CFTC Commitments of Traders

Futures+Options 3/28/20


Click On INDEX (user browser back button to return to top)

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 ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CME Class III Milk          

CME FEEDER CATTLE         CME LIVE CATTLE             

CME LIVE HOGS             CME NASDAQ 100 CONSOLIDAT   

CME NASDAQ E-MINI         CME Nikkei Yen              

CME RANDOM LENGTH LUMBER  CME Russell 2000 Mini       

CME S&P 400 E-Mini        CME S&P CONSOLIDATED        

CRUDE OIL AVG PRICE OPTIO CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EUR STYLE NAT GAS OPTIONS   

GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil    

IMM 3-MO EURODOLLARS      IMM AUSTRALIAN $            

IMM BRAZILIAN REAL        IMM CANADIAN DOLLAR         

IMM EURO FX               IMM JAPANESE YEN            

IMM MEXICAN PESO          IMM NEW ZEALAND DOLLAR      

IMM POUND STERLING        IMM RUSSIAN RUBLE           

IMM S&P 500 STK INDX      IMM SOUTH AFRICAN RAND      

IMM SWISS FRANC           KCBT WHEAT                  

MGE SPRING WHEAT          NAPTHA CRACK SPR SWAP       

NYCE COTTON NO. 2         NYCE US DOLLAR INDEX        

NYME CRUDE OIL            NYME GULF 6 3% SULFUR SWA   

NYME H.H.PENULTIMATE SWAP NYME HEATING OIL #2         

NYME HENRY HUB GAS SWAP   NYME NATURAL GAS            

NYME PALLADIUM            NYME PLATINUM               

NYME RBOB GASOLINE        NYME WTI Oil Calendar Swp   

SING 180 380 Fuel Oil Swa UP DN GC ULSD VS HO SPR S   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,295 COMMITMENTS 86,115 59,774 218,696 160,899 171,410 465,710 449,880 29,585 45,414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,996) 757 -22,218 -18,316 -7,382 16,844 -24,941 -23,689 945 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 12.1 44.2 32.5 34.6 94.0 90.8 6.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 330) 102 81 127 90 115 265 268
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 25,189 COMMITMENTS 9,330 300 1,002 14,228 23,672 24,560 24,974 629 215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,263) 2,976 200 131 1,010 4,142 4,116 4,473 147 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 1.2 4.0 56.5 94.0 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 1 3 15 21 21 24
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,977 COMMITMENTS 45,260 51,546 69,206 115,591 110,325 230,057 231,076 22,920 21,901 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,490) -5,232 -14,565 -15,692 -6,438 3,067 -27,363 -27,191 -1,128 -1,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 20.4 27.4 45.7 43.6 90.9 91.3 9.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234) 65 50 71 86 82 192 170
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,585 COMMITMENTS 8,779 20,494 3,657 50,663 43,885 63,098 68,035 13,487 8,550 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,481) 1,119 -2,482 -2,689 2,744 7,369 1,174 2,198 307 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 26.8 4.8 66.2 57.3 82.4 88.8 17.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 13 18 12 52 39 70 65
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,747,679 COMMITMENTS 212,171 291,986 501,861 796,437 743,677 1510,469 1537,524 237,210 210,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,094) -25,539 -6,893 -12,736 13,425 -8,129 -24,850 -27,759 -9,244 -6,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 16.7 28.7 45.6 42.6 86.4 88.0 13.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 726) 135 139 185 372 341 616 569
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 960,687 COMMITMENTS 105,696 81,336 306,016 477,658 509,271 889,369 896,623 71,318 64,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,117) -1,513 -27,899 -16,645 -9,382 24,622 -27,540 -19,922 2,422 -5,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 8.5 31.9 49.7 53.0 92.6 93.3 7.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 549) 170 107 207 214 203 480 441
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 14,074 COMMITMENTS 4,269 1,962 76 9,722 12,029 14,067 14,067 7 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98) -1,007 400 -350 1,252 -155 -105 -105 7 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 13.9 0.5 69.1 85.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 3 2 12 9 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 53,484 COMMITMENTS 27,933 16,696 105 25,177 36,424 53,215 53,225 269 259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,272) -5,414 -663 -360 2,533 -2,223 -3,241 -3,246 -31 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 31.2 0.2 47.1 68.1 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 13 9 2 24 16 39 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 152,426 COMMITMENTS 30,634 40,737 12,731 107,232 98,693 150,597 152,161 1,829 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,248) -2,357 10,132 -1,129 30,528 19,580 27,042 28,584 1,206 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 26.7 8.4 70.3 64.7 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 28 14 16 32 23 66 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 184,200 COMMITMENTS 61,832 30,160 2,716 119,652 151,324 184,200 184,200 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,814) 200 -1,862 700 914 2,976 1,814 1,814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 16.4 1.5 65.0 82.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 8 3 17 15 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 163,883 COMMITMENTS 22,913 17,799 8,303 132,666 137,780 163,883 163,883 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,291) -4,353 347 1,084 -22 -4,722 -3,291 -3,291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 10.9 5.1 81.0 84.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 4 5 17 12 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,722 COMMITMENTS 12,354 3,134 1,883 20,455 29,668 34,692 34,685 30 37 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,191) -4,779 51 -747 4,304 -507 -1,221 -1,204 30 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 9.0 5.4 58.9 85.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 11 4 7 13 18 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,469 COMMITMENTS 6,350 1,000 0 28,119 33,469 34,469 34,469 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,130) -360 100 0 1,490 1,030 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 2.9 0.0 81.6 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 1 0 13 8 20 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063D9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,578 COMMITMENTS 9,595 2,321 3,882 20,096 27,325 33,573 33,528 5 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,987) -5,817 759 2,840 7,209 638 4,232 4,237 -245 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 6.9 11.6 59.8 81.4 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 12 3 4 14 13 29 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DJ RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,051 COMMITMENTS 1,345 2,083 412 24,419 24,429 26,176 26,924 875 127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 481) 0 2 10 1,486 341 1,496 354 -1,015 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.7 1.5 90.3 90.3 96.8 99.5 3.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 3 15 13 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DK CT RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,251 COMMITMENTS 1,245 3,628 50 10,956 8,573 12,251 12,251 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3) -187 123 50 140 -170 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 29.6 0.4 89.4 70.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 1 10 8 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,739 COMMITMENTS 2,453 7,500 442 17,819 12,797 20,714 20,739 25 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -902) -426 200 -49 -427 -1,053 -902 -902 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 36.2 2.1 85.9 61.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 8 1 12 10 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,668 COMMITMENTS 14,116 9,050 1,300 17,252 22,318 32,668 32,668 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,888) 250 -800 1,000 638 1,688 1,888 1,888 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 27.7 4.0 52.8 68.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 3 14 11 21 16
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 511,224 COMMITMENTS 60,919 51,675 133,293 283,510 298,163 477,723 483,132 33,501 28,092 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,778) -1,587 -73 -10,265 4,834 2,230 -7,018 -8,108 -1,760 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 10.1 26.1 55.5 58.3 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 71 71 111 113 96 258 234
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,552,441 COMMITMENTS 68,008 114,579 311,157 1016,421 987,611 1395,585 1413,347 156,856 139,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -81,252) -28,558 -33,512 3,930 -38,733 -50,583 -63,361 -80,165 -17,891 -1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 7.4 20.0 65.5 63.6 89.9 91.0 10.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 28 28 43 104 107 154 156
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,372 COMMITMENTS 78,109 334,724 2,133 857,292 635,606 937,533 972,463 134,838 99,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -47,967) 5,279 -28,066 -1,959 -39,872 -24,430 -36,552 -54,454 -11,415 6,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 31.2 0.2 79.9 59.3 87.4 90.7 12.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 13 15 10 79 77 97 97
CFTC#021397 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 13,782 COMMITMENTS 298 0 421 12,865 13,026 13,584 13,447 198 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 100 60 50 160 150 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 3.1 93.3 94.5 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 1 15 15 16 16
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 35,492 COMMITMENTS 2,422 1,250 3,349 29,718 30,803 35,489 35,402 3 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 759) 10 91 611 163 47 784 749 -25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 3.5 9.4 83.7 86.8 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 3 7 28 28 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 34,457 COMMITMENTS 654 4,083 2,772 29,469 27,592 32,895 34,447 1,562 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,414) 0 425 439 975 550 1,414 1,414 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 11.8 8.0 85.5 80.1 95.5 **** 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 4 5 22 22 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141R USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ BBL OPEN INTEREST: 8,016 COMMITMENTS 1,981 93 1,290 4,639 6,603 7,910 7,986 106 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,006) 718 -30 30 162 1,006 910 1,006 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 1.2 16.1 57.9 82.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 16 15 19 18
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,457 COMMITMENTS 3,104 1,050 1,845 13,431 15,277 18,380 18,172 77 285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,322) 261 211 383 1,611 1,708 2,255 2,302 67 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 5.7 10.0 72.8 82.8 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 2 8 28 30 38 38
CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,800 COMMITMENTS 119 1,167 236 7,215 6,194 7,570 7,597 230 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27) 0 33 -13 60 47 47 67 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 15.0 3.0 92.5 79.4 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 3 20 15 23 18
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,297 COMMITMENTS 33,981 51,042 87,382 198,214 189,811 319,577 328,235 42,720 34,061 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,797) -115 2,733 -21,726 -10,885 -6,618 -32,726 -25,610 2,929 -4,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 14.1 24.1 54.7 52.4 88.2 90.6 11.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 37 48 57 85 87 158 158
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,133 COMMITMENTS 0 1,177 300 31,119 42,078 31,419 43,555 16,714 4,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,048) 0 298 -264 9,283 11,312 9,019 11,346 29 -2,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.6 64.7 87.4 65.3 90.5 34.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 17 19 18 20
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,601,737 COMMITMENTS 516,996 82,090 424,278 4625,170 5075,508 5566,444 5581,876 35,293 19,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 173,546) ******* 14,038 -44,140 116,592 205,541 174,702 175,439 -1,156 -1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.5 7.6 82.6 90.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 35 25 46 155 126 209 178
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,707,817 COMMITMENTS 73,717 40,529 682,523 949,954 984,259 1706,195 1707,311 1,622 506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94,631) 10,952 16,573 46,472 37,666 32,682 95,089 95,726 -458 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.4 40.0 55.6 57.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 19 13 24 51 50 81 76
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,584 COMMITMENTS 5,271 3,575 153 250,512 275,615 255,936 279,343 29,648 6,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,795) -736 0 0 4,069 3,582 3,333 3,582 462 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.3 0.1 87.7 96.5 89.6 97.8 10.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 1 24 17 27 19
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,233 COMMITMENTS 2,733 0 404 136,891 136,067 140,028 136,471 4,205 7,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,134) 213 0 130 2,307 2,317 2,650 2,447 -516 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.3 94.9 94.3 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 2 18 22 21 24
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,784 COMMITMENTS 10,150 735 7,276 315,648 334,596 333,074 342,607 15,710 6,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,754) -1,729 603 1,418 -7,565 -12,689 -7,876 -10,668 -878 1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 2.1 90.5 95.9 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 3 4 33 27 39 31
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 918,147 COMMITMENTS 2,351 12,179 1,868 901,294 902,714 905,513 916,761 12,634 1,386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,456) -2,412 294 226 15,322 13,883 13,136 14,403 320 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 4 5 37 30 43 36
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,439 COMMITMENTS 3,212 6,715 2,169 376,380 371,178 381,761 380,062 9,678 11,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,876) 624 2,822 180 7,757 7,276 8,561 10,278 -2,685 -4,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.6 96.2 94.8 97.5 97.1 2.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 4 2 40 37 43 41
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 576,613 COMMITMENTS 1,208 416 339 567,629 565,534 569,176 566,289 7,437 10,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,548) 0 -35 -184 3,857 3,473 3,673 3,254 -125 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.1 98.4 98.1 98.7 98.2 1.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 1 1 1 40 40 42 42
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 443,113 COMMITMENTS 0 3,348 152 428,005 420,507 428,157 424,007 14,956 19,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,622) 0 -458 -218 4,000 2,121 3,782 1,445 840 3,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.6 94.9 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 2 1 37 30 38 32
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,515 COMMITMENTS 620 4,809 0 103,580 100,897 104,200 105,706 3,315 1,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 0 60 0 239 181 239 241 31 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 0.0 96.3 93.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 0 19 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 40,442 COMMITMENTS 0 157 60 39,584 39,332 39,644 39,549 798 893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,124) 0 0 0 13,126 13,155 13,126 13,155 -2 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 97.9 97.3 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 1 17 19 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 314,746 COMMITMENTS 0 9,768 124 309,628 294,776 309,752 304,668 4,994 10,078 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,995) 0 416 33 10,715 10,950 10,748 11,399 -753 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 98.4 93.7 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 1 23 23 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 202,546 COMMITMENTS 0 0 0 197,976 196,320 197,976 196,320 4,570 6,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,902) 0 0 0 1,918 1,747 1,918 1,747 -16 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 96.9 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 28 21 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 317,297 COMMITMENTS 1,712 3,190 0 308,135 312,823 309,847 316,013 7,450 1,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,147) 0 -90 0 2,445 4,372 2,445 4,282 702 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 0.0 97.1 98.6 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 2 0 25 24 26 26
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 56,706 COMMITMENTS 8,738 899 0 46,480 55,499 55,218 56,398 1,488 308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,060) 2,345 0 0 694 3,124 3,039 3,124 21 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.6 0.0 82.0 97.9 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 2 0 19 20 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 612,906 COMMITMENTS 15,368 7,484 8,281 573,131 590,680 596,780 606,445 16,126 6,461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,241) 580 1,299 475 7,467 9,697 8,522 11,471 2,719 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.2 1.4 93.5 96.4 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 4 11 8 48 46 56 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 206,906 COMMITMENTS 1,291 16 1,637 198,871 198,064 201,799 199,717 5,107 7,189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,221) 138 16 -139 3,451 4,456 3,450 4,333 771 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 96.1 95.7 97.5 96.5 2.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 2 23 18 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 47,519 COMMITMENTS 0 217 0 45,776 45,379 45,776 45,596 1,743 1,923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,244) 0 0 0 1,030 1,184 1,030 1,184 214 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 96.3 95.5 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,019 COMMITMENTS 0 0 0 101,676 103,318 101,676 103,318 5,343 3,701 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 96.5 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 246,361 COMMITMENTS 7,560 448 840 234,609 242,179 243,009 243,467 3,352 2,894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,468) 7,560 -690 690 7,789 10,652 16,039 10,652 -4,571 816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.2 0.3 95.2 98.3 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 5 1 1 31 27 37 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 253,588 COMMITMENTS 19,590 7,083 2,791 229,696 241,513 252,077 251,387 1,511 2,201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,838) 5,609 -2,610 2,641 5,370 9,500 13,620 9,531 -2,782 1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.8 1.1 90.6 95.2 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 6 8 4 39 46 48 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,286 COMMITMENTS 0 0 0 125,502 125,659 125,502 125,659 2,784 2,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,628) 0 0 0 5,517 4,526 5,517 4,526 111 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 98.0 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 20 25 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 46,951 COMMITMENTS 217 3,076 0 44,712 42,436 44,929 45,512 2,022 1,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,492) 0 0 0 7,842 9,190 7,842 9,190 1,650 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.6 0.0 95.2 90.4 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 0 18 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 289,372 COMMITMENTS 837 2,101 1,351 280,816 273,953 283,004 277,405 6,368 11,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,787) 300 61 526 10,156 7,025 10,982 7,612 -4,195 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.7 0.5 97.0 94.7 97.8 95.9 2.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 3 3 39 34 42 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,310 COMMITMENTS 0 217 0 131,422 132,093 131,422 132,310 888 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,556) 0 0 0 3,470 4,046 3,470 4,046 86 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.3 99.8 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 15 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,604 COMMITMENTS 450 0 515 102,632 101,411 103,597 101,926 11,007 12,678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,438) 450 0 515 5,688 8,426 6,653 8,941 1,785 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.4 89.6 88.5 90.4 88.9 9.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 17 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 251,083 COMMITMENTS 892 0 1,474 244,537 242,916 246,903 244,390 4,180 6,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,530) 30 0 -30 17,639 16,829 17,639 16,799 891 1,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 97.4 96.7 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 0 1 23 29 24 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,692 COMMITMENTS 0 740 0 193,462 199,950 193,462 200,690 10,230 3,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,553) 0 388 0 2,313 2,169 2,313 2,557 240 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 95.0 98.2 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 0 19 17 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 92,308 COMMITMENTS 0 850 124 79,754 85,641 79,878 86,615 12,430 5,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 999) 0 0 0 1,337 1,061 1,337 1,061 -338 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.1 86.4 92.8 86.5 93.8 13.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 11 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 47,181 COMMITMENTS 1,260 1,020 0 43,269 45,888 44,529 46,908 2,652 273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,952) 240 1,020 0 4,538 3,752 4,778 4,772 174 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.2 0.0 91.7 97.3 94.4 99.4 5.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 18 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 200,809 COMMITMENTS 3,883 0 150 189,592 193,175 193,625 193,325 7,184 7,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -859) 273 0 90 -757 3,293 -394 3,383 -465 -4,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 94.4 96.2 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 13 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 210,444 COMMITMENTS 4,550 9,421 7,564 186,965 182,685 199,079 199,670 11,365 10,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,752) 762 576 -305 6,173 6,726 6,630 6,997 -878 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.5 3.6 88.8 86.8 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 3 29 25 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BQ PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,995 COMMITMENTS 0 769 0 29,481 27,330 29,481 28,099 514 1,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 98.3 91.1 98.3 93.7 1.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 7 11 7 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 78,584 COMMITMENTS 0 1,414 0 77,727 74,032 77,727 75,446 857 3,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,006) 0 0 0 2,262 270 2,262 270 -1,256 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.9 94.2 98.9 96.0 1.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 13 19 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 252,314 COMMITMENTS 2,371 620 3,611 237,888 241,960 243,870 246,191 8,444 6,123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,123) 0 0 0 3,323 3,625 3,323 3,625 -1,200 -1,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 1.4 94.3 95.9 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 1 1 29 34 31 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 138,247 COMMITMENTS 0 999 3 130,335 134,334 130,338 135,336 7,909 2,911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,627) 0 0 0 731 4,643 731 4,643 896 -3,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 94.3 97.2 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 1 21 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CV TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 29,301 COMMITMENTS 1,954 0 0 27,012 29,146 28,966 29,146 335 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 92.2 99.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 12 11 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 178,213 COMMITMENTS 400 0 0 167,285 173,838 167,685 173,838 10,528 4,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,016) 400 0 0 6,736 7,926 7,136 7,926 880 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 93.9 97.5 94.1 97.5 5.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 13 21 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 51,238 COMMITMENTS 279 0 0 46,650 47,966 46,929 47,966 4,309 3,272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,597) 0 0 0 7,243 6,208 7,243 6,208 -646 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 91.0 93.6 91.6 93.6 8.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 0 15 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 266,886 COMMITMENTS 0 720 0 246,497 265,678 246,497 266,398 20,389 488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,469) 0 720 0 4,044 2,599 4,044 3,319 -575 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 92.4 99.5 92.4 99.8 7.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 0 23 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 95,852 COMMITMENTS 4,922 0 0 82,398 92,233 87,320 92,233 8,532 3,619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -182) 0 0 0 -151 -182 -151 -182 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 86.0 96.2 91.1 96.2 8.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 209,987 COMMITMENTS 0 1,208 0 201,554 203,989 201,554 205,197 8,433 4,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,045) 0 0 0 2,985 3,473 2,985 3,473 60 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.0 97.1 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 18 19 18 20
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,255,376 COMMITMENTS 190,650 301,765 408,065 591,665 505,195 1190,380 1215,025 64,996 40,351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,062) -14,389 -27,756 -59,551 -15,935 -6,950 -89,876 -94,257 -5,187 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 24.0 32.5 47.1 40.2 94.8 96.8 5.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 297) 94 106 127 76 68 253 234
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 752,351 COMMITMENTS 98,375 15,317 242,815 404,129 489,411 745,319 747,543 7,031 4,807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 36,012) 12,811 618 13,809 9,157 21,494 35,777 35,921 235 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 2.0 32.3 53.7 65.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 51 15 46 59 52 122 101
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 300,079 COMMITMENTS 16,980 52,678 39,188 222,922 186,516 279,090 278,382 20,988 21,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,159) -474 -8,541 4,377 2,415 8,436 6,318 4,272 -1,159 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 17.6 13.1 74.3 62.2 93.0 92.8 7.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 14 18 23 49 41 77 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 134,202 COMMITMENTS 13,746 47,064 26,217 85,857 53,409 125,820 126,690 8,382 7,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,994) 7,006 18,709 3,290 9,527 -3,374 19,823 18,625 171 1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 35.1 19.5 64.0 39.8 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 15 14 22 29 26 56 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,338 COMMITMENTS 13,421 3,810 48,783 9,021 17,619 71,225 70,212 114 1,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,859) -2,158 -2,172 5,878 1,149 651 4,869 4,357 -10 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 5.3 68.4 12.6 24.7 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 9 4 8 9 8 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 153,065 COMMITMENTS 2,034 1,544 17,628 133,305 133,641 152,967 152,812 98 253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,103) 359 115 287 458 700 1,103 1,101 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.0 11.5 87.1 87.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 4 6 13 13 21 19
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 21,619 COMMITMENTS 905 4,949 2,128 17,615 13,767 20,648 20,844 971 775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,391) 17 -15 765 715 624 1,497 1,374 -106 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 22.9 9.8 81.5 63.7 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 6 6 18 17 24 26
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 7,526 COMMITMENTS 233 280 112 7,105 6,882 7,450 7,274 76 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 284) -12 -15 -8 254 252 234 229 50 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.7 1.5 94.4 91.4 99.0 96.7 1.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 3 18 20 21 24
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,738 COMMITMENTS 8,799 770 4,206 22,241 30,500 35,246 35,476 492 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,229) 192 -213 -2,032 -199 283 -2,039 -1,961 -190 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 2.2 11.8 62.2 85.3 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 13 9 12 46 54 65 71
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 454,698 COMMITMENTS 75,836 25,326 88,320 245,594 315,818 409,750 429,464 44,948 25,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,424) 475 -18,342 -5,800 -4,724 19,257 -10,049 -4,885 2,625 -2,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 5.6 19.4 54.0 69.5 90.1 94.5 9.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 94 39 89 115 100 252 196
CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,385 COMMITMENTS 205 150 20 1,945 1,880 2,170 2,050 215 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 164) 60 40 20 84 114 164 174 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 6.3 0.8 81.6 78.8 91.0 86.0 9.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 1 13 15 17 19
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 262,858 COMMITMENTS 32,805 45,349 74,827 143,979 130,995 251,610 251,172 11,248 11,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,182) -3,339 -1,884 2,579 -3,403 -4,334 -4,163 -3,639 -19 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 17.3 28.5 54.8 49.8 95.7 95.6 4.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 88 102 101 79 72 227 222
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 746,730 COMMITMENTS 116,391 12,213 19,815 581,879 696,917 718,085 728,945 28,645 17,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,725) -1,253 160 -878 4,863 4,579 2,732 3,861 993 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.6 2.7 77.9 93.3 96.2 97.6 3.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 4 7 35 32 44 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,896 COMMITMENTS 11,764 7,972 8,432 114,941 114,400 135,137 130,804 3,759 8,092 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,805) 668 681 180 2,217 2,829 3,065 3,690 -260 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.7 6.1 82.8 82.4 97.3 94.2 2.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 8 8 14 25 23 39 39
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,314 COMMITMENTS 3,039 914 1,572 6,151 8,670 10,762 11,156 1,552 1,158 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -115) -347 -1,217 -21 327 1,250 -41 12 -74 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 7.4 12.8 50.0 70.4 87.4 90.6 12.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 24 5 12 15 16 42 31
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,014 COMMITMENTS 2,999 5,426 2,468 10,012 9,291 15,479 17,185 2,535 829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -532) -617 -2,766 465 -414 2,266 -566 -35 34 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 30.1 13.7 55.6 51.6 85.9 95.4 14.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 25 18 10 26 15 55 40
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,175,138 COMMITMENTS 713,434 818,613 115,881 2156,401 2141,861 2985,716 3076,355 189,422 98,783 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -133,331) -24,427 21,731 -4,203 -103,529 -145,662 -132,159 -128,134 -1,172 -5,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 25.8 3.6 67.9 67.5 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 354) 69 49 39 180 154 271 220
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,196,183 COMMITMENTS 471,496 488,197 1137,616 3182,680 3218,161 4791,792 4843,974 404,391 352,209 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -243,121) -39,030 -79,455 -6,266 -165,752 -140,741 -211,049 -226,463 -32,072 -16,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 9.4 21.9 61.3 61.9 92.2 93.2 7.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 75 59 91 215 206 329 317
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 813,795 COMMITMENTS 42,330 107,894 5,553 666,794 532,404 714,677 645,851 99,118 167,945 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,361) -10,886 -46,885 -1,697 -24,329 5,076 -36,912 -43,506 -11,449 -4,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 13.3 0.7 81.9 65.4 87.8 79.4 12.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 9 13 11 60 68 74 87
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,021,242 COMMITMENTS 512,417 611,253 730,683 3484,527 3290,128 4727,628 4632,065 293,614 389,178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -272,209) -40,598 -36,209 43,243 -245,217 -269,766 -242,572 -262,732 -29,637 -9,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 12.2 14.6 69.4 65.5 94.2 92.2 5.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 54 38 57 158 171 234 244
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,691,570 COMMITMENTS 355,804 96,403 308,927 986,583 1238,122 1651,314 1643,452 40,256 48,118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -117,788) -58,058 -6,789 -29,683 -25,215 -84,660 -112,956 -121,131 -4,832 3,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 5.7 18.3 58.3 73.2 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 25 23 31 63 66 101 108
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,875 COMMITMENTS 388 1,940 2,680 13,090 11,699 16,157 16,318 718 557 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 712) 292 -20 240 312 567 844 787 -132 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 11.5 15.9 77.6 69.3 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 11 10 32 24 42 37
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,864 COMMITMENTS 10,478 4,804 12,946 18,001 16,696 41,425 34,446 4,439 11,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,378) 858 310 1,090 769 1,173 2,716 2,572 -338 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 10.5 28.2 39.2 36.4 90.3 75.1 9.7 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 19 28 35 30 64 68
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 23,851 COMMITMENTS 980 502 6,793 14,957 15,828 22,729 23,123 1,122 728 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,669) 514 -206 536 565 1,335 1,615 1,665 54 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.1 28.5 62.7 66.4 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 5 10 38 27 50 38
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,246 COMMITMENTS 1,169 3,748 3,909 7,258 3,788 12,336 11,445 910 1,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 547) -164 861 87 745 10 668 958 -121 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 28.3 29.5 54.8 28.6 93.1 86.4 6.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 6 9 21 23 30 34
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,770 COMMITMENTS 99 2,208 150 2,788 1,140 3,037 3,498 733 272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 58.6 4.0 73.9 30.2 80.5 92.8 19.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 5 4 13 6 18 12
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,594 COMMITMENTS 72,370 36,045 109,767 116,876 142,475 299,014 288,287 21,581 32,307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36,055) -9,770 -11,149 -16,506 -7,280 -5,626 -33,556 -33,281 -2,499 -2,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 11.2 34.2 36.5 44.4 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 103 76 120 88 89 247 238
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 357,528 COMMITMENTS 72,208 49,625 99,556 145,649 164,074 317,413 313,255 40,115 44,273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,530) -7,526 -7,887 -17,803 -7,074 -590 -32,403 -26,280 2,873 -3,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 13.9 27.8 40.7 45.9 88.8 87.6 11.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 364) 108 77 126 152 141 317 299
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,355 COMMITMENTS 327 720 402 1,698 1,452 2,427 2,574 928 781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) 10 152 57 29 -187 96 22 -11 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 21.5 12.0 50.6 43.3 72.3 76.7 27.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 10 10 8 14 12 26 28
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,331 COMMITMENTS 10,135 9,045 17,432 11,383 8,201 38,949 34,678 10,382 14,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,100) -979 -1,998 -2,986 -898 170 -4,863 -4,815 -1,237 -1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 18.3 35.3 23.1 16.6 79.0 70.3 21.0 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 186) 44 48 65 68 60 153 145
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,497 COMMITMENTS 682 9,947 4,351 28,912 18,322 33,945 32,620 552 1,876 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,127) -70 463 279 1,886 1,107 2,095 1,850 32 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 28.8 12.6 83.8 53.1 98.4 94.6 1.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 7 16 12 31 34 47 53
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 24,418 COMMITMENTS 2,403 2,483 3,469 18,003 18,200 23,875 24,152 544 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,210) 34 200 245 929 767 1,207 1,212 3 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 10.2 14.2 73.7 74.5 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 12 15 19 20 36 37
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,525 COMMITMENTS 3,970 1,133 2,130 36,423 39,247 42,523 42,510 2 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) -225 -725 13 187 687 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.7 5.0 85.7 92.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 7 5 24 23 29 33
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 32,169 COMMITMENTS 3,050 601 1,478 27,401 30,090 31,929 32,169 240 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 863) 0 -50 50 813 863 863 863 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.9 4.6 85.2 93.5 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 2 6 21 20 27 27
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 141,219 COMMITMENTS 3,254 9,848 9,589 128,158 121,686 141,001 141,123 218 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -161 -514 -26 477 750 290 210 -40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 7.0 6.8 90.8 86.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 14 12 32 35 47 52
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,521 COMMITMENTS 1,741 2,817 3,403 68,377 67,281 73,521 73,501 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,101) -572 -389 803 870 686 1,101 1,101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.8 4.6 93.0 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 5 4 24 24 31 32
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,990 COMMITMENTS 350 725 675 34,965 34,590 35,990 35,990 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) -225 75 150 1,125 825 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.0 1.9 97.2 96.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 2 13 15 17 19
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,632 COMMITMENTS 16,931 1,572 4,845 37,687 53,202 59,463 59,619 169 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 521) 4 230 -10 527 301 521 521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 2.6 8.1 63.2 89.2 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 4 2 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 79,244 COMMITMENTS 26,101 3,761 2,892 49,656 72,548 78,649 79,201 595 43 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,806) 33 -83 -10 -1,835 -1,663 -1,812 -1,756 6 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 4.7 3.6 62.7 91.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 8 6 3 26 25 36 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,342 COMMITMENTS 2,255 380 2,158 67,150 69,515 71,563 72,053 779 289 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,016) 60 10 0 896 1,021 956 1,031 60 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.5 3.0 92.8 96.1 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 26 25 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 88,794 COMMITMENTS 2,245 559 2,700 82,966 85,313 87,911 88,572 883 222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845) 0 20 0 775 840 775 860 70 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 3.0 93.4 96.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 28 29 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,168 COMMITMENTS 250 170 230 43,266 43,350 43,746 43,750 422 418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.5 98.0 98.1 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 18 17 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 26,276 COMMITMENTS 460 961 0 25,276 25,315 25,736 26,276 540 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.7 0.0 96.2 96.3 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 0 19 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 89,170 COMMITMENTS 19,171 1,269 2,460 67,169 85,212 88,799 88,940 371 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8) -2,778 141 -222 3,101 45 101 -36 -93 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 1.4 2.8 75.3 95.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 17 5 10 38 36 57 49
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,049 COMMITMENTS 7,980 499 251 31,538 38,987 39,769 39,737 280 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) -2,155 0 0 2,570 415 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.2 0.6 78.7 97.3 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 2 19 22 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,756 COMMITMENTS 350 102 273 49,953 50,076 50,576 50,451 180 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 865) 0 0 0 830 880 830 880 35 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.5 98.4 98.7 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 24 20 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 38,005 COMMITMENTS 135 1,760 120 36,467 35,748 36,722 37,628 1,283 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 429) 5 -380 0 434 549 439 169 -10 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.6 0.3 96.0 94.1 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 7 1 21 23 23 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,467 COMMITMENTS 1,824 245 185 62,710 64,797 64,719 65,227 748 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,937) -399 -5 185 2,151 1,757 1,937 1,937 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 23 16 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,551 COMMITMENTS 2,549 295 90 66,587 68,986 69,226 69,371 325 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,860) 13 65 30 1,847 1,765 1,890 1,860 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 2 25 18 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 74,050 COMMITMENTS 1,170 701 902 71,741 72,447 73,813 74,050 237 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8) -55 30 40 7 -58 -8 12 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.9 1.2 96.9 97.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 5 5 29 27 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 96,059 COMMITMENTS 2,269 2,412 2,484 90,966 91,126 95,719 96,023 340 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 610) -316 -868 407 514 1,066 605 605 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.5 2.6 94.7 94.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 5 9 7 28 30 36 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 63,470 COMMITMENTS 725 6,037 0 62,725 57,433 63,450 63,470 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,627) 100 103 0 2,527 2,524 2,627 2,627 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.5 0.0 98.8 90.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 5 0 15 13 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 53,040 COMMITMENTS 1,000 700 525 51,515 51,815 53,040 53,040 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 140) 300 -75 75 -235 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 1.0 97.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 4 2 12 10 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 60,967 COMMITMENTS 1,386 1,281 1,074 58,463 58,430 60,923 60,785 44 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,034) -50 -634 514 -1,498 -914 -1,034 -1,034 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.1 1.8 95.9 95.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 5 3 24 22 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 67,821 COMMITMENTS 1,634 3,922 2,487 63,588 61,035 67,709 67,444 112 377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -808) 87 -553 78 -973 -333 -808 -808 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.8 3.7 93.8 90.0 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 5 3 23 19 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 25,570 COMMITMENTS 0 506 75 25,300 24,669 25,375 25,250 195 320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 160) 0 0 0 170 120 170 120 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.3 98.9 96.5 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 1 18 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 25,291 COMMITMENTS 75 0 0 24,874 25,291 24,949 25,291 342 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.4 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 17 13 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,748 COMMITMENTS 190 1,020 1,440 31,082 30,283 32,712 32,743 36 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -103) -105 -19 90 -88 -174 -103 -103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.1 4.4 94.9 92.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 4 5 21 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,079 COMMITMENTS 671 2,199 305 18,980 18,285 19,956 20,789 1,123 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.4 1.4 90.0 86.7 94.7 98.6 5.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 13 12 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 59,422 COMMITMENTS 4,466 5,128 1,797 53,097 52,497 59,360 59,422 62 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -398) -180 207 28 -247 -633 -399 -398 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 8.6 3.0 89.4 88.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 4 5 31 28 39 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,553 COMMITMENTS 800 1,020 1,192 35,400 35,256 37,392 37,468 161 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 883) 10 0 -10 878 893 878 883 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.7 3.2 94.3 93.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 5 24 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,119 COMMITMENTS 700 676 276 18,993 19,147 19,969 20,099 150 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 177) 0 50 25 152 97 177 172 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.4 1.4 94.4 95.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 2 19 18 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 21,923 COMMITMENTS 500 475 0 21,293 21,448 21,793 21,923 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.2 0.0 97.1 97.8 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 0 14 9 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,456 COMMITMENTS 100 1,550 25 9,166 7,881 9,291 9,456 165 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 25 0 0 25 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 16.4 0.3 96.9 83.3 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 1 11 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,535 COMMITMENTS 100 1,900 0 9,325 7,635 9,425 9,535 110 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51) 25 0 0 26 51 51 51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 19.9 0.0 97.8 80.1 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 0 12 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,402 COMMITMENTS 795 380 460 10,899 11,562 12,154 12,402 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) -70 230 -55 310 10 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.1 3.7 87.9 93.2 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,208 COMMITMENTS 835 150 515 10,610 11,543 11,960 12,208 248 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) -300 0 100 275 -25 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.2 4.2 86.9 94.6 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 13 16 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,855 COMMITMENTS 1,195 2,300 2,070 33,550 32,485 36,815 36,855 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,780) -75 1,365 0 1,855 455 1,780 1,820 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.2 5.6 91.0 88.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 2 22 14 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,766 COMMITMENTS 1,195 1,735 2,360 33,170 32,671 36,725 36,766 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,760) -365 1,035 290 1,940 455 1,865 1,780 -105 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.7 6.4 90.2 88.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 3 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 106,730 COMMITMENTS 1,985 5,409 1,345 103,341 99,976 106,671 106,730 59 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,027) 5 -1,515 582 2,470 4,020 3,057 3,087 -30 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.1 1.3 96.8 93.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 8 8 38 31 48 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 122,621 COMMITMENTS 2,542 6,109 2,342 117,677 114,135 122,561 122,586 60 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,756) 62 -1,406 691 981 2,441 1,734 1,726 22 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 5.0 1.9 96.0 93.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 12 10 41 35 55 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 526,681 COMMITMENTS 31,266 23,260 52,362 441,843 450,804 525,472 526,426 1,210 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,729) -185 -1,889 2,967 9,755 11,436 12,538 12,513 191 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.4 9.9 83.9 85.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 24 21 26 47 40 81 77 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,811 COMMITMENTS 5,070 600 55 10,251 15,086 15,376 15,741 435 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23) -30 0 0 7 -23 -23 -23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 3.8 0.3 64.8 95.4 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 1 17 9 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,819 COMMITMENTS 4,525 600 55 9,656 14,159 14,236 14,814 583 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5) 0 0 0 15 -10 15 -10 -20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 4.0 0.4 65.2 95.5 96.1 **** 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 1 17 8 19 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643ID ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,323 COMMITMENTS 5,700 1,201 0 5,623 10,122 11,323 11,323 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 250 250 0 200 200 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 10.6 0.0 49.7 89.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 13 17 17 18
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 77,983 COMMITMENTS 0 3,870 95 70,359 66,489 70,454 70,454 7,529 7,529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) 0 0 0 -20 -20 -20 -20 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.1 90.2 85.3 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 18 20 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,611 COMMITMENTS 0 4,575 30 58,606 54,031 58,636 58,636 5,975 5,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58) 0 0 0 -2 -2 -2 -2 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 90.7 83.6 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 16 20 17 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 2 0 8 13 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFJ MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 8 14 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 56,503 COMMITMENTS 11,680 3,410 4,685 36,823 45,383 53,188 53,478 3,315 3,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -470) 0 -480 -50 -15 465 -65 -65 -405 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 6.0 8.3 65.2 80.3 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 2 20 19 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,808 COMMITMENTS 3,595 385 3,415 28,006 31,786 35,016 35,586 2,792 2,222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -760) 300 0 0 -1,060 -700 -760 -700 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.0 9.0 74.1 84.1 92.6 94.1 7.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 3 17 18 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEU NYISO.WEST_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,185 COMMITMENTS 535 15,835 140 26,420 11,510 27,095 27,485 1,090 700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 56.2 0.5 93.7 40.8 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DEV NYISO.WEST_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 12,050 9,105 12,425 13,185 1,545 785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.2 0.0 86.3 65.2 88.9 94.4 11.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 0 11 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 96,773 COMMITMENTS 14,145 3,640 2,150 60,853 71,348 77,148 77,138 19,625 19,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.8 2.2 62.9 73.7 79.7 79.7 20.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 19 22 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 90,480 COMMITMENTS 14,365 6,480 980 55,975 63,830 71,320 71,290 19,160 19,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 7.2 1.1 61.9 70.5 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 3 3 18 20 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,972 COMMITMENTS 4,030 9,950 1,075 14,555 9,530 19,660 20,555 3,312 2,417 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 75 -365 225 339 779 639 639 -829 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 43.3 4.7 63.4 41.5 85.6 89.5 14.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,717 COMMITMENTS 4,410 8,920 1,860 13,706 10,076 19,976 20,856 2,741 1,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430) 625 275 -210 199 549 614 614 -1,044 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 39.3 8.2 60.3 44.4 87.9 91.8 12.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 7 3 17 12 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EJI PJM.JCPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,383 COMMITMENTS 12,060 5,205 1,040 16,453 24,073 29,553 30,318 2,830 2,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 16.1 3.2 50.8 74.3 91.3 93.6 8.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 2 14 7 17 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,898 COMMITMENTS 23,060 0 45 25,999 48,595 49,104 48,640 2,794 3,258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 685) 25 0 0 660 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 0.0 0.1 50.1 93.6 94.6 93.7 5.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 1 13 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 660) 0 0 0 660 660 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 1 13 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,960 COMMITMENTS 19,954 0 2,035 27,061 47,195 49,050 49,230 2,910 2,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) -700 0 0 1,100 400 400 400 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 0.0 3.9 52.1 90.8 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 0 3 17 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,905 COMMITMENTS 18,604 0 2,135 26,446 45,230 47,185 47,365 2,720 2,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) -900 0 0 1,190 290 290 290 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 0.0 4.3 53.0 90.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 0 3 17 13 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,060 COMMITMENTS 2,845 5,570 1,120 15,425 13,375 19,390 20,065 2,670 1,995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 490) 2,350 165 -705 -1,275 910 370 370 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 25.2 5.1 69.9 60.6 87.9 91.0 12.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 4 2 14 11 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,165 COMMITMENTS 3,925 5,645 780 14,265 13,035 18,970 19,460 2,195 1,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 755) 2,325 165 -400 -1,400 785 525 550 230 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 26.7 3.7 67.4 61.6 89.6 91.9 10.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 2 15 9 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 72,655 COMMITMENTS 16,865 18,220 2,635 48,095 46,785 67,595 67,640 5,060 5,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) -3,550 100 0 3,825 175 275 275 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 25.1 3.6 66.2 64.4 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 2 3 16 15 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 68,965 COMMITMENTS 13,760 18,220 2,635 47,885 43,470 64,280 64,325 4,685 4,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) -3,550 100 0 3,900 250 350 350 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 26.4 3.8 69.4 63.0 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 2 3 16 15 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,400 COMMITMENTS 14,308 13,545 4,685 37,562 38,670 56,555 56,900 3,845 3,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -350) -800 50 0 400 -450 -400 -400 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 22.4 7.8 62.2 64.0 93.6 94.2 6.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 4 20 13 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,528 COMMITMENTS 6,313 8,380 5,470 35,083 33,361 46,866 47,211 2,662 2,317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 50 150 0 300 200 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 16.9 11.0 70.8 67.4 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 2 5 19 13 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 167,107 COMMITMENTS 2,490 24,007 13,540 116,223 94,586 132,253 132,133 34,854 34,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,838) 400 -2,200 -280 -621 1,979 -501 -501 -1,337 -1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.4 8.1 69.5 56.6 79.1 79.1 20.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 6 5 26 32 31 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 137,507 COMMITMENTS 4,230 19,362 10,601 95,531 80,174 110,362 110,137 27,145 27,370 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,890) 400 -1,715 -230 -981 1,134 -811 -811 -1,079 -1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 14.1 7.7 69.5 58.3 80.3 80.1 19.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 6 24 28 30 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,425 COMMITMENTS 870 12,665 2,055 54,060 42,405 56,985 57,125 5,440 5,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) 0 0 0 -180 -180 -180 -180 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 20.3 3.3 86.6 67.9 91.3 91.5 8.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 16 18 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 55,505 COMMITMENTS 770 13,115 1,995 46,725 34,500 49,490 49,610 6,015 5,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 23.6 3.6 84.2 62.2 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 18 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,850 COMMITMENTS 17,975 0 2,695 18,195 36,650 38,865 39,345 2,985 2,505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 0.0 6.4 43.5 87.6 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 3 14 17 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKD PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,190 COMMITMENTS 34,635 0 2,765 12,075 46,800 49,475 49,565 1,715 1,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 0.0 5.4 23.6 91.4 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 0 3 12 16 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 160,145 COMMITMENTS 8,635 2,225 6,830 104,928 111,647 120,393 120,702 39,752 39,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 543) -480 0 -40 662 271 142 231 401 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.4 4.3 65.5 69.7 75.2 75.4 24.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 2 27 27 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,131 COMMITMENTS 9,414 2,165 6,761 79,161 86,500 95,336 95,426 18,795 18,705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,630) 0 300 0 1,700 1,400 1,700 1,700 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.9 5.9 69.4 75.8 83.5 83.6 16.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 3 24 25 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZA PJM.ATSI_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,740 COMMITMENTS 5,535 300 575 21,790 27,025 27,900 27,900 1,840 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 1.0 1.9 73.3 90.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FZB PJM.ATSI_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,070 COMMITMENTS 4,585 300 500 22,400 26,745 27,485 27,545 1,585 1,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 1.0 1.7 77.1 92.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 15 12 18 14
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,746 COMMITMENTS 54 163 50 3,854 3,718 3,958 3,931 788 815 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) -50 0 -10 158 139 98 129 97 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.4 1.1 81.2 78.3 83.4 82.8 16.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 26 27 28 31
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,338 COMMITMENTS 2,845 0 30 31,133 34,246 34,008 34,276 330 62 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7) 0 0 0 -7 -7 -7 -7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.1 90.7 99.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 1 36 35 38 36
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 19,478 COMMITMENTS 70 0 24 19,292 18,784 19,386 18,808 92 670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,234) 0 0 0 3,239 3,399 3,239 3,399 -5 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.1 99.0 96.4 99.5 96.6 0.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 19 22 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 8,197 COMMITMENTS 275 273 82 7,014 7,489 7,371 7,844 826 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 783) 17 165 1 753 545 771 711 12 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.3 1.0 85.6 91.4 89.9 95.7 10.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 2 2 26 27 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 41,490 COMMITMENTS 2,476 512 63 38,356 40,840 40,895 41,415 595 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,701) 0 -125 63 1,638 1,988 1,701 1,926 0 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.2 0.2 92.4 98.4 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 3 4 1 27 42 31 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 56,238 COMMITMENTS 1,820 1,679 1,897 51,379 51,468 55,096 55,044 1,142 1,194 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,083) 247 -321 217 421 916 885 812 198 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 3.4 91.4 91.5 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 9 9 11 67 61 80 77
CFTC#06665A ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,699 COMMITMENTS 196 27 22 1,000 1,078 1,218 1,127 481 572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 162) -45 -2 0 160 145 115 143 47 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.6 1.3 58.9 63.4 71.7 66.3 28.3 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 17 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,451 COMMITMENTS 141 54 180 3,494 3,670 3,815 3,904 636 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161) -35 20 127 73 -6 165 141 -4 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.2 4.0 78.5 82.5 85.7 87.7 14.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 4 28 27 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,083 COMMITMENTS 1,062 25 70 57,831 58,682 58,963 58,777 120 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,194) -25 0 20 1,199 1,174 1,194 1,194 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.1 97.9 99.3 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 1 2 40 41 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 135,792 COMMITMENTS 3,630 2,091 2,863 128,168 129,692 134,661 134,646 1,131 1,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,341) 270 -628 109 687 1,313 1,066 794 275 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.5 2.1 94.4 95.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111) 8 11 10 84 73 97 89 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,589 COMMITMENTS 3,590 695 130 36,797 39,162 40,517 39,987 72 602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 619) 0 -335 0 619 784 619 449 0 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.7 0.3 90.7 96.5 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 2 3 1 30 36 33 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,936 COMMITMENTS 3,406 855 960 54,899 57,663 59,265 59,478 671 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,043) 177 261 261 2,277 2,566 2,715 3,088 328 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.4 1.6 91.6 96.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 12 5 8 53 54 68 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,605 COMMITMENTS 920 327 24 37,220 37,520 38,164 37,871 441 734 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,002) 17 67 -25 3,015 2,960 3,007 3,002 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 0.1 96.4 97.2 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 2 4 2 31 33 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,907 COMMITMENTS 136 603 1,016 17,881 18,168 19,033 19,787 874 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,903) -39 285 164 1,778 1,454 1,903 1,903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.0 5.1 89.8 91.3 95.6 99.4 4.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 2 3 30 30 33 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665W MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,320 COMMITMENTS 0 25 35 2,257 2,215 2,292 2,275 28 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.5 97.3 95.5 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 15 9 16 11
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 937,855 COMMITMENTS 204,917 22,248 302,149 416,681 601,641 923,747 926,038 14,107 11,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,608) -5,885 -21,725 29,759 338 17,216 24,211 25,250 -603 -1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.4 32.2 44.4 64.2 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 32 26 49 67 63 125 115
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 26,905 COMMITMENTS 0 0 0 25,600 25,449 25,600 25,449 1,305 1,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,722) 0 0 0 -2,522 -3,442 -2,522 -3,442 -200 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 94.6 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 0 0 28 23 28 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742T CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 11,089 COMMITMENTS 0 0 0 11,059 10,938 11,059 10,938 30 151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,020) 0 0 0 -822 -611 -822 -611 -198 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 98.6 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 248,825 COMMITMENTS 965 0 690 232,805 236,093 234,460 236,783 14,365 12,042 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,137) 965 -510 -480 16,682 17,340 17,167 16,350 -2,030 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 93.6 94.9 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 16 22 17 23
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,027,573 COMMITMENTS 543,516 112,508 1219,890 1146,155 1615,141 2909,562 2947,540 118,011 80,033 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63,471) -4,350 2,492 50,886 2,407 10,952 48,943 64,330 14,527 -860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 3.7 40.3 37.9 53.3 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 376) 132 103 169 109 115 325 316
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,726 COMMITMENTS 50,852 28,826 6,460 91,160 97,804 148,472 133,090 19,254 34,636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,570) -705 2,793 1,541 5,908 613 6,744 4,947 -1,174 623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 17.2 3.9 54.4 58.3 88.5 79.3 11.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 4 5 18 24 25 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,839 COMMITMENTS 34,356 515 42,250 128,124 157,869 204,730 200,634 5,109 9,205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -344) 2,942 168 -119 -3,255 -299 -432 -250 88 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 0.2 20.1 61.1 75.2 97.6 95.6 2.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 3 12 21 21 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,961 COMMITMENTS 0 86,977 2,744 130,796 39,859 133,540 129,580 12,421 16,381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,498) 0 2,590 -644 301 -2,523 -343 -577 1,841 2,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 59.6 1.9 89.6 27.3 91.5 88.8 8.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 7 4 18 9 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 328,045 COMMITMENTS 45,540 102,782 116,753 157,937 100,931 320,229 320,466 7,816 7,579 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,398) 1,185 5,459 2,272 2,565 -1,138 6,022 6,593 -624 -1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 31.3 35.6 48.1 30.8 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 26 20 41 24 26 67 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,568 COMMITMENTS 4,471 5,996 21,492 55,266 53,977 81,228 81,464 340 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,545) -2,269 2,447 2,412 6,567 1,831 6,711 6,691 -166 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 7.4 26.3 67.8 66.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 6 6 20 19 28 27
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,671 COMMITMENTS 3,300 0 1,215 192,072 181,966 196,587 183,181 12,084 25,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,831) 3,300 -1,530 900 19,031 22,197 23,231 21,567 -8,400 -6,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.6 92.0 87.2 94.2 87.8 5.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 22 25 23 26
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,701 COMMITMENTS 3,011 0 1,625 123,855 113,973 128,491 115,598 10,210 23,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,242) 393 -1,545 995 4,094 11,234 5,482 10,684 -240 -5,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.2 89.3 82.2 92.6 83.3 7.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 15 16 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,658 COMMITMENTS 0 0 0 6,310 6,388 6,310 6,388 348 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) 0 0 0 -935 -946 -935 -946 -60 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 15 16 15 16
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 299,509 COMMITMENTS 47,933 38,523 93,991 145,754 159,006 287,677 291,520 11,832 7,990 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,311) -18,121 -1,498 -4,704 8,186 -8,291 -14,638 -14,493 -6,673 -6,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.9 31.4 48.7 53.1 96.0 97.3 4.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 213) 84 50 87 61 50 191 153
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 9,047 COMMITMENTS 2,432 2,427 925 4,493 4,619 7,850 7,971 1,196 1,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,731) -1,222 -428 -377 -152 -903 -1,752 -1,708 21 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 26.8 10.2 49.7 51.1 86.8 88.1 13.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 26 18 11 30 29 60 54
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,720 COMMITMENTS 31,540 10,903 4,923 22,488 48,307 58,951 64,132 7,770 2,588 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,228) -3,092 219 -977 -399 -2,835 -4,467 -3,592 239 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 16.3 7.4 33.7 72.4 88.4 96.1 11.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 185) 85 34 26 44 45 139 97
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,255,442 COMMITMENTS 152,132 102,773 287,346 741,787 798,876 1181,266 1188,995 74,177 66,448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,072) -12,750 -1,004 -12,541 11,833 -5,262 -13,459 -18,807 -3,613 1,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 8.2 22.9 59.1 63.6 94.1 94.7 5.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 85 55 92 99 86 227 195
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 334,638 COMMITMENTS 35,259 19,398 111,931 178,458 196,863 325,649 328,192 8,989 6,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,068) -941 -7,925 -2,643 4,094 10,925 510 357 -1,577 -1,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.8 33.4 53.3 58.8 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 359) 123 66 138 132 128 320 282
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 221,086 COMMITMENTS 46,801 18,383 59,409 90,450 130,994 196,660 208,786 24,427 12,301 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,177) -7,257 125 -4,355 -1,013 -9,670 -12,625 -13,901 -551 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 8.3 26.9 40.9 59.3 89.0 94.4 11.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 189) 91 40 74 41 43 160 132
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 204,923 COMMITMENTS 46,088 70,878 52,148 95,777 66,669 194,013 189,694 10,910 15,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,016) -8,822 -20,858 -7,310 -9,737 -391 -25,869 -28,558 -3,147 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 34.6 25.4 46.7 32.5 94.7 92.6 5.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 82 89 81 57 53 188 183
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 1,254,370 COMMITMENTS 338,965 26,203 431,703 426,031 762,688 1196,698 1220,593 57,672 33,777 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93,298) 24,135 -12,314 53,445 19,234 56,971 96,814 98,102 -3,517 -4,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 2.1 34.4 34.0 60.8 95.4 97.3 4.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 363) 206 80 149 58 60 326 232
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,821 COMMITMENTS 7,667 2,701 34 14,944 19,679 22,645 22,414 1,176 1,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,775) -916 -1,756 -10 -848 38 -1,774 -1,728 -1 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 11.3 0.1 62.7 82.6 95.1 94.1 4.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 12 10 1 6 8 18 19
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,714 COMMITMENTS 20,811 52,907 16,038 91,912 58,784 128,760 127,730 27,954 28,984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -55,576) -21,917 -1,384 52 -29,768 -37,359 -51,633 -38,692 -3,943 -16,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 33.8 10.2 58.6 37.5 82.2 81.5 17.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 16 24 12 39 36 62 67
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,581 COMMITMENTS 10,198 5,460 1,288 11,944 14,977 23,430 21,726 10,151 11,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,530) -4,003 -707 -107 1,056 -3,014 -3,053 -3,828 -1,477 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 16.3 3.8 35.6 44.6 69.8 64.7 30.2 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 8 3 13 14 20 23
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,863 COMMITMENTS 40,452 18,647 1,152 66,417 87,573 108,022 107,373 3,842 4,491 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,606) -14,835 -2,976 -521 3,720 -8,812 -11,636 -12,309 30 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 16.7 1.0 59.4 78.3 96.6 96.0 3.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 27 39 10 19 29 50 74
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,568 COMMITMENTS 47,928 39,430 26,380 132,561 131,250 206,869 197,060 19,699 29,508 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,797) -8,517 -3,533 2,668 13,210 -2,626 7,361 -3,492 -2,564 8,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 17.4 11.6 58.5 57.9 91.3 87.0 8.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 22 24 12 37 44 65 75
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 167,689 COMMITMENTS 55,743 36,129 24,320 66,625 83,107 146,688 143,557 21,000 24,132 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,289) -343 11,188 -2,873 5,791 -11,374 2,574 -3,059 -3,864 1,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 21.5 14.5 39.7 49.6 87.5 85.6 12.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 30 22 17 40 41 80 70
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,353 COMMITMENTS 22,456 9,942 768 2,054 15,633 25,278 26,342 3,075 2,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,009) 2,917 -2,456 -82 183 4,743 3,018 2,205 -8 805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 35.1 2.7 7.2 55.1 89.2 92.9 10.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 39 20 7 7 5 50 29
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 666,348 COMMITMENTS 149,736 94,002 60,254 368,920 453,033 578,910 607,289 87,438 59,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,592) 1,583 -23,066 4,240 -24,762 -7,055 -18,939 -25,881 4,348 11,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 14.1 9.0 55.4 68.0 86.9 91.1 13.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 71 43 41 102 78 187 149
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,376 COMMITMENTS 3,193 36,462 524 43,892 9,680 47,609 46,666 1,767 2,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,398) -938 -1,652 234 -288 -26 -992 -1,444 -406 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 73.8 1.1 88.9 19.6 96.4 94.5 3.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 8 27 5 8 9 21 39
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 375,810 COMMITMENTS 120,173 30,221 50,358 181,918 276,816 352,449 357,395 23,361 18,415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,564) 4,121 -2,641 -11,111 12,022 18,990 5,032 5,238 531 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 8.0 13.4 48.4 73.7 93.8 95.1 6.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 76 48 76 100 109 215 200
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,639 COMMITMENTS 0 0 0 12,504 10,814 12,504 10,814 135 1,825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 85.6 98.9 85.6 1.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 17 14 17 14
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,573 COMMITMENTS 6,460 23,009 1,193 29,377 8,717 37,031 32,920 1,542 5,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,051) -2,991 -7,242 -85 -3,587 -4,143 -6,663 -11,469 -388 4,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 59.7 3.1 76.2 22.6 96.0 85.3 4.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 13 35 6 21 17 36 56
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 268,255 COMMITMENTS 82,266 100,974 37,300 126,475 103,203 246,041 241,477 22,214 26,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -166,328) -39,276 -100,055 -42,243 -80,541 -21,769 -162,060 -164,067 -4,268 -2,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 37.6 13.9 47.1 38.5 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 133) 31 60 51 34 31 97 113
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,972 COMMITMENTS 2,088 3,624 0 7,001 5,345 9,089 8,969 1,883 2,003 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 471) -2,474 215 0 1,365 52 -1,109 267 1,580 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 33.0 0.0 63.8 48.7 82.8 81.7 17.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 9 0 3 5 7 14
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 25,401 COMMITMENTS 4,268 3,058 599 14,150 16,842 19,017 20,499 6,384 4,902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,633) -3,070 151 -343 -12,522 -14,806 -15,936 -14,998 -698 -1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 12.0 2.4 55.7 66.3 74.9 80.7 25.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 12 8 31 27 54 45
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 50,802 COMMITMENTS 8,536 6,116 1,197 28,300 33,685 38,034 40,998 12,768 9,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,267) -6,141 303 -687 -25,044 -29,613 -31,872 -29,997 -1,395 -3,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 12.0 2.4 55.7 66.3 74.9 80.7 25.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 12 8 31 27 54 45
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,713 COMMITMENTS 3,671 5,097 0 33,986 33,955 37,657 39,052 2,056 661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,061) 845 1,727 -434 -7,629 -6,507 -7,218 -5,214 157 -1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 12.8 0.0 85.6 85.5 94.8 98.3 5.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 4 0 12 9 14 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 1133,480 ******** 9007,736 8751,865 ******** ******** 609,567 805,647 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 688,496) ******* 395,533 507,963 494,434 -180,236 736,951 723,260 -48,455 -34,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.2 60.5 33.3 32.3 97.7 97.0 2.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 57 62 100 126 118 240 227
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,976 COMMITMENTS 2,271 3,133 170 0 0 2,441 3,303 1,535 673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -583) -624 -738 22 0 0 -602 -716 19 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 78.8 4.3 0.0 0.0 61.4 83.1 38.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 24 17 8 0 0 29 20
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 171,829 COMMITMENTS 30,543 35,157 36,787 104,159 98,667 171,489 170,611 340 1,218 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -73,392) -5,553 -32,276 -2,542 -65,378 -36,947 -73,473 -71,765 81 -1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.5 21.4 60.6 57.4 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 13 15 19 10 15 34 38
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 349,355 COMMITMENTS 25,872 92,256 23,289 300,091 231,200 349,252 346,745 103 2,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,615) -43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852 29 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 26.4 6.7 85.9 66.2 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 16 28 25 24 38 54 77
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 188,359 COMMITMENTS 4,259 57,736 23,575 159,448 105,042 187,282 186,353 1,076 2,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,726) -4,387 -11,667 2,385 -2,887 3,998 -4,889 -5,283 163 557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 30.7 12.5 84.7 55.8 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197) 34 91 30 39 54 94 162
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 1,090,535 COMMITMENTS 74,485 85,286 290,557 609,520 601,529 974,563 977,373 115,972 113,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -494,376) -4,362 10,005 -181,443 -214,789 -227,099 -400,594 -398,537 -93,782 -95,839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 7.8 26.6 55.9 55.2 89.4 89.6 10.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 641) 121 116 116 302 304 484 475
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 72,963 COMMITMENTS 5,105 4,710 18,198 34,323 13,053 57,626 35,962 15,338 37,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -104,382) -18,797 -8,366 -11,891 -63,397 -21,861 -94,085 -42,118 -10,297 -62,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 6.5 24.9 47.0 17.9 79.0 49.3 21.0 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 7 9 13 9 23 20
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 9,899 COMMITMENTS 366 539 84 7,479 7,870 7,929 8,493 1,970 1,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,736) -569 -1,023 -257 -5,017 -4,794 -5,843 -6,074 -1,893 -1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 5.4 0.8 75.6 79.5 80.1 85.8 19.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 1 12 6 14 8
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 5,087,856 COMMITMENTS 373,216 429,194 1335,479 2875,988 2942,379 4584,683 4707,052 503,173 380,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST:-1949,970) -25,979 -6,295 -749,608 -756,961 ******** ******** ******** -417,422-167,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.4 26.2 56.5 57.8 90.1 92.5 9.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 639) 121 114 114 302 304 482 473
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (55,116 US Pounds-25 MT) OPEN INTEREST: 28,727 COMMITMENTS 3,088 2,502 0 25,294 26,069 28,382 28,571 345 156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -211) 0 -246 0 -211 35 -211 -211 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 8.7 0.0 88.0 90.7 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 0 21 22 26 23
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,109 COMMITMENTS 5,219 8,391 929 18,834 15,662 24,982 24,982 127 127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) -2,111 33 -348 3,476 1,274 1,017 959 -125 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 33.4 3.7 75.0 62.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 3 5 20 13 28 21
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 51,084 COMMITMENTS 12,423 6,585 11,074 20,941 26,378 44,438 44,037 6,646 7,047 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,877) -569 -1,613 -9,508 -10,297 -10,111 -20,374 -21,233 -6,503 -5,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 12.9 21.7 41.0 51.6 87.0 86.2 13.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235) 52 40 21 99 84 166 130
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,420 COMMITMENTS 62,113 32,926 55,370 104,707 131,892 222,190 220,187 33,230 35,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -134,386) -2,844 -8,067 -47,540 -51,485 -50,555 -101,869 -106,163 -32,517 -28,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 12.9 21.7 41.0 51.6 87.0 86.2 13.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235) 52 40 21 99 84 166 130
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 16,656 COMMITMENTS 10,050 14,800 125 6,309 1,716 16,484 16,641 172 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,928) -2,908 -1,846 0 1,204 532 -1,704 -1,314 -1,224 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 88.9 0.8 37.9 10.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 14 12 2 4 3 20 15
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,621 COMMITMENTS 27,430 57,352 19,692 101,363 61,084 148,485 138,128 20,136 30,494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,526) -9,541 -12,356 1,727 -2,583 -2,066 -10,396 -12,695 -3,129 -831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 34.0 11.7 60.1 36.2 88.1 81.9 11.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 12 28 14 23 39 46 70
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,511 COMMITMENTS 52,756 72,850 18,326 468,243 446,979 539,325 538,155 14,186 15,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -94,217) -8,839 -6,505 -17,741 -48,543 -54,356 -75,123 -78,602 -19,094 -15,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 13.2 3.3 84.6 80.8 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 44 41 15 138 128 189 177
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,935 COMMITMENTS 5,100 6,277 295 23,737 25,767 29,132 32,339 9,803 6,596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,106) 476 -2,581 80 700 -15 1,256 -2,516 -3,362 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.1 0.8 61.0 66.2 74.8 83.1 25.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 8 15 3 26 30 35 47
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 484,557 COMMITMENTS 26,549 29,941 559 449,868 447,992 476,976 478,492 7,581 6,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,537) 1,107 10,397 -2,589 -80,618 -97,650 -82,100 -89,842 -13,437 -5,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.2 0.1 92.8 92.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 171) 19 16 6 93 91 115 110
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,373,751 COMMITMENTS 215,077 109,883 10,941 1114,686 1231,895 1340,704 1352,719 33,047 21,032 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430,690) -2,050 -1,951 -12,758 -275,224 -352,374 -290,032 -367,083 -140,658 -63,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 8.0 0.8 81.1 89.7 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 397) 90 43 24 200 150 297 210
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 60,215 COMMITMENTS 6,974 12,617 34,591 18,617 12,290 60,182 59,498 33 717 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,346) 279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163 -7 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 21.0 57.4 30.9 20.4 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 1 5 10 10 16
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 82,184 COMMITMENTS 9,331 2,379 0 65,542 75,444 74,873 77,823 7,311 4,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,968) 1,398 582 -689 -4,233 -4,486 -3,524 -4,593 -4,444 -3,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.9 0.0 79.8 91.8 91.1 94.7 8.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 9 5 0 44 34 53 39
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 43,850 COMMITMENTS 17,221 17,203 26,629 0 0 43,850 43,832 0 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -738) 1,805 1,804 -2,543 0 0 -738 -739 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 39.2 60.7 0.0 0.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 10 5 0 0 12 13
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 146,097 COMMITMENTS 58,160 49 1,446 86,352 144,560 145,958 146,055 139 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,559) -1,797 -1,108 -218 7,591 6,890 5,576 5,564 -17 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 0.0 1.0 59.1 98.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 12 1 5 27 25 40 30
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,499 COMMITMENTS 3,165 452 60 20,877 23,957 24,102 24,469 397 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,499) 0 -75 0 2,463 2,654 2,463 2,579 36 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 1.8 0.2 85.2 97.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 3 1 32 19 35 23
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235 COMMITMENTS 319 2,447 101 4,242 2,218 4,662 4,766 573 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 46.7 1.9 81.0 42.4 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 7 2 11 6 14 14
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/24/20 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,263 COMMITMENTS 1,244 68 263 4,647 5,779 6,154 6,110 109 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 404) 361 -30 25 103 387 489 382 -85 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.1 4.2 74.2 92.3 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 3 16 20 19 23