 860 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.1 0.1 94.5 94.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 25 18 28 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 81,058 COMMITMENTS 1,064 531 379 79,350 80,148 80,793 81,058 265 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,759) -182 463 20 -2,869 -3,434 -3,031 -2,951 -728 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 0.5 97.9 98.9 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 2 3 27 28 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 103,225 COMMITMENTS 1,918 5,278 613 100,344 97,317 102,875 103,209 350 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,155) -72 455 -246 -3,725 -5,243 -4,044 -5,035 -1,111 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.1 0.6 97.2 94.3 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 5 14 5 31 32 39 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 55,863 COMMITMENTS 100 3,781 275 55,468 51,807 55,843 55,863 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,420) 50 -350 -100 -1,880 330 -1,930 -120 -490 -2,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.8 0.5 99.3 92.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 2 14 16 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 49,980 COMMITMENTS 50 470 415 49,515 49,095 49,980 49,980 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,285) 50 0 -50 -919 -1,100 -919 -1,150 -366 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.8 99.1 98.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 2 13 9 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 62,527 COMMITMENTS 1,430 1,956 1,507 59,538 58,912 62,475 62,375 52 152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 1 0 0 410 336 411 336 -22 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.1 2.4 95.2 94.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 1 3 23 23 30 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 63,657 COMMITMENTS 2,082 1,497 5,404 55,821 56,638 63,307 63,539 350 118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -341) 49 -4 -37 -332 -321 -320 -362 -21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.4 8.5 87.7 89.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 3 3 24 24 33 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 28,425 COMMITMENTS 990 450 80 27,183 27,839 28,253 28,369 172 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 300 0 0 -207 100 93 100 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.6 0.3 95.6 97.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 18 13 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 28,225 COMMITMENTS 875 0 0 27,144 28,123 28,019 28,123 206 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) 300 0 0 -242 65 58 65 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.2 99.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 11 20 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,187 COMMITMENTS 599 1,634 864 31,710 30,689 33,173 33,187 14 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) 50 50 0 259 261 309 311 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.9 2.6 95.5 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 3 3 20 24 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,115 COMMITMENTS 325 2,642 275 21,174 19,098 21,774 22,015 341 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 939) 279 405 -279 938 808 938 934 1 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.9 1.2 95.7 86.4 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 1 14 17 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 57,967 COMMITMENTS 2,105 2,962 1,044 54,747 53,928 57,896 57,934 71 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,054) 371 159 -34 742 959 1,079 1,084 -25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 1.8 94.4 93.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 5 6 30 29 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,566 COMMITMENTS 517 1,905 1,058 37,619 36,483 39,194 39,446 372 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) 0 72 6 44 -27 50 51 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.8 2.7 95.1 92.2 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 4 24 20 28 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,252 COMMITMENTS 1,665 300 100 19,337 20,837 21,102 21,237 150 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) 225 0 0 -95 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.4 0.5 91.0 98.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 1 1 16 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,489 COMMITMENTS 50 1,270 280 11,959 10,934 12,289 12,484 200 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 190) 0 200 0 190 -10 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 10.2 2.2 95.8 87.5 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 1 14 13 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,656 COMMITMENTS 50 1,670 205 12,281 10,781 12,536 12,656 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 190) 0 200 0 190 -10 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 13.2 1.6 97.0 85.2 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 1 15 13 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,478 COMMITMENTS 2,095 375 515 13,689 15,563 16,299 16,453 179 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 5 0 30 45 70 80 100 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 2.3 3.1 83.1 94.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 3 17 16 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,296 COMMITMENTS 2,165 375 570 13,207 15,318 15,942 16,263 354 33 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 5 0 30 45 70 80 100 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.3 3.5 81.0 94.0 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 3 16 16 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,278 COMMITMENTS 685 925 2,955 38,573 38,378 42,213 42,258 65 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) -845 175 820 830 -190 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.2 7.0 91.2 90.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 2 3 23 15 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,981 COMMITMENTS 1,280 925 2,635 37,998 38,421 41,913 41,981 68 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 580) -870 175 575 875 -170 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.2 6.3 90.5 91.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 7 2 4 23 17 30 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 110,649 COMMITMENTS 2,135 11,232 1,379 107,115 97,998 110,629 110,609 20 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98) 525 -842 192 -800 591 -83 -59 -15 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.2 1.2 96.8 88.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 6 9 6 38 33 48 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 123,459 COMMITMENTS 1,975 10,086 1,877 119,592 111,496 123,444 123,459 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,692) 475 -891 362 2,855 4,221 3,692 3,692 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.2 1.5 96.9 90.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 7 12 7 39 35 52 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 510,627 COMMITMENTS 20,746 29,346 61,019 428,144 419,847 509,909 510,212 718 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,464) -4,443 -265 578 10,877 7,061 7,012 7,374 452 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 5.7 11.9 83.8 82.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 20 20 19 41 41 68 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,281 COMMITMENTS 3,915 0 0 12,352 16,281 16,267 16,281 14 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.0 0.0 75.9 **** 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 0 0 19 11 24 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,913 COMMITMENTS 3,575 210 60 12,064 15,643 15,699 15,913 214 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 1.3 0.4 75.8 98.3 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 1 19 10 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 3,107 COMMITMENTS 800 200 0 2,300 2,907 3,100 3,107 7 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -499) 0 0 0 -501 -499 -501 -499 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 6.4 0.0 74.0 93.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 0 11 13 14 14
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,936 COMMITMENTS 0 1,383 495 56,346 54,983 56,841 56,861 9,095 9,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 0 500 -500 1,250 770 750 770 -110 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.8 85.5 83.4 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 1 18 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,411 COMMITMENTS 0 1,780 305 48,196 46,421 48,501 48,506 7,910 7,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -971) 0 -15 -70 -418 -383 -488 -468 -483 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.5 85.4 82.3 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 16 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,665 COMMITMENTS 2,290 2,050 50 21,823 22,028 24,163 24,128 2,502 2,537 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -25 -110 -25 -504 -249 -554 -384 -286 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.7 0.2 81.8 82.6 90.6 90.5 9.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 1 12 15 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFJ MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,145 COMMITMENTS 2,180 1,670 110 18,845 19,320 21,135 21,100 2,010 2,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -950) 0 -10 -30 -770 -755 -800 -795 -150 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 7.2 0.5 81.4 83.5 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 11 17 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,632 COMMITMENTS 12,495 685 4,625 26,155 38,485 43,275 43,795 3,357 2,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,258) -35 0 -110 -853 -888 -998 -998 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 1.5 9.9 56.1 82.5 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 3 16 22 19 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 4,670 605 4,085 14,714 19,049 23,469 23,739 2,366 2,096 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -660) -450 -275 10 -180 -355 -620 -620 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.3 15.8 57.0 73.7 90.8 91.9 9.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 3 13 15 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,765 COMMITMENTS 260 11,800 2,075 22,335 11,125 24,670 25,000 1,095 765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -420) -200 -50 0 -110 -320 -310 -370 -110 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 45.8 8.1 86.7 43.2 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 2 18 15 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 93,236 COMMITMENTS 12,340 2,735 2,235 59,981 69,096 74,556 74,066 18,680 19,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,897) 835 -125 -1,140 -2,517 -1,517 -2,822 -2,782 -1,075 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.9 2.4 64.3 74.1 80.0 79.4 20.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 4 3 20 25 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 89,168 COMMITMENTS 10,705 2,720 2,210 58,598 66,023 71,513 70,953 17,655 18,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,348) 955 100 -1,260 -2,261 -1,366 -2,566 -2,526 -782 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 3.1 2.5 65.7 74.0 80.2 79.6 19.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 3 20 24 23 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,325 COMMITMENTS 3,360 11,155 845 18,000 11,255 22,205 23,255 4,120 3,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -561) 125 700 -50 -381 -971 -306 -321 -255 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 42.4 3.2 68.4 42.8 84.3 88.3 15.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 5 4 18 11 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,400 COMMITMENTS 4,355 11,250 1,825 16,457 11,297 22,637 24,372 4,763 3,028 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -536) 60 735 -85 -261 -946 -286 -296 -250 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 41.1 6.7 60.1 41.2 82.6 88.9 17.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 4 4 16 11 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJI PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,558 COMMITMENTS 9,290 5,845 450 13,669 17,514 23,409 23,809 3,149 2,749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -711) -250 -155 -20 -291 -366 -561 -541 -150 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 22.0 1.7 51.5 65.9 88.1 89.6 11.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 3 14 8 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJJ PJM.JCPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,688 COMMITMENTS 9,290 5,705 440 12,727 16,972 22,457 23,117 3,231 2,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -843) -300 -180 -30 -711 -476 -1,041 -686 198 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 22.2 1.7 49.5 66.1 87.4 90.0 12.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 3 13 7 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 53,901 COMMITMENTS 27,695 0 0 21,998 49,568 49,693 49,568 4,208 4,333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,247) -1,445 0 0 -400 -1,823 -1,845 -1,823 -402 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 0.0 0.0 40.8 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 13 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,737 COMMITMENTS 27,200 0 0 23,272 50,375 50,472 50,375 4,265 4,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,133) -1,245 0 0 -470 -1,698 -1,715 -1,698 -418 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 42.5 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 14 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 63,140 COMMITMENTS 32,045 75 1,290 26,050 58,200 59,385 59,565 3,755 3,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,540) -1,430 75 -200 -340 -1,845 -1,970 -1,970 -570 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 0.1 2.0 41.3 92.2 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 1 2 18 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,515 COMMITMENTS 31,445 0 1,540 26,080 57,705 59,065 59,245 3,450 3,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,515) -1,430 0 -175 -315 -1,745 -1,920 -1,920 -595 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 0.0 2.5 41.7 92.3 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 0 2 18 13 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,345 COMMITMENTS 1,810 5,835 330 15,260 11,305 17,400 17,470 945 875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -650) -280 -525 -25 -175 60 -480 -490 -170 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 31.8 1.8 83.2 61.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 4 1 15 10 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,790 COMMITMENTS 2,595 5,835 205 13,230 10,900 16,030 16,940 1,760 850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -670) -270 -525 -25 -160 60 -455 -490 -215 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 32.8 1.2 74.4 61.3 90.1 95.2 9.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 1 14 10 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,305 COMMITMENTS 21,285 20,190 2,235 39,925 41,125 63,445 63,550 4,860 4,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,275) -800 35 0 -1,065 -1,915 -1,865 -1,880 -410 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 29.6 3.3 58.5 60.2 92.9 93.0 7.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 2 5 15 15 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 65,135 COMMITMENTS 18,615 20,190 2,380 39,375 37,905 60,370 60,475 4,765 4,660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,470) -680 35 -25 -1,420 -2,150 -2,125 -2,140 -345 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 31.0 3.7 60.5 58.2 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 2 4 16 17 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,238 COMMITMENTS 12,165 13,870 2,365 38,297 36,942 52,827 53,177 2,411 2,061 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,280) -355 -55 -15 -818 -1,113 -1,188 -1,183 -92 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 25.1 4.3 69.3 66.9 95.6 96.3 4.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 3 1 23 16 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,404 COMMITMENTS 8,215 10,690 2,905 34,014 31,679 45,134 45,274 1,270 1,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,220) -430 -30 -40 -625 -1,035 -1,095 -1,105 -125 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 23.0 6.3 73.3 68.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 23 16 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 159,765 COMMITMENTS 1,325 29,966 8,169 126,362 97,721 135,856 135,856 23,909 23,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,510) 175 -4,190 1,040 -6,844 -2,479 -5,629 -5,629 119 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 18.8 5.1 79.1 61.2 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 2 9 5 28 30 34 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 144,379 COMMITMENTS 3,604 30,185 8,445 115,346 88,765 127,395 127,395 16,984 16,984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,050) 2,604 -1,736 -1,389 -5,864 -1,524 -4,649 -4,649 -401 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 20.9 5.8 79.9 61.5 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 7 6 25 29 32 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,180 COMMITMENTS 25 10,365 2,055 49,295 38,960 51,375 51,380 4,805 4,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) -35 -390 -220 -780 -425 -1,035 -1,035 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 3.7 87.7 69.3 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 2 17 18 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 9,365 2,705 41,220 31,875 43,925 43,945 4,180 4,160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -914) -175 -335 65 -1,294 -1,129 -1,404 -1,399 490 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.5 5.6 85.7 66.3 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 3 2 18 21 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,215 COMMITMENTS 14,610 25 1,060 19,355 34,290 35,025 35,375 2,190 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -370) -480 -50 -235 -295 -720 -1,010 -1,005 640 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 0.1 2.8 52.0 92.1 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 14 19 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 44,665 COMMITMENTS 25,860 0 1,580 15,335 41,305 42,775 42,885 1,890 1,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -410) 210 0 -340 -805 -590 -935 -930 525 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 0.0 3.5 34.3 92.5 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 3 12 14 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 118,082 COMMITMENTS 9,040 11,485 3,150 86,072 83,627 98,262 98,262 19,820 19,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,642) -200 345 -750 -3,947 -4,552 -4,897 -4,957 -745 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.7 2.7 72.9 70.8 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 2 3 29 27 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 95,524 COMMITMENTS 6,895 5,760 7,970 66,204 67,499 81,069 81,229 14,455 14,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,195) -75 -105 -80 -2,100 -2,085 -2,255 -2,270 -940 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.0 8.3 69.3 70.7 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 3 3 26 27 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZA PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,250 COMMITMENTS 5,820 300 580 23,305 28,885 29,705 29,765 2,545 2,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,365) -240 0 -65 -915 -1,160 -1,220 -1,225 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.9 1.8 72.3 89.6 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZB PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,190 COMMITMENTS 4,450 495 510 24,065 28,030 29,025 29,035 2,165 2,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,210) -155 -35 5 -915 -1,040 -1,065 -1,070 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.6 1.6 77.2 89.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 13 11 15 14
CFTC#066411 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 2,200 COMMITMENTS 336 0 257 1,314 1,585 1,907 1,842 293 358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 66) 33 0 -13 61 107 81 94 -15 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 11.7 59.7 72.0 86.7 83.7 13.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 4 14 19 18 23
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,934 COMMITMENTS 520 473 183 3,529 3,351 4,232 4,007 702 927 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154) 7 67 -11 194 86 190 142 -36 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 9.6 3.7 71.5 67.9 85.8 81.2 14.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 5 5 20 22 26 29
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,946 COMMITMENTS 5,247 0 35 29,439 34,730 34,721 34,765 225 181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,211) 100 0 0 1,111 1,211 1,211 1,211 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 0.1 84.2 99.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 0 1 37 39 40 40
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,837 COMMITMENTS 73 0 157 14,474 14,093 14,704 14,250 133 587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,067) 73 -4 19 997 1,082 1,089 1,097 -22 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.1 97.6 95.0 99.1 96.0 0.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 0 1 23 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,524 COMMITMENTS 543 114 738 9,429 10,358 10,710 11,210 814 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 131) -200 0 130 235 30 165 160 -34 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.0 6.4 81.8 89.9 92.9 97.3 7.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 1 4 30 31 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 38,608 COMMITMENTS 3,337 1,187 467 33,884 36,914 37,688 38,568 920 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,654) 1,085 -215 254 1,552 2,740 2,891 2,779 -237 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 3.1 1.2 87.8 95.6 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 4 4 3 25 37 32 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 60,102 COMMITMENTS 3,995 1,493 2,981 52,754 55,147 59,730 59,621 372 481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34) -441 15 -451 1,088 699 196 263 -162 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.5 5.0 87.8 91.8 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 12 8 14 62 63 78 81
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,724 COMMITMENTS 212 484 527 3,557 3,088 4,296 4,099 428 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 277) 29 15 25 213 167 267 207 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 10.2 11.2 75.3 65.4 90.9 86.8 9.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 7 9 23 22 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,215 COMMITMENTS 3,117 541 290 48,782 50,923 52,189 51,754 26 461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,253) 976 31 38 1,239 2,076 2,253 2,145 0 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.0 0.6 93.4 97.5 **** 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 5 3 4 28 34 34 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 128,817 COMMITMENTS 8,505 2,713 3,010 116,449 122,927 127,964 128,650 853 167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,060) 520 -150 -255 2,690 3,645 2,955 3,240 105 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.1 2.3 90.4 95.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 15 12 14 77 66 98 86 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,852 COMMITMENTS 5,082 795 115 34,645 38,757 39,842 39,667 10 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45) 0 -95 0 45 140 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.0 0.3 86.9 97.3 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 5 1 32 40 38 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,616 COMMITMENTS 3,312 3,309 2,124 46,467 46,589 51,903 52,022 713 594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -153) -158 -183 -2 -170 -58 -330 -243 177 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 6.3 4.0 88.3 88.5 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 9 7 7 56 49 67 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,321 COMMITMENTS 900 295 170 16,161 16,386 17,231 16,851 90 470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 999) 0 50 15 1,008 1,171 1,023 1,236 -24 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.7 1.0 93.3 94.6 99.5 97.3 0.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 1 4 1 32 31 34 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,784 COMMITMENTS 1,257 0 721 19,045 20,904 21,023 21,625 761 159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 553) -83 0 0 636 528 553 528 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 3.3 87.4 96.0 96.5 99.3 3.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 6 0 4 35 29 41 33
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 832,027 COMMITMENTS 217,954 43,562 220,748 379,888 551,716 818,590 816,026 13,437 16,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,172) 20,023 2,512 -3,338 -27,436 -10,892 -10,751 -11,718 1,579 2,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 5.2 26.5 45.7 66.3 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 130) 31 31 52 65 62 125 117
CFTC#06741R WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 259,547 COMMITMENTS 1,995 200,624 1,291 249,439 19,864 252,725 221,779 6,822 37,768 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,810) 0 3,865 0 4,810 795 4,810 4,660 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 77.3 0.5 96.1 7.7 97.4 85.4 2.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 6 2 12 7 14 14
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 28,344 COMMITMENTS 0 0 0 28,294 28,314 28,294 28,314 50 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 920) 0 0 0 920 920 920 920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 29 26 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 10,887 COMMITMENTS 0 0 0 10,522 10,532 10,522 10,532 365 355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 0 0 0 5 113 5 113 165 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.6 96.7 96.6 96.7 3.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 12 13 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 222,850 COMMITMENTS 0 0 0 213,905 210,777 213,905 210,777 8,945 12,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,370) 0 0 0 8,750 6,855 8,750 6,855 620 2,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 94.6 96.0 94.6 4.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 19 13 19
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,763,581 COMMITMENTS 535,115 89,499 1086,214 1055,777 1500,888 2677,106 2676,601 86,475 86,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 73,373) -21,852 -44,896 69,124 32,151 56,155 79,424 80,383 -6,050 -7,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 3.2 39.3 38.2 54.3 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 156 107 202 102 112 348 340
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,253 COMMITMENTS 7,293 15,002 54,279 54,849 48,150 116,422 117,432 1,831 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,617) -1,495 -1,828 9,874 1,317 1,586 9,696 9,632 -79 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 12.7 45.9 46.4 40.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 6 3 5 15 14 23 20
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,819 COMMITMENTS 49,944 22,620 3,679 96,190 96,414 149,813 122,713 16,006 43,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,480) -565 -591 1,279 3,810 3,568 4,524 4,256 -44 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 13.6 2.2 58.0 58.1 90.3 74.0 9.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 4 4 14 22 21 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,158 COMMITMENTS 2,107 291 16,400 967 2,822 19,474 19,513 683 644 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,538) -17 204 2,153 -25 -248 2,111 2,109 -573 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 1.4 81.4 4.8 14.0 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 10 6 8 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,674 COMMITMENTS 28,526 335 9,844 56,828 78,648 95,198 88,827 5,476 11,847 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,048) 84 -24 -22 2,662 5,009 2,724 4,963 -676 -2,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 0.3 9.8 56.4 78.1 94.6 88.2 5.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 9 2 11 17 17 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,080 COMMITMENTS 0 103,906 3,635 144,935 42,056 148,570 149,597 16,510 15,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,374) 0 997 -360 1,414 2,090 1,054 2,727 320 -1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 62.9 2.2 87.8 25.5 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 7 6 15 9 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,252 COMMITMENTS 58,103 109,975 53,339 119,107 70,680 230,549 233,993 9,702 6,258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,737) -933 -2,549 3,913 -1,269 1,966 1,711 3,329 1,026 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 45.8 22.2 49.6 29.4 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 23 23 39 23 24 65 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,621 COMMITMENTS 250 1,239 14,261 17,611 16,906 32,123 32,406 498 215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 141) 103 -914 165 -178 819 90 69 51 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.8 43.7 54.0 51.8 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 3 13 12 19 15
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,493 COMMITMENTS 0 0 0 140,273 138,522 140,273 138,522 20,220 21,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,734) 0 0 0 3,240 4,410 3,240 4,410 494 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.4 86.3 87.4 86.3 12.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 18 19 18 19
CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 9,038 COMMITMENTS 80 180 0 8,698 8,853 8,778 9,033 260 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 536) 30 150 0 506 506 536 656 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.0 0.0 96.2 98.0 97.1 99.9 2.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 21 17 22 19
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 346,103 COMMITMENTS 89,841 40,487 98,523 139,208 192,045 327,572 331,054 18,531 15,048 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,950) 7,272 -4,260 13,704 -11,094 540 9,882 9,983 1,068 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 11.7 28.5 40.2 55.5 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 111 60 97 50 49 209 173
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,101 COMMITMENTS 16,574 5,382 2,243 5,240 16,366 24,057 23,990 2,045 2,111 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,241) -1,351 -60 -571 -306 -1,592 -2,229 -2,224 -13 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 20.6 8.6 20.1 62.7 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 172) 69 47 17 34 40 113 99
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 92,826 COMMITMENTS 55,284 18,253 5,674 20,127 66,245 81,085 90,172 11,741 2,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -801) -5,047 3,792 1,053 2,086 -5,956 -1,908 -1,112 1,107 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 19.7 6.1 21.7 71.4 87.4 97.1 12.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 142 50 25 40 44 197 104
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,112,747 COMMITMENTS 167,517 332,603 251,357 606,495 456,456 1025,369 1040,416 87,378 72,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,533) 7,345 -15,541 -193 -6,440 9,670 712 -6,064 -6,245 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 29.9 22.6 54.5 41.0 92.1 93.5 7.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 84 78 93 94 80 230 205
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 335,383 COMMITMENTS 50,968 55,155 84,951 178,313 178,356 314,233 318,462 21,151 16,921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40,694) 2,635 -22,411 -22,101 -20,400 2,472 -39,867 -42,041 -827 1,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 16.4 25.3 53.2 53.2 93.7 95.0 6.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 434) 144 123 148 135 119 360 326
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 270,032 COMMITMENTS 88,280 49,934 46,206 98,426 162,389 232,913 258,528 37,120 11,504 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,526) -9,096 4,183 -1,257 6,731 -8,709 -3,622 -5,784 -904 1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 18.5 17.1 36.4 60.1 86.3 95.7 13.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232) 110 53 78 49 47 195 148
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 250,566 COMMITMENTS 75,016 99,837 60,663 93,483 73,820 229,162 234,320 21,405 16,246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,031) -8,649 -5,479 2,330 4,417 3,254 -1,902 105 2,934 926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 39.8 24.2 37.3 29.5 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 112 101 106 58 56 231 218
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 1,087,776 COMMITMENTS 327,426 60,236 316,434 368,137 672,759 1011,997 1049,429 75,779 38,346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,755) -36,139 -1,647 15,939 33,607 -3,324 13,407 10,968 3,348 5,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 5.5 29.1 33.8 61.8 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 384) 211 91 166 63 62 336 263
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,752 COMMITMENTS 31,711 5,384 0 22,101 49,261 53,812 54,645 1,940 1,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 329) 1,045 423 0 -506 -76 539 347 -210 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 9.7 0.0 39.6 88.4 96.5 98.0 3.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 21 9 0 7 7 28 16
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 194,156 COMMITMENTS 73,868 31,293 7,238 75,676 133,283 156,783 171,814 37,374 22,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,867) -13,479 -2,721 899 4,373 -10,626 -8,208 -12,449 -3,659 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 16.1 3.7 39.0 68.6 80.8 88.5 19.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 38 20 17 43 35 87 67
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,692 COMMITMENTS 12,978 28,435 575 46,602 16,459 60,155 45,470 9,536 24,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -284) -1,064 -278 -234 1,037 -546 -260 -1,058 -24 774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 40.8 0.8 66.9 23.6 86.3 65.2 13.7 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 8 21 3 16 18 24 42
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 298,885 COMMITMENTS 219,855 77,275 1,223 71,675 216,603 292,753 295,101 6,131 3,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,048) -13,057 -14,711 -386 13,461 13,863 18 -1,234 -1,066 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 25.9 0.4 24.0 72.5 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 178) 85 38 12 25 33 118 76
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 232,400 COMMITMENTS 39,813 68,157 15,683 147,862 117,592 203,358 201,432 29,042 30,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,446) 1,686 -830 -9,020 -3,644 -915 -10,979 -10,765 -468 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 29.3 6.7 63.6 50.6 87.5 86.7 12.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 26 30 16 39 49 70 90
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,092 COMMITMENTS 43,422 80,414 13,460 116,389 75,680 173,271 169,554 31,820 35,537 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,151) 2,798 9,422 -9,785 1,646 -1,581 -5,341 -1,943 3,190 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 39.2 6.6 56.7 36.9 84.5 82.7 15.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 24 38 16 39 41 73 85
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,206 COMMITMENTS 33,919 6,142 2,345 6,688 35,866 42,952 44,353 3,254 1,853 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -827) -1,067 -471 -307 698 -251 -676 -1,029 -151 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.4 13.3 5.1 14.5 77.6 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 54 22 10 5 7 63 36
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 616,392 COMMITMENTS 170,143 228,546 32,680 320,958 294,376 523,780 555,602 92,611 60,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,811) 5,878 2,990 -12,097 -4,904 531 -11,123 -8,575 3,312 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 37.1 5.3 52.1 47.8 85.0 90.1 15.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 82 72 49 106 87 204 192
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,707 COMMITMENTS 3,867 47,124 41 46,783 4,659 50,691 51,824 3,016 1,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -485) -613 -895 -120 215 110 -518 -905 33 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 87.7 0.1 87.1 8.7 94.4 96.5 5.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 11 22 2 9 4 22 26
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,833 COMMITMENTS 142,177 66,492 68,037 161,572 242,917 371,786 377,445 22,047 16,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,136) -6,648 -1,143 2,946 8,564 381 4,861 2,184 -1,725 952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 16.9 17.3 41.0 61.7 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 84 51 75 83 108 209 199
CFTC#11165K RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,651 COMMITMENTS 4,721 1,183 364 4,271 7,169 9,356 8,716 1,295 1,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 517) -317 42 225 259 -58 167 209 350 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 11.1 3.4 40.1 67.3 87.8 81.8 12.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 2 3 8 13 14 17
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,639 COMMITMENTS 0 0 0 13,474 11,789 13,474 11,789 165 1,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 0 0 0 1,625 1,375 1,625 1,375 25 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 86.4 98.8 86.4 1.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 19 15 19
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 79,952 COMMITMENTS 16,816 52,984 829 59,163 20,317 76,808 74,130 3,144 5,822 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,140) 2,504 -414 -168 1,853 4,610 4,189 4,028 -49 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 66.3 1.0 74.0 25.4 96.1 92.7 3.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 25 50 8 20 15 48 70
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 518,975 COMMITMENTS 91,833 297,990 84,787 314,673 99,786 491,293 482,563 27,682 36,412 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,924) 7,058 9,617 9,927 8,487 7,139 25,472 26,683 2,452 1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 57.4 16.3 60.6 19.2 94.7 93.0 5.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 216) 50 102 72 44 37 140 176
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,741 COMMITMENTS 11,848 4,777 0 1,127 6,879 12,975 11,656 766 2,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 419) 405 289 0 -16 10 389 299 30 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.2 34.8 0.0 8.2 50.1 94.4 84.8 5.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 12 0 2 5 5 17
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 57,294 COMMITMENTS 23,749 4,832 2,700 22,550 40,576 48,998 48,109 8,296 9,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -653) -1,626 -990 1,187 -68 -1,410 -507 -1,213 -146 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 8.4 4.7 39.4 70.8 85.5 84.0 14.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 42 14 9 32 34 76 55
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 114,589 COMMITMENTS 47,497 9,664 5,400 45,100 81,153 97,997 96,217 16,592 18,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,306) -3,252 -1,981 2,374 -136 -2,821 -1,014 -2,427 -292 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 8.4 4.7 39.4 70.8 85.5 84.0 14.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 42 14 9 32 34 76 55
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 33,909 COMMITMENTS 1,300 448 0 30,046 31,670 31,346 32,118 2,563 1,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,002) 57 0 0 -6,265 -6,143 -6,208 -6,143 206 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.3 0.0 88.6 93.4 92.4 94.7 7.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 14 12 15 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 340,119 ******** 9248,247 ******** ******** ******** 684,109 882,539 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 287,838) -44,684 -41,316 260,254 108,905 72,074 324,475 291,012 -36,637 -3,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.4 51.5 38.8 43.4 97.1 96.3 2.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 86 59 123 119 119 263 248
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,091 COMMITMENTS 1,679 2,544 138 0 0 1,817 2,682 1,274 409 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -429) -357 -407 -49 0 0 -406 -456 -23 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 82.3 4.5 0.0 0.0 58.8 86.8 41.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 30 16 5 0 0 30 21
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 162,773 COMMITMENTS 26,733 18,375 35,880 99,037 108,052 161,650 162,307 1,123 466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,523) -371 -234 -1,173 287 48 -1,257 -1,359 -266 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 11.3 22.0 60.8 66.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 18 20 9 19 34 44
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 275,414 COMMITMENTS 43,487 104,149 41,859 189,747 127,465 275,093 273,473 321 1,941 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,118) -6,188 3,076 8,370 8,909 -219 11,091 11,227 27 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 37.8 15.2 68.9 46.3 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 22 30 28 22 31 54 79
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 187,970 COMMITMENTS 3,543 82,637 18,413 164,933 85,403 186,889 186,454 1,082 1,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,557) -135 -332 -898 5,425 6,444 4,392 5,214 165 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 44.0 9.8 87.7 45.4 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 33 124 40 45 71 113 208
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 793,132 COMMITMENTS 74,574 71,490 157,095 474,315 480,789 705,984 709,375 87,147 83,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,000) 135 93 3,594 18,838 19,211 22,566 22,898 2,434 2,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.0 19.8 59.8 60.6 89.0 89.4 11.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 620) 140 116 136 277 280 481 469
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 65,174 COMMITMENTS 2,253 1,174 18,534 17,874 25,481 38,661 45,189 26,513 19,985 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,327) -1,369 391 2,812 1,919 3,672 3,362 6,874 3,965 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.8 28.4 27.4 39.1 59.3 69.3 40.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 11 10 17 18 17 38 35
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,639,790 COMMITMENTS 368,216 358,193 686,198 2282,204 2276,538 3336,618 3320,929 303,172 318,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88,367) 5,614 -3,394 5,816 84,592 77,695 96,022 80,117 -7,655 8,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 9.8 18.9 62.7 62.5 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 609) 135 113 129 273 277 469 459 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 23,376 COMMITMENTS 0 1,267 0 20,429 19,018 20,429 20,285 2,947 3,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,354) 0 0 0 1,280 793 1,280 793 74 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 87.4 81.4 87.4 86.8 12.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 8 13 8 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874E E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 22,206 COMMITMENTS 3,146 0 0 16,745 12,648 19,891 12,648 2,315 9,558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.0 0.0 75.4 57.0 89.6 57.0 10.4 43.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 0 10 8 14 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874F E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 10,399 COMMITMENTS 1,696 1,316 0 7,236 8,185 8,932 9,501 1,467 898 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 494) 280 0 0 15 275 295 275 199 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 12.7 0.0 69.6 78.7 85.9 91.4 14.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 0 6 10 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 13,493 COMMITMENTS 1,170 0 500 9,173 11,273 10,843 11,773 2,650 1,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 697) -149 -675 500 724 687 1,075 512 -378 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 3.7 68.0 83.5 80.4 87.3 19.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 10 13 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 25,596 COMMITMENTS 1,159 3,047 0 24,136 22,419 25,295 25,466 301 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,030) 0 465 -10 980 597 970 1,052 60 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 11.9 0.0 94.3 87.6 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 0 19 21 22 24
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,826 COMMITMENTS 5,302 470 919 8,387 13,356 14,608 14,745 218 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38) -369 -756 184 277 644 92 72 -54 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 3.2 6.2 56.6 90.1 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 6 7 16 14 25 24
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 50,239 COMMITMENTS 18,668 10,415 3,651 21,022 26,546 43,341 40,611 6,898 9,628 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,052) 180 391 448 452 269 1,080 1,108 -28 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 20.7 7.3 41.8 52.8 86.3 80.8 13.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 60 62 33 91 83 169 160
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 251,195 COMMITMENTS 93,342 52,074 18,253 105,109 132,728 216,704 203,056 34,491 48,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,260) 900 1,953 2,239 2,260 1,347 5,399 5,540 -139 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 20.7 7.3 41.8 52.8 86.3 80.8 13.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 60 62 33 91 83 169 160
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 18,599 COMMITMENTS 12,621 16,683 709 4,995 1,166 18,325 18,558 274 41 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 82) 309 337 -27 -238 53 44 363 38 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.9 89.7 3.8 26.9 6.3 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 20 14 4 5 2 28 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,484 COMMITMENTS 40,489 83,007 9,469 94,006 48,498 143,964 140,974 31,520 34,510 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,770) -6,824 6,169 -2,625 4,077 -4,923 -5,372 -1,379 -1,397 -5,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 47.3 5.4 53.6 27.6 82.0 80.3 18.0 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 17 38 12 26 34 50 77
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 477,923 COMMITMENTS 102,630 110,278 15,050 335,134 335,095 452,814 460,423 25,108 17,499 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,789) 1,099 -2,515 1,386 4,825 9,530 7,309 8,401 1,480 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 23.1 3.1 70.1 70.1 94.7 96.3 5.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 71 49 34 126 116 213 183
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,292 COMMITMENTS 15,824 21,464 466 12,911 7,584 29,201 29,514 5,091 4,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 650 521 167 145 12 962 700 -942 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 62.6 1.4 37.7 22.1 85.2 86.1 14.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 15 6 2 14 6 30 13
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,370 COMMITMENTS 33,102 21,431 749 23,854 44,965 57,705 67,145 14,665 5,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) 2,051 -2,456 241 -272 1,725 2,020 -490 -2,310 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 29.6 1.0 33.0 62.1 79.7 92.8 20.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 22 16 5 25 28 49 47
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 360,844 COMMITMENTS 55,971 16,406 3,813 291,258 337,312 351,042 357,531 9,802 3,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,958) 1,908 -4 377 6,964 11,418 9,249 11,791 -291 -2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 4.5 1.1 80.7 93.5 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 180) 42 15 9 82 76 128 96
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,404,615 COMMITMENTS 318,318 45,615 11,108 1043,115 1332,820 1372,541 1389,543 32,074 15,072 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,673) 6,396 -23,156 -2,342 26,967 51,131 31,021 25,633 -3,348 2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 3.2 0.8 74.3 94.9 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 432) 131 48 39 205 130 351 202
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 80,397 COMMITMENTS 46,098 4,402 31,261 3,004 42,508 80,363 78,171 34 2,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,873) 223 -644 1,661 0 886 1,884 1,903 -11 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 5.5 38.9 3.7 52.9 **** 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 7 3 2 15 11 23
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,560 COMMITMENTS 25,947 1,300 24,142 2,468 25,787 52,557 51,229 3 1,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,903) 2,190 -188 2,264 -550 2,129 3,904 4,205 -1 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 2.5 45.9 4.7 49.1 **** 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 2 2 10 10 15
CFTC#261P05 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 42,437 COMMITMENTS 8,808 7,034 13,215 19,560 21,810 41,583 42,059 854 378 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 420) 542 -15 96 -222 325 416 406 4 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 16.6 31.1 46.1 51.4 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 18 13 26 16 15 43 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P07 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 43,488 COMMITMENTS 14,830 18,135 9,514 17,461 15,186 41,805 42,835 1,683 653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 157) -343 -477 601 -47 70 210 193 -53 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 41.7 21.9 40.2 34.9 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 20 16 24 17 16 49 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P08 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 17,897 COMMITMENTS 5,873 6,060 5,199 5,786 5,913 16,858 17,173 1,039 724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -161) -25 -210 -111 20 -11 -116 -332 -45 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 33.9 29.1 32.3 33.0 94.2 96.0 5.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 10 9 9 9 10 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P09 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 8,211 COMMITMENTS 5,837 2,473 788 1,217 4,667 7,842 7,928 369 283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4) 0 -5 -4 1 8 -3 -1 -1 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 30.1 9.6 14.8 56.8 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 6 4 7 8 17 15
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,731 COMMITMENTS 5,895 3,155 686 8,896 15,892 15,477 19,733 11,254 6,998 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -469) -384 -5 0 108 -171 -276 -176 -193 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 11.8 2.6 33.3 59.5 57.9 73.8 42.1 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 4 3 13 10 22 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 73,471 COMMITMENTS 15,341 3,424 628 46,983 64,965 62,952 69,017 10,519 4,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,433) 38 -610 332 1,249 997 1,619 719 -186 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 4.7 0.9 63.9 88.4 85.7 93.9 14.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 14 5 4 42 39 58 46
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 50,376 COMMITMENTS 21,553 21,544 28,798 0 0 50,351 50,342 25 34 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -118) -620 -580 494 0 0 -126 -86 8 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 42.8 57.2 0.0 0.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 17 5 0 0 9 20
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,062 COMMITMENTS 892 3,819 15 14,073 13,463 14,980 17,297 7,082 4,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 196) 11 -19 -24 70 75 57 32 139 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 17.3 0.1 63.8 61.0 67.9 78.4 32.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 3 1 15 12 17 15
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 121,208 COMMITMENTS 21,288 5,778 1,040 98,850 114,329 121,178 121,147 30 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 468) 383 0 10 575 958 968 968 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 4.8 0.9 81.6 94.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 10 2 4 24 21 35 26
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,658 COMMITMENTS 2,165 0 100 16,285 18,428 18,550 18,528 108 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 50 0 0 100 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 0.5 87.3 98.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 0 1 28 10 33 11
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,188 COMMITMENTS 1,647 2,861 175 4,619 3,983 6,441 7,019 747 169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 6 32 -2 140 113 144 143 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 39.8 2.4 64.3 55.4 89.6 97.6 10.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 9 6 15 16 24 28
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/12/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,485 COMMITMENTS 905 367 492 4,780 5,462 6,177 6,321 308 164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) 3 -191 177 -146 144 34 130 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 5.7 7.6 73.7 84.2 95.3 97.5 4.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 3 3 20 16 27 21