CFTC Commitments of Traders

Futures+Options 6/15/19


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT LT TREASURY BONDS    CBT 10-YR US T-NOTES        

CBT 2-YR US T-NOTES       CBT 30-DAY FED FUNDS        

CBT 5-YR US T-NOTES       CBT CORN                    

CBT OATS                  CBT ROUGH RICE              

CBT SOYBEAN MEAL          CBT SOYBEAN OIL             

CBT SOYBEANS              CBT US T-BONDS              

CBT WHEAT                 CEI COPPER-GRADE #1         

CEI GOLD                  CEI SILVER                  

CL CAL SPREAD OPTIONS     CME Class III Milk          

CME FEEDER CATTLE         CME LIVE CATTLE             

CME LIVE HOGS             CME NASDAQ 100 CONSOLIDAT   

CME NASDAQ E-MINI         CME Nikkei Yen              

CME RANDOM LENGTH LUMBER  CME Russell 2000 Mini       

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

CRUDE OIL AVG PRICE OPTIO CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        

IMM POUND STERLING        IMM RUSSIAN RUBLE           

IMM S&P 500 STK INDX      IMM SOUTH AFRICAN RAND      

IMM SWISS FRANC           KCBT WHEAT                  

MGE SPRING WHEAT          NAPTHA CRACK SPR SWAP       

NYCE COTTON NO. 2         NYCE US DOLLAR INDEX        

NYME CRUDE OIL            NYME GULF 6 3% SULFUR SWA   

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

NYME HENRY HUB GAS SWAP   NYME NATURAL GAS            

NYME PALLADIUM            NYME PLATINUM               

NYME RBOB GASOLINE        NYME WTI Oil Calendar Swp   

RBOB CALENDAR SWAP        SING 180 380 Fuel Oil Swa   

UP DN GC ULSD VS HO SPR S                                               


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 587,649 COMMITMENTS 115,616 103,830 245,348 189,651 190,098 550,616 539,277 37,033 48,373 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,490) 5,253 -8,326 -20,218 -952 9,861 -15,917 -18,683 -573 2,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 17.7 41.8 32.3 32.3 93.7 91.8 6.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 115 130 154 102 122 309 331
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 22,040 COMMITMENTS 6,496 590 2,578 12,633 18,387 21,707 21,555 333 485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,675) -1,408 242 -42 -223 -1,578 -1,673 -1,379 -3 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 2.7 11.7 57.3 83.4 98.5 97.8 1.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 3 4 16 14 23 20
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 328,053 COMMITMENTS 66,545 75,504 109,381 122,861 120,199 298,788 305,084 29,265 22,969 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,345) -953 -1,687 -6,362 -81 1,825 -7,396 -6,224 51 -1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 23.0 33.3 37.5 36.6 91.1 93.0 8.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 80 62 77 90 89 212 193
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 61,813 COMMITMENTS 9,556 10,717 5,607 34,432 34,761 49,595 51,084 12,218 10,728 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -933) 718 -1,730 304 -1,946 1,219 -923 -206 -10 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 17.3 9.1 55.7 56.2 80.2 82.6 19.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 11 16 13 50 42 69 64
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,573,005 COMMITMENTS 391,209 191,216 848,970 961,366 1247,056 2201,546 2287,243 371,459 285,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,538) -11,232 -21,639 35,403 164 12,644 24,335 26,408 -797 -2,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 7.4 33.0 37.4 48.5 85.6 88.9 14.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 971) 274 160 291 442 451 848 783
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,405 COMMITMENTS 3,414 129 569 1,258 5,557 5,241 6,255 2,164 1,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -554) -286 -69 -64 -18 -92 -368 -225 -186 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 1.7 7.7 17.0 75.0 70.8 84.5 29.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 17 4 6 11 12 32 19
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 950,678 COMMITMENTS 115,653 191,059 327,393 450,524 346,818 893,570 865,271 57,108 85,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,595) 1,307 7,570 -5,112 -2,065 -10,699 -5,870 -8,242 -3,725 -1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 20.1 34.4 47.4 36.5 94.0 91.0 6.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 622) 167 169 231 196 221 496 521
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 42,989 COMMITMENTS 9,192 9,672 1,565 32,209 31,752 42,966 42,989 23 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 340) -55 315 25 370 0 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 22.5 3.6 74.9 73.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 11 4 3 19 10 32 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 116,735 COMMITMENTS 51,846 19,543 21,394 42,721 75,073 115,960 116,010 775 725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,686) 2,121 579 1,208 1,301 2,552 4,630 4,339 57 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 16.7 18.3 36.6 64.3 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 24 9 15 26 21 55 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CA CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 41,091 COMMITMENTS 12,132 5,111 4,611 24,084 31,174 40,827 40,896 264 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -250) -170 -87 151 -130 -214 -149 -150 -101 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 12.4 11.2 58.6 75.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 13 7 7 17 17 34 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CC NJ SRECS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 172,901 COMMITMENTS 43,261 117,593 3,125 126,515 52,183 172,901 172,901 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,645) 1,350 2,105 -5 1,300 545 2,645 2,645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 68.0 1.8 73.2 30.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 11 4 14 10 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CD RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,092 COMMITMENTS 4,240 446 0 30,852 34,646 35,092 35,092 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1) 0 0 0 -1 -1 -1 -1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.3 0.0 87.9 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 0 13 7 16 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CH PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 118,535 COMMITMENTS 23,709 38,350 2,875 91,951 77,310 118,535 118,535 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -208) -490 0 383 -101 -591 -208 -208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 32.4 2.4 77.6 65.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 4 4 14 14 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CJ CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 16,392 COMMITMENTS 6,981 2,175 4,725 4,686 9,492 16,392 16,392 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7) -7 0 0 0 -7 -7 -7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 13.3 28.8 28.6 57.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 6 1 4 5 7 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CL RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 25,977 COMMITMENTS 8,940 500 1,250 15,777 24,227 25,967 25,977 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,322) 1,715 100 1,000 1,607 3,222 4,322 4,322 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 1.9 4.8 60.7 93.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 2 2 16 16 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DL MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 13,630 COMMITMENTS 1,688 2,650 850 11,092 10,130 13,630 13,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 19.4 6.2 81.4 74.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 5 2 11 9 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063DN MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,624 COMMITMENTS 20,440 6,450 1,237 15,947 29,937 37,624 37,624 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 900 0 -100 -250 650 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 17.1 3.3 42.4 79.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 2 3 15 11 22 15
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 520,712 COMMITMENTS 113,153 131,977 122,412 248,698 238,049 484,264 492,439 36,448 28,273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,641) -7,658 -4,576 -14,599 -8,754 -8,867 -31,011 -28,042 1,370 -1,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 25.3 23.5 47.8 45.7 93.0 94.6 7.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 105 95 113 98 87 261 257
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,162,744 COMMITMENTS 143,217 158,913 160,687 667,499 691,181 971,402 1010,781 191,342 151,964 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,148) 13,341 -14,258 -8,967 -6,334 16,889 -1,959 -6,335 -10,188 -5,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 13.7 13.8 57.4 59.4 83.5 86.9 16.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 190) 40 35 47 92 89 155 148
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,629 COMMITMENTS 87,389 387,418 28,217 866,594 652,339 982,199 1067,974 177,430 91,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,621) 7,891 -11,621 -4,246 195 15,871 3,840 4 781 4,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 33.4 2.4 74.7 56.3 84.7 92.1 15.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 134) 25 17 17 71 68 101 97
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 45,721 COMMITMENTS 6,152 139 4,948 34,542 40,624 45,642 45,711 79 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,209) 63 30 477 1,643 1,692 2,183 2,199 26 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.3 10.8 75.5 88.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 8 3 6 25 25 34 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 39,468 COMMITMENTS 803 10,414 3,870 34,035 25,016 38,708 39,300 760 168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,257) 0 -480 1,230 1,027 1,497 2,257 2,247 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 26.4 9.8 86.2 63.4 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 6 5 29 18 35 25
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,254 COMMITMENTS 3,686 705 2,030 13,331 16,462 19,047 19,197 207 57 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -248) -106 20 49 -204 -264 -261 -195 13 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 3.7 10.5 69.2 85.5 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 4 7 25 33 34 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,788 COMMITMENTS 103 305 1,110 3,852 3,911 5,065 5,326 723 462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16) 0 0 0 -7 -17 -7 -17 -9 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.3 19.2 66.6 67.6 87.5 92.0 12.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 2 4 17 16 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,516 COMMITMENTS 558 0 696 2,862 3,360 4,116 4,056 400 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93) 56 0 64 31 46 151 110 -58 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 15.4 63.4 74.4 91.1 89.8 8.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 5 20 23 25 28
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,142 COMMITMENTS 33 1,147 312 1,860 928 2,205 2,387 937 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 84) 0 6 8 -48 -119 -40 -105 124 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 36.5 9.9 59.2 29.5 70.2 76.0 29.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 6 5 8 11 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,525 COMMITMENTS 2,168 226 229 9,638 11,860 12,035 12,315 490 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -70 0 20 80 10 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 1.8 1.8 77.0 94.7 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 4 22 17 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,891 COMMITMENTS 641 3,013 150 3,112 1,369 3,903 4,532 988 359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 258) -10 23 15 173 218 178 256 80 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 61.6 3.1 63.6 28.0 79.8 92.7 20.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 9 5 24 15 33 25
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 432,842 COMMITMENTS 32,605 58,047 106,675 247,289 229,669 386,568 394,392 46,273 38,450 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,804) -1,659 2,031 12,373 -1,344 -7,533 9,371 6,872 -2,566 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 13.4 24.6 57.1 53.1 89.3 91.1 10.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184) 45 44 73 78 77 168 156
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,612 COMMITMENTS 0 4,615 0 28,482 33,757 28,482 38,372 14,130 4,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,077) 0 0 0 429 1,294 429 1,294 648 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.0 66.8 79.2 66.8 90.0 33.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 13 16 13 17
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,045,561 COMMITMENTS 217,976 238,756 376,829 4421,962 4408,146 5016,767 5023,731 28,794 21,830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83,503) 2,065 20,682 25,025 61,176 40,449 88,266 86,156 -4,763 -2,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.7 7.5 87.6 87.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232) 34 37 50 145 122 207 182
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 990,552 COMMITMENTS 27,470 34,143 316,150 643,168 637,106 986,788 987,399 3,764 3,153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 64,130) 2,764 4,790 32,484 29,363 27,299 64,610 64,572 -480 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.4 31.9 64.9 64.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 13 14 25 52 47 78 73
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,173 COMMITMENTS 411 5,006 395 264,327 264,400 265,133 269,801 8,040 3,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,118) 62 0 0 3,009 -7,495 3,071 -7,495 -11,189 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 0.1 96.8 96.8 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 2 31 22 33 25
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,027 COMMITMENTS 270 6,646 1,608 145,053 136,149 146,931 144,403 3,096 5,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,359) -1,851 -519 627 -8,659 -5,477 -9,883 -5,369 -476 -4,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.4 1.1 96.7 90.7 97.9 96.3 2.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 2 5 31 28 36 33
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,712 COMMITMENTS 606 5,506 708 320,826 318,344 322,140 324,558 8,572 6,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,257) -696 1,777 497 -16,199 -23,762 -16,398 -21,488 -5,859 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.7 0.2 97.0 96.3 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 1 4 2 32 27 34 32
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,397 COMMITMENTS 1,838 9,093 4,172 725,222 723,405 731,232 736,670 7,165 1,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,323) 0 180 -120 7,049 7,262 6,929 7,322 394 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.2 0.6 98.2 98.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 3 3 38 25 42 28
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,650 COMMITMENTS 1,336 6,619 483 367,483 367,643 369,302 374,745 13,348 7,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,425) -2,949 -240 0 -15,548 -18,362 -18,497 -18,602 -928 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.7 0.1 96.0 96.1 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 3 1 2 44 39 47 42
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 488,113 COMMITMENTS 16,190 840 457 463,498 484,362 480,145 485,659 7,968 2,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,869) 2,548 -328 -80 -22,806 -22,301 -20,338 -22,709 -2,531 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.2 0.1 95.0 99.2 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 5 1 1 43 38 48 40
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,211 COMMITMENTS 0 4,030 697 322,735 316,568 323,432 321,295 5,779 7,916 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,042) -480 -503 137 -16,696 -18,088 -17,039 -18,454 -1,003 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.2 98.0 96.2 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 0 3 1 34 30 35 33
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 96,680 COMMITMENTS 2,310 0 1,966 88,450 92,016 92,726 93,982 3,954 2,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,775) -982 0 62 -6,851 -7,000 -7,771 -6,938 -4 -837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 2.0 91.5 95.2 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 0 3 21 22 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,404 COMMITMENTS 0 210 0 25,772 26,470 25,772 26,680 1,632 724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,850) 0 31 -31 -10,067 -8,719 -10,098 -8,719 -752 -2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 94.0 96.6 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 18 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 249,405 COMMITMENTS 0 339 162 243,763 243,785 243,925 244,286 5,480 5,119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,625) 0 -582 -540 -14,629 -14,562 -15,169 -15,684 -1,456 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.1 97.7 97.7 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 1 1 23 26 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 168,522 COMMITMENTS 0 0 0 155,946 164,392 155,946 164,392 12,576 4,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,492) 0 0 0 -5,090 -7,254 -5,090 -7,254 -2,402 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 97.5 92.5 97.5 7.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 27 20 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 262,670 COMMITMENTS 0 0 0 259,766 259,651 259,766 259,651 2,904 3,019 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,464) 0 0 0 -10,719 -14,138 -10,719 -14,138 -4,745 -1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 98.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 21 20 21 20
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 27,205 COMMITMENTS 3,180 0 0 21,830 25,649 25,010 25,649 2,195 1,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,246) -496 0 0 -7,834 -8,905 -8,330 -8,905 84 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.0 80.2 94.3 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 0 12 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 554,763 COMMITMENTS 18,149 6,673 3,505 525,246 537,199 546,900 547,377 7,863 7,386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,437) -750 -2,244 -64 -26,827 -24,269 -27,641 -26,577 -5,796 -6,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.2 0.6 94.7 96.8 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 5 2 6 54 43 62 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 213,726 COMMITMENTS 0 794 1,591 206,985 204,551 208,576 206,936 5,150 6,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,566) -536 0 64 -4,275 -4,466 -4,747 -4,402 -819 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.7 96.8 95.7 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 1 1 25 28 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 93,494 COMMITMENTS 0 0 0 89,537 83,918 89,537 83,918 3,957 9,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,125) 0 -240 0 -7,111 -6,359 -7,111 -6,599 1,986 1,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 89.8 95.8 89.8 4.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 0 0 21 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 156,918 COMMITMENTS 0 0 0 156,615 155,325 156,615 155,325 303 1,593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,330) -4,380 -4,350 0 -42,553 -53,218 -46,933 -57,568 -11,397 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.0 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 16 18 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 164,661 COMMITMENTS 12,510 4,350 0 147,527 159,981 160,037 164,331 4,624 330 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -73,625) -372 -12,121 0 -69,180 -60,414 -69,552 -72,535 -4,073 -1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.6 0.0 89.6 97.2 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 4 3 0 36 37 40 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,938 COMMITMENTS 0 976 0 146,475 145,786 146,475 146,762 1,463 1,176 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,935) 0 341 0 -16,901 -15,249 -16,901 -14,908 -34 -2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.0 98.5 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 0 18 24 18 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 23,567 COMMITMENTS 0 0 0 22,657 23,082 22,657 23,082 910 485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,207) 0 0 0 -8,582 -8,618 -8,582 -8,618 -625 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 97.9 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 11 12 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 259,339 COMMITMENTS 1,578 168 12,974 237,803 238,084 252,355 251,226 6,984 8,113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,271) -684 168 1,066 -10,325 -11,644 -9,943 -10,410 -2,328 -1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 5.0 91.7 91.8 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 1 4 34 33 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,070 COMMITMENTS 0 0 0 103,414 102,103 103,414 102,103 7,656 8,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,006) 0 0 0 -4,366 -5,739 -4,366 -5,739 -1,640 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 91.9 93.1 91.9 6.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 18 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 191,408 COMMITMENTS 0 2,591 233 188,287 187,006 188,520 189,830 2,888 1,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,458) 0 -803 -120 -8,911 -9,349 -9,031 -10,272 -2,427 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 98.4 97.7 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 2 1 27 28 28 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 183,201 COMMITMENTS 0 1,168 0 168,120 177,575 168,120 178,743 15,081 4,458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,211) 0 -171 0 -9,823 -8,799 -9,823 -8,970 -388 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 91.8 96.9 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 20 20 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,284 COMMITMENTS 0 0 0 75,566 77,549 75,566 77,549 3,718 1,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -738) 0 0 0 -98 465 -98 465 -640 -1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 97.8 95.3 97.8 4.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,783 COMMITMENTS 0 0 0 28,685 29,351 28,685 29,351 2,098 1,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,076) 0 0 0 -6,720 -10,518 -6,720 -10,518 -4,356 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 95.3 93.2 95.3 6.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 11 14 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 193,997 COMMITMENTS 2,329 0 1,049 186,398 188,980 189,776 190,029 4,221 3,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,556) -85 0 1,049 -4,885 -4,359 -3,921 -3,310 -1,635 -2,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.5 96.1 97.4 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 15 17 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 170,728 COMMITMENTS 0 261 7,352 155,479 152,741 162,831 160,354 7,897 10,374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,344) 0 -241 -111 -15,230 -16,951 -15,341 -17,303 -4,003 -2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 4.3 91.1 89.5 95.4 93.9 4.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 2 2 31 30 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 251,882 COMMITMENTS 217 12,827 537 245,605 235,503 246,359 248,867 5,523 3,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,735) 217 -407 -97 -11,059 -13,379 -10,939 -13,883 -4,796 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.1 0.2 97.5 93.5 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 3 2 34 35 37 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 132,498 COMMITMENTS 2,185 0 773 126,327 128,894 129,285 129,667 3,213 2,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,563) 194 -354 65 -6,404 -6,058 -6,145 -6,347 -1,418 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.6 95.3 97.3 97.6 97.9 2.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 0 2 23 27 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 154,380 COMMITMENTS 0 0 0 147,783 152,422 147,783 152,422 6,597 1,958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,773) 0 0 0 -2,931 -3,357 -2,931 -3,357 -1,842 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 98.7 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 18 20 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 59,881 COMMITMENTS 0 0 0 54,775 57,857 54,775 57,857 5,106 2,024 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 96.6 91.5 96.6 8.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 13 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 37,634 COMMITMENTS 0 0 0 36,451 35,836 36,451 35,836 1,183 1,798 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,835) 0 0 0 -5,586 -4,868 -5,586 -4,868 -249 -967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 95.2 96.9 95.2 3.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 258,506 COMMITMENTS 0 0 0 236,932 257,019 236,932 257,019 21,574 1,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,349) 0 0 0 -9,663 -11,580 -9,663 -11,580 -2,686 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 99.4 91.7 99.4 8.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 0 0 25 16 25 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 89,319 COMMITMENTS 8,806 8,891 579 72,490 77,140 81,875 86,610 7,444 2,709 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,601) 970 28 88 -4,032 -6,245 -2,974 -6,129 -3,627 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 10.0 0.6 81.2 86.4 91.7 97.0 8.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 18 20 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 194,413 COMMITMENTS 1,976 0 0 188,972 190,625 190,948 190,625 3,465 3,788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,556) 0 0 0 -11,879 -6,569 -11,879 -6,569 323 -4,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 97.2 98.1 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 18 19 19 19
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,353,041 COMMITMENTS 237,748 371,030 412,830 622,074 523,198 1272,651 1307,058 80,389 45,982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,984) -660 22,573 27,473 -13,728 -36,454 13,085 13,592 5,899 5,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 27.4 30.5 46.0 38.7 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305) 107 106 140 78 62 268 235
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 469,668 COMMITMENTS 48,123 14,590 130,149 283,182 319,680 461,455 464,420 8,213 5,248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,618) -2,934 -487 17,278 9,755 6,625 24,099 23,417 -481 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 3.1 27.7 60.3 68.1 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 43 24 55 58 51 124 107
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 375,734 COMMITMENTS 97,122 99,591 49,029 213,730 217,685 359,881 366,305 15,852 9,429 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,879) -2,737 3,835 4,476 11,824 5,407 13,563 13,718 316 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 26.5 13.0 56.9 57.9 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 24 11 23 45 43 77 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,892 COMMITMENTS 14,378 25,162 11,914 56,102 45,464 82,394 82,540 9,498 9,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,994) 1,026 -952 1,155 2,387 2,734 4,568 2,937 426 2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 27.4 13.0 61.1 49.5 89.7 89.8 10.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 9 11 16 25 26 42 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 225,007 COMMITMENTS 2,705 1,496 48,668 173,634 174,843 225,007 225,007 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,801) -539 275 9,701 6,706 5,832 15,868 15,808 -67 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.7 21.6 77.2 77.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 13 5 18 16 16 34 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,152 COMMITMENTS 577 2,916 3,977 69,469 67,140 74,023 74,033 1,129 1,119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.9 5.3 92.4 89.3 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 5 8 10 8 18 17
CFTC#024656 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,678 COMMITMENTS 8,028 3,214 2,975 8,929 13,578 19,932 19,767 746 911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 851) 624 -165 231 26 809 881 875 -30 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 15.5 14.4 43.2 65.7 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 9 11 15 17 28 32
CFTC#025608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,065 COMMITMENTS 0 473 60 3,786 3,452 3,846 3,985 219 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 50 -30 235 185 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 1.5 93.1 84.9 94.6 98.0 5.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 15 13 16 15
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,466 COMMITMENTS 14,490 811 8,125 25,518 39,315 48,133 48,252 333 214 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,536) -219 -30 323 3,423 3,226 3,527 3,519 9 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 1.7 16.8 52.7 81.1 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 22 6 14 50 59 77 74
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 523,342 COMMITMENTS 78,651 52,290 145,516 249,719 293,280 473,886 491,087 49,456 32,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,125) -4,296 -3,753 3,739 -4,536 -7,213 -5,093 -7,226 -1,031 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 10.0 27.8 47.7 56.0 90.5 93.8 9.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 75 58 95 110 105 241 218
CFTC#03265A EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,630 COMMITMENTS 69 130 133 1,849 1,507 2,051 1,770 579 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) -10 29 -5 51 -4 36 20 5 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.9 5.1 70.3 57.3 78.0 67.3 22.0 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 4 16 16 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,808 COMMITMENTS 830 372 287 3,437 3,759 4,554 4,418 254 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 546) 118 28 -45 432 473 505 456 41 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.7 6.0 71.5 78.2 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 3 4 18 18 24 23
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 275,966 COMMITMENTS 53,082 75,715 73,107 135,002 110,888 261,190 259,709 14,776 16,256 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,371) 898 4,659 -6,902 4,395 603 -1,610 -1,640 239 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 27.4 26.5 48.9 40.2 94.6 94.1 5.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 99 111 97 78 75 235 234
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 972,379 COMMITMENTS 427,313 74,907 16,517 502,946 866,174 946,776 957,598 25,603 14,781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,395) 10,819 13,568 -4,808 4,384 1,635 10,395 10,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 7.7 1.7 51.7 89.1 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 11 5 8 40 36 54 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,209 COMMITMENTS 10,720 18,163 5,056 112,760 111,185 128,536 134,404 9,673 3,805 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,986) 1,698 3,669 145 923 -426 2,766 3,388 220 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 13.1 3.7 81.6 80.4 93.0 97.2 7.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 10 10 26 24 36 39
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,741 COMMITMENTS 1,942 1,538 686 3,863 5,126 6,491 7,350 2,250 1,392 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 330 -80 34 -650 -18 -286 -65 295 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 17.6 7.9 44.2 58.6 74.3 84.1 25.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 17 10 8 12 16 32 32
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,586 COMMITMENTS 1,778 8,045 4,922 15,591 10,764 22,291 23,731 3,294 1,854 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) 36 -348 368 64 -16 468 5 -253 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 31.4 19.2 60.9 42.1 87.1 92.8 12.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 23 26 17 33 19 62 59
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,760,183 COMMITMENTS 996,517 1163,953 115,511 2457,665 2362,700 3569,693 3642,165 190,490 118,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109,254) -42,104 86,514 16,700 114,988 4,131 89,584 107,344 19,669 1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 31.0 3.1 65.4 62.8 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 369) 76 57 52 171 146 271 231
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,917,996 COMMITMENTS 631,211 955,681 750,190 3038,767 2756,189 4420,168 4462,060 497,828 455,936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,193) 25,747 -84,752 -35,930 10,252 129,253 69 8,571 7,124 -1,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 19.4 15.3 61.8 56.0 89.9 90.7 10.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 422) 99 68 97 209 208 345 336
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,293 COMMITMENTS 148,189 111,169 7,979 448,115 448,950 604,283 568,098 113,010 149,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,799) 23,662 12,065 376 -41,508 -24,127 -17,470 -11,686 5,671 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 15.5 1.1 62.5 62.6 84.2 79.2 15.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 17 13 13 52 57 75 77
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,012,578 COMMITMENTS 789,284 815,723 397,740 3476,873 3464,918 4663,897 4678,381 348,680 334,196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95,223) -1,926 -93,738 -2,724 -79,339 5,007 -83,989 -91,455 -11,234 -3,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 16.3 7.9 69.4 69.1 93.0 93.3 7.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 61 56 69 161 174 258 263
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,276,163 COMMITMENTS 338,309 457,102 460,959 1443,332 1304,336 2242,600 2222,397 33,563 53,766 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109,877) 28,298 -20,294 3,385 77,489 123,500 109,172 106,591 705 3,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 20.1 20.3 63.4 57.3 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 33 40 49 67 77 125 142
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,272 COMMITMENTS 654 3,564 1,257 8,607 6,172 10,518 10,992 754 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,082) -72 -603 -35 -948 -240 -1,055 -877 -27 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 31.6 11.1 76.4 54.8 93.3 97.5 6.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 10 9 26 24 36 37
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,132 COMMITMENTS 7,241 2,591 12,792 18,735 18,731 38,768 34,114 4,364 9,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,184) 247 -430 -2,907 -3,364 -1,647 -6,025 -4,984 -160 -1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 6.0 29.7 43.4 43.4 89.9 79.1 10.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 23 12 24 38 24 68 53
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 15,033 COMMITMENTS 789 2,286 3,254 10,201 8,676 14,244 14,217 789 817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,118) -123 -344 -195 -763 -448 -1,081 -987 -36 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.2 21.6 67.9 57.7 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 4 10 10 31 20 42 33
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,518 COMMITMENTS 6,076 357 1,931 3,088 6,752 11,094 9,040 423 2,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -991) -1,276 -39 263 26 -1,248 -986 -1,025 -5 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 3.1 16.8 26.8 58.6 96.3 78.5 3.7 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 8 3 8 15 20 25 29
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,634 COMMITMENTS 652 1,043 437 1,410 1,851 2,499 3,332 1,135 302 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -590) -102 -229 -59 -266 -185 -428 -472 -163 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 28.7 12.0 38.8 50.9 68.8 91.7 31.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 5 5 13 8 19 16
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 437,615 COMMITMENTS 106,267 31,664 159,931 131,580 199,962 397,777 391,557 39,837 46,058 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,776) -569 5,155 3,223 -727 -4,195 1,927 4,182 1,849 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 7.2 36.5 30.1 45.7 90.9 89.5 9.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 346) 138 84 144 90 100 295 274
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,304 COMMITMENTS 113,044 38,223 115,586 141,679 202,231 370,309 356,040 37,996 52,264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40,866) -2,341 4,689 -26,872 -9,836 -15,410 -39,049 -37,593 -1,816 -3,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 9.4 28.3 34.7 49.5 90.7 87.2 9.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 431) 139 88 140 132 165 350 332
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,969 COMMITMENTS 905 2,201 1,015 1,461 740 3,382 3,957 1,587 1,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -95) -88 -130 26 16 -31 -45 -135 -50 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 44.3 20.4 29.4 14.9 68.1 79.6 31.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 13 22 13 17 14 37 44
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,156 COMMITMENTS 14,523 16,065 16,725 15,949 11,460 47,198 44,251 11,958 14,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,068) 312 -99 -1,201 -502 -129 -1,391 -1,429 323 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 27.2 28.3 27.0 19.4 79.8 74.8 20.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229) 64 54 63 75 75 175 170
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,506 COMMITMENTS 2,777 4,635 4,808 19,187 16,695 26,772 26,138 734 1,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,870) -473 -609 -684 -1,609 -1,625 -2,766 -2,917 -104 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 16.9 17.5 69.8 60.7 97.3 95.0 2.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 13 14 17 30 32 51 55
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 37,331 COMMITMENTS 4,888 1,065 6,584 25,411 29,535 36,882 37,183 449 148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,079) -184 61 -271 -449 -77 -904 -287 -175 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 2.9 17.6 68.1 79.1 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 11 6 16 26 27 43 43
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 40,018 COMMITMENTS 5,810 1,566 580 33,387 37,871 39,777 40,018 241 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) 960 -24 0 -598 367 362 342 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.9 1.4 83.4 94.6 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 8 4 5 23 20 32 28
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 28,831 COMMITMENTS 1,909 125 791 25,999 27,897 28,699 28,813 132 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) 175 0 50 -57 118 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.4 2.7 90.2 96.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 4 17 16 22 20
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 147,888 COMMITMENTS 11,166 4,130 7,875 128,567 135,823 147,608 147,828 280 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,302) -72 327 -351 -2,038 -1,376 -2,461 -1,400 -2,841 -3,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.8 5.3 86.9 91.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 7 9 32 35 43 48
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,225 COMMITMENTS 1,374 5,653 569 60,282 55,982 62,225 62,204 0 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 252) -107 -402 57 301 627 252 282 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 9.1 0.9 96.9 90.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 7 5 23 22 31 32
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,496 COMMITMENTS 525 225 0 30,971 31,271 31,496 31,496 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -503) 150 -50 0 -653 -453 -503 -503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 0.0 98.3 99.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 3 0 10 18 14 21
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 65,672 COMMITMENTS 16,889 5,570 1,716 47,051 58,286 65,656 65,572 16 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,827) -308 -47 -3 -2,512 -2,595 -2,823 -2,645 -4 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 8.5 2.6 71.6 88.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 2 3 25 24 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 86,716 COMMITMENTS 28,153 4,889 3,158 55,005 78,516 86,316 86,563 400 153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,933) -1,383 22 0 -2,481 -3,837 -3,864 -3,815 -69 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 5.6 3.6 63.4 90.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 6 3 26 26 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 74,403 COMMITMENTS 2,410 0 1,320 70,025 72,862 73,755 74,182 648 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,184) -225 0 -25 -2,688 -2,554 -2,938 -2,579 -246 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.8 94.1 97.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 0 1 23 25 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 103,832 COMMITMENTS 3,465 0 1,595 98,323 102,005 103,383 103,600 449 232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,658) -365 -135 -137 -3,699 -3,928 -4,201 -4,200 -457 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 1.5 94.7 98.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 0 1 29 27 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 47,456 COMMITMENTS 0 0 0 47,156 47,131 47,156 47,131 300 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,069) -25 0 0 -2,044 -2,059 -2,069 -2,059 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 22 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,519 COMMITMENTS 582 600 0 22,362 22,884 22,944 23,484 575 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -287) 20 0 0 -292 -282 -272 -282 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 95.1 97.3 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 20 20 22 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 12,510 COMMITMENTS 975 1,800 0 11,445 10,710 12,420 12,510 90 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -920) -150 250 0 -770 -1,170 -920 -920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 14.4 0.0 91.5 85.6 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 75,168 COMMITMENTS 7,988 7,615 3,953 62,951 63,459 74,893 75,028 275 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,641) 75 -2,380 -38 -4,629 -2,223 -4,591 -4,640 -50 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.1 5.3 83.7 84.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 11 8 14 30 30 48 46
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,486 COMMITMENTS 1,275 3,185 1,125 19,775 17,834 22,175 22,144 311 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -190) 250 -380 0 -435 190 -185 -190 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 14.2 5.0 87.9 79.3 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 3 18 19 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 58,786 COMMITMENTS 460 25 25 58,151 58,516 58,636 58,566 150 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,142) -50 0 0 -3,067 -3,137 -3,117 -3,137 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.9 99.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 1 22 21 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 35,670 COMMITMENTS 2,095 1,623 32 32,768 33,777 34,895 35,432 775 238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -425) 23 45 -135 -281 -327 -393 -417 -32 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.5 0.1 91.9 94.7 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 5 1 22 22 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 66,276 COMMITMENTS 2,952 200 0 62,941 65,896 65,893 66,096 383 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,611) -27 0 0 -2,054 -3,481 -2,081 -3,481 -1,530 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.3 0.0 95.0 99.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 23 18 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,044 COMMITMENTS 3,731 3,800 60 68,515 69,184 72,306 73,044 738 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,022) -85 0 0 -2,427 -3,922 -2,512 -3,922 -1,510 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 5.2 0.1 93.8 94.7 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 1 24 20 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 90,937 COMMITMENTS 2,919 2,055 1,131 86,800 87,716 90,850 90,902 87 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,220) 442 -50 -357 -4,315 -3,788 -4,230 -4,195 10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.3 1.2 95.5 96.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 3 5 22 27 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 115,964 COMMITMENTS 3,184 7,087 2,733 109,850 106,138 115,767 115,958 197 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,834) 337 766 -1,032 -5,140 -5,553 -5,835 -5,819 1 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 6.1 2.4 94.7 91.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 12 6 22 32 31 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 56,886 COMMITMENTS 0 2,780 295 56,591 53,766 56,886 56,841 0 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,939) 0 -295 -5 -1,934 -1,639 -1,939 -1,939 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.5 99.5 94.5 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 6 1 18 16 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BR CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 44,000 COMMITMENTS 0 1,350 0 44,000 42,650 44,000 44,000 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 95) 0 50 0 95 45 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 **** 96.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 4 0 12 8 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 55,513 COMMITMENTS 1,381 503 355 53,245 54,640 54,981 55,498 532 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,043) -148 1 -62 -490 -883 -700 -944 -343 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.9 0.6 95.9 98.4 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 2 20 21 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 52,088 COMMITMENTS 8,367 108 1,644 41,826 50,173 51,837 51,925 251 163 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,844) -238 -13 -2 -1,380 -1,684 -1,620 -1,699 -224 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.2 3.2 80.3 96.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 4 21 23 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,655 COMMITMENTS 1,790 250 500 32,291 33,854 34,581 34,604 74 51 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,351) -60 0 60 -866 -1,064 -866 -1,004 -485 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 1.4 93.2 97.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 2 17 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 31,630 COMMITMENTS 1,775 320 420 29,364 30,870 31,559 31,610 71 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,405) -35 0 60 -1,066 -1,155 -1,041 -1,095 -364 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.0 1.3 92.8 97.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 17 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 29,070 COMMITMENTS 663 2,707 515 27,836 25,839 29,014 29,061 56 9 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) -220 247 420 -831 -1,336 -631 -669 -364 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.3 1.8 95.8 88.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 5 2 22 23 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,017 COMMITMENTS 50 2,305 50 22,388 20,512 22,488 22,867 529 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,249) 0 -85 0 -540 -340 -540 -425 -709 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.0 0.2 97.3 89.1 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 4 1 13 17 15 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,365 COMMITMENTS 4,635 3,992 3,092 42,530 43,251 50,257 50,335 108 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -59) -65 94 352 -186 -359 101 87 -160 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 7.9 6.1 84.4 85.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 5 4 24 28 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 39,311 COMMITMENTS 885 4,200 819 37,337 34,152 39,041 39,171 270 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -791) 5 273 62 -568 -776 -501 -441 -290 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 10.7 2.1 95.0 86.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 5 23 19 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 17,934 COMMITMENTS 0 200 300 17,529 17,434 17,829 17,934 105 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) -100 0 250 -20 -120 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.7 97.7 97.2 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 4 2 13 15 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,670 COMMITMENTS 720 225 750 12,140 12,695 13,610 13,670 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,192) -160 0 0 -1,012 -610 -1,172 -610 -20 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.6 5.5 88.8 92.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 12 9 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,133 COMMITMENTS 120 1,975 1,075 14,878 13,083 16,073 16,133 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,218) -160 0 0 -805 -355 -965 -355 -253 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 12.2 6.7 92.2 81.1 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 1 13 11 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,322 COMMITMENTS 780 1,300 705 19,608 19,281 21,093 21,286 229 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,010) -145 -360 0 -1,818 -935 -1,963 -1,295 -47 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.1 3.3 92.0 90.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 2 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,343 COMMITMENTS 620 1,300 660 18,872 18,348 20,152 20,308 191 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,919) -160 -310 0 -1,684 -845 -1,844 -1,155 -75 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.4 3.2 92.8 90.2 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 2 15 13 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 54,778 COMMITMENTS 6,230 325 1,180 47,241 53,273 54,651 54,778 127 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,486) 215 -75 -290 -2,546 -2,516 -2,621 -2,881 -865 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.6 2.2 86.2 97.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 21 16 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 54,405 COMMITMENTS 6,660 720 710 46,893 52,975 54,263 54,405 142 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,515) 195 -170 -270 -2,444 -2,500 -2,519 -2,940 -996 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.3 1.3 86.2 97.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 2 21 17 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 124,354 COMMITMENTS 4,425 13,700 720 118,990 109,726 124,135 124,146 219 208 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,424) -710 -780 -5 -1,610 -245 -2,325 -1,030 -99 -1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.0 0.6 95.7 88.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 7 4 6 34 28 43 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 139,203 COMMITMENTS 3,870 15,120 1,340 133,863 122,743 139,073 139,203 130 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,062) -210 -1,315 -375 -3,030 1,246 -3,615 -444 -447 -3,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.9 1.0 96.2 88.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 6 6 4 37 30 45 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 359,675 COMMITMENTS 22,917 21,410 38,078 298,058 300,067 359,053 359,555 622 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,333) -8 669 -2,365 -10,268 -13,337 -12,641 -15,032 -2,692 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 6.0 10.6 82.9 83.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 19 20 20 41 41 67 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,780 COMMITMENTS 3,720 0 125 15,816 19,645 19,661 19,770 119 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,770) -195 0 -25 -1,063 -130 -1,283 -155 -487 -1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.0 0.6 80.0 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 0 2 18 7 21 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,709 COMMITMENTS 3,570 665 85 14,873 17,959 18,528 18,709 181 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,685) -345 -150 0 -1,218 -194 -1,563 -344 -122 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 3.6 0.5 79.5 96.0 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 2 16 7 19 9
CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,736 COMMITMENTS 0 1,615 1,190 32,911 31,366 34,101 34,171 4,635 4,565 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,238) 0 -300 0 -1,298 -1,008 -1,298 -1,308 60 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.1 85.0 81.0 88.0 88.2 12.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 1 17 20 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,982 COMMITMENTS 0 1,255 735 30,715 29,585 31,450 31,575 3,532 3,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) 0 -760 200 -927 -210 -727 -770 97 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 2.1 87.8 84.6 89.9 90.3 10.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 11 18 12 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,847 COMMITMENTS 1,150 1,615 455 21,010 20,085 22,615 22,155 2,232 2,692 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -716) 50 -45 -100 -781 -886 -831 -1,031 115 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.5 1.8 84.6 80.8 91.0 89.2 9.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 3 11 11 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXO NYISO.HUD VL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,472 COMMITMENTS 90 730 6,595 18,024 17,384 24,709 24,709 763 763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,317) 90 -795 90 -1,402 -517 -1,222 -1,222 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 25.9 70.8 68.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 2 14 16 16 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 73,418 COMMITMENTS 14,065 4,705 2,930 44,296 53,283 61,291 60,918 12,127 12,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,705) 60 -265 -1,375 -2,485 -2,050 -3,800 -3,690 95 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 6.4 4.0 60.3 72.6 83.5 83.0 16.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 2 13 21 15 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 70,691 COMMITMENTS 11,370 4,855 4,185 43,890 49,949 59,445 58,989 11,246 11,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,722) -160 -265 -1,465 -2,182 -1,962 -3,807 -3,692 85 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 6.9 5.9 62.1 70.7 84.1 83.4 15.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 2 14 21 16 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,492 COMMITMENTS 1,710 9,905 1,180 17,964 10,299 20,854 21,384 3,638 3,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,375) 665 -390 -665 -1,150 -90 -1,150 -1,145 -225 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 40.4 4.8 73.3 42.1 85.1 87.3 14.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 4 2 17 8 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,837 COMMITMENTS 2,025 8,455 1,715 15,586 9,851 19,326 20,021 3,511 2,816 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,375) 680 -375 -680 -1,115 -35 -1,115 -1,090 -260 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 37.0 7.5 68.2 43.1 84.6 87.7 15.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 4 2 16 7 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,613 COMMITMENTS 25,305 0 0 16,258 41,261 41,563 41,261 5,050 5,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,490) 2,840 0 -25 -1,315 1,465 1,500 1,440 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 0.0 0.0 34.9 88.5 89.2 88.5 10.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 0 0 12 12 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERN PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,628 COMMITMENTS 24,905 0 0 16,174 40,965 41,079 40,965 5,549 5,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,718) 2,800 0 -25 -1,100 1,700 1,675 1,675 43 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 0.0 0.0 34.7 87.9 88.1 87.9 11.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 0 0 10 11 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,200 COMMITMENTS 24,090 450 2,125 20,075 43,840 46,290 46,415 3,910 3,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,655) -125 50 -85 -1,485 -1,540 -1,695 -1,575 40 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 0.9 4.2 40.0 87.3 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 1 2 14 11 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,630 COMMITMENTS 23,635 100 2,675 18,945 42,820 45,255 45,595 4,375 4,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,630) -165 0 -85 -1,335 -1,380 -1,585 -1,465 -45 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 0.2 5.4 38.2 86.3 91.2 91.9 8.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 1 3 14 10 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,670 COMMITMENTS 1,785 7,050 500 12,880 7,855 15,165 15,405 1,505 1,265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,105) 40 -235 -40 -995 -735 -995 -1,010 -110 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 42.3 3.0 77.3 47.1 91.0 92.4 9.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 5 1 15 8 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,325 COMMITMENTS 1,945 7,550 490 12,455 7,030 14,890 15,070 1,435 1,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -990) 20 -235 -20 -870 -630 -870 -885 -120 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 46.2 3.0 76.3 43.1 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 5 1 14 8 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 50,790 COMMITMENTS 10,205 20,985 3,855 31,815 21,465 45,875 46,305 4,915 4,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -885) 535 1,130 -105 -995 -1,610 -565 -585 -320 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 41.3 7.6 62.6 42.3 90.3 91.2 9.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 5 16 14 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,625 COMMITMENTS 9,660 20,735 4,495 32,365 21,720 46,520 46,950 5,105 4,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,260) -620 795 810 -1,235 -2,660 -1,045 -1,055 -215 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 40.2 8.7 62.7 42.1 90.1 90.9 9.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 6 16 14 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 58,130 COMMITMENTS 17,385 19,285 1,675 35,991 34,416 55,051 55,376 3,079 2,754 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,230) -455 -415 0 -1,415 -1,475 -1,870 -1,890 -360 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 33.2 2.9 61.9 59.2 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 3 21 9 25 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,805 COMMITMENTS 13,135 10,045 1,920 29,878 33,313 44,933 45,278 1,872 1,527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,000) -530 -240 -50 -1,115 -1,430 -1,695 -1,720 -305 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 21.5 4.1 63.8 71.2 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 21 10 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 138,432 COMMITMENTS 4,120 15,956 9,104 105,772 94,056 118,996 119,116 19,436 19,316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,241) -1,239 4,636 -1,991 1,438 -4,437 -1,792 -1,792 -1,449 -1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 11.5 6.6 76.4 67.9 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 6 5 26 28 32 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 131,107 COMMITMENTS 1,375 19,131 8,119 106,012 88,376 115,506 115,626 15,601 15,481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,709) -1,749 2,656 -746 1,161 -3,244 -1,334 -1,334 -1,375 -1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.6 6.2 80.9 67.4 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 5 21 26 27 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,135 COMMITMENTS 3,130 3,975 2,040 29,375 28,530 34,545 34,545 2,590 2,590 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,005) -985 -325 0 -995 -1,655 -1,980 -1,980 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 10.7 5.5 79.1 76.8 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 2 15 18 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,550 COMMITMENTS 3,155 3,100 2,545 25,465 25,590 31,165 31,235 2,385 2,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,575) -805 -100 -25 -595 -1,300 -1,425 -1,425 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.2 7.6 75.9 76.3 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 15 18 17 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,095 COMMITMENTS 13,670 0 805 10,275 24,060 24,750 24,865 1,345 1,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,170) -4,755 0 450 925 -3,825 -3,380 -3,375 210 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 0.0 3.1 39.4 92.2 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 0 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 86,605 COMMITMENTS 2,065 12,280 5,200 62,837 52,682 70,102 70,162 16,503 16,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,722) -100 -6,145 1,910 18 6,063 1,828 1,828 -106 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 14.2 6.0 72.6 60.8 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 28 25 32 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 76,489 COMMITMENTS 1,490 2,635 9,830 50,809 50,239 62,129 62,704 14,360 13,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19) -125 -4,440 2,075 -1,411 2,894 539 529 -520 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.4 12.9 66.4 65.7 81.2 82.0 18.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 1 19 24 22 26
CFTC#066413 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,890 COMMITMENTS 51 205 258 3,027 2,675 3,336 3,138 554 752 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 114) 5 11 13 70 114 88 138 26 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.3 6.6 77.8 68.8 85.8 80.7 14.2 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 5 4 18 20 22 26
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 39,054 COMMITMENTS 6,084 1,805 104 32,587 36,896 38,775 38,805 279 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) 205 0 0 713 742 918 742 -25 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 4.6 0.3 83.4 94.5 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 2 2 33 31 38 35
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 13,451 COMMITMENTS 341 6 174 12,670 12,922 13,185 13,102 266 349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) 0 -30 36 431 460 467 466 -13 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 1.3 94.2 96.1 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 1 3 24 25 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 10,339 COMMITMENTS 404 105 311 9,001 9,655 9,716 10,071 623 268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16) -55 0 50 6 -54 1 -4 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.0 3.0 87.1 93.4 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 1 4 29 27 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 34,928 COMMITMENTS 714 2,132 323 33,872 32,098 34,909 34,553 19 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 276) 0 197 -172 448 251 276 276 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 6.1 0.9 97.0 91.9 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 5 3 22 25 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 66,366 COMMITMENTS 2,966 3,801 2,270 60,220 58,812 65,456 64,883 910 1,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 929) 113 -252 40 491 804 644 592 285 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.7 3.4 90.7 88.6 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 12 13 15 57 55 76 76
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,758 COMMITMENTS 239 289 454 3,319 3,229 4,012 3,972 746 786 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 182) -78 98 72 144 -1 138 169 44 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 6.1 9.5 69.8 67.9 84.3 83.5 15.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 3 7 21 20 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,184 COMMITMENTS 2,810 2,972 141 54,216 53,665 57,167 56,778 17 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,172) 857 0 -100 415 1,272 1,172 1,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.2 0.2 94.8 93.8 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 4 1 23 28 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 128,028 COMMITMENTS 7,574 5,633 4,003 115,838 118,217 127,415 127,853 613 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,861) -899 -1,050 -282 -10,450 -10,499 -11,631 -11,831 -230 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.4 3.1 90.5 92.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 18 13 18 75 64 99 90 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,188 COMMITMENTS 7,507 4,159 60 29,524 32,440 37,091 36,659 97 529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,285) 656 -12 -30 659 1,327 1,285 1,285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 11.2 0.2 79.4 87.2 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 9 6 1 25 32 35 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,735 COMMITMENTS 3,385 4,139 1,482 40,150 39,574 45,017 45,195 718 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,878) 403 74 -157 1,506 2,012 1,752 1,929 126 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 9.0 3.2 87.8 86.5 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 10 8 8 51 43 63 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,814 COMMITMENTS 1,366 575 31 12,719 13,020 14,116 13,626 698 1,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 224) 10 30 0 189 169 199 199 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.9 0.2 85.9 87.9 95.3 92.0 4.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 4 1 24 24 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,328 COMMITMENTS 776 1,692 754 17,903 17,611 19,433 20,057 895 271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,548) 2 42 -47 1,534 1,930 1,489 1,925 59 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.3 3.7 88.1 86.6 95.6 98.7 4.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 2 6 5 29 30 35 37
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 899,416 COMMITMENTS 204,489 60,148 254,696 424,130 566,343 883,316 881,188 16,101 18,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 39,429) 1,479 916 2,209 34,246 35,306 37,934 38,431 1,495 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 6.7 28.3 47.2 63.0 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 36 23 51 63 63 120 116
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 34,339 COMMITMENTS 2,835 0 75 31,239 34,204 34,149 34,279 190 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,134) 0 0 0 -1,119 -1,119 -1,119 -1,119 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.2 91.0 99.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 1 22 20 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 8,527 COMMITMENTS 915 45 515 6,957 7,812 8,387 8,372 140 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 75 -70 55 -185 50 -55 35 80 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.5 6.0 81.6 91.6 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 2 16 9 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 226,603 COMMITMENTS 0 0 0 216,884 209,800 216,884 209,800 9,719 16,803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,789) 0 0 0 7,307 4,359 7,307 4,359 -2,518 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 92.6 95.7 92.6 4.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 16 14 16
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,804,118 COMMITMENTS 510,702 99,579 1146,246 1049,111 1471,904 2706,059 2717,729 98,059 86,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,400) -29,887 22,831 3,628 19,617 -39,070 -6,642 -12,611 -1,758 4,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 3.6 40.9 37.4 52.5 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 410) 163 120 230 105 111 377 362
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,153 COMMITMENTS 9,745 11,542 100,891 103,616 101,005 214,252 213,438 901 1,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,881) -4,059 -780 -3,972 3,154 -388 -4,877 -5,140 -4 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.4 46.9 48.2 46.9 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 3 4 16 13 22 18
CFTC#06765A WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,147 COMMITMENTS 62,200 24,867 2,752 83,695 106,699 148,647 134,318 26,500 40,829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,426) -2,473 -99 -350 1,468 1,369 -1,355 920 2,780 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 14.2 1.6 47.8 60.9 84.9 76.7 15.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 4 3 20 24 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,733 COMMITMENTS 33,802 0 11,610 65,725 91,897 111,137 103,507 7,596 15,226 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,594) -234 0 39 -1,072 694 -1,268 733 -1,326 -3,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.0 9.8 55.4 77.4 93.6 87.2 6.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 10 0 10 20 20 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,247 COMMITMENTS 2,225 119,842 3,845 147,396 41,695 153,466 165,382 22,781 10,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,745) -640 3,968 237 4,788 420 4,385 4,625 360 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 68.0 2.2 83.6 23.7 87.1 93.8 12.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 6 4 18 10 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 279,436 COMMITMENTS 66,870 114,814 68,089 132,681 86,622 267,640 269,525 11,796 9,911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 868) 1,555 -2,786 2,287 -1,838 2,949 2,003 2,450 -1,135 -1,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 41.1 24.4 47.5 31.0 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 37 20 44 26 26 80 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,513 COMMITMENTS 2,980 3,830 16,253 17,788 16,737 37,021 36,820 492 693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 785) -32 -554 751 5 749 724 946 61 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 10.2 43.3 47.4 44.6 98.7 98.2 1.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 5 15 15 20 20
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,951 COMMITMENTS 195 10,150 565 123,713 116,615 124,473 127,330 26,478 23,621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,985) 90 640 -525 -4,051 6,564 -4,486 6,679 8,471 -2,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.7 0.4 82.0 77.3 82.5 84.4 17.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 2 19 19 21 21
CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 14,939 COMMITMENTS 1,785 180 0 12,974 14,714 14,759 14,894 180 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109) 0 0 0 124 124 124 124 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.2 0.0 86.8 98.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 20 14 21 15
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 291,313 COMMITMENTS 74,823 36,356 69,657 127,555 171,127 272,035 277,140 19,277 14,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,461) 10,036 -3,830 -2,729 -21,484 -5,890 -14,177 -12,449 2,716 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 12.5 23.9 43.8 58.7 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 224) 89 64 82 55 47 197 147
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,678 COMMITMENTS 12,356 2,804 966 4,634 14,377 17,956 18,147 1,722 1,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 334) 360 -150 45 -349 492 56 386 278 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 14.2 4.9 23.5 73.1 91.2 92.2 8.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143) 56 38 17 30 34 94 81
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 89,527 COMMITMENTS 47,302 40,293 7,436 23,027 38,352 77,764 86,081 11,762 3,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,556) -788 -623 724 3,146 3,294 3,082 3,395 474 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 45.0 8.3 25.7 42.8 86.9 96.2 13.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 140 52 35 38 33 197 104
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,146,015 COMMITMENTS 185,779 279,550 233,437 643,288 565,179 1062,504 1078,166 83,511 67,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,131) -5,135 -37,866 -20,334 2,168 31,718 -23,301 -26,482 -6,830 -3,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 24.4 20.4 56.1 49.3 92.7 94.1 7.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 71 72 95 100 91 226 212
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 367,686 COMMITMENTS 52,700 77,692 101,243 188,520 175,706 342,462 354,641 25,224 13,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,973) -10,651 -11,008 -17,318 -9,804 -5,864 -37,773 -34,190 3,800 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 21.1 27.5 51.3 47.8 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 483) 170 127 162 155 132 407 356
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 259,262 COMMITMENTS 82,665 82,244 38,598 99,643 123,278 220,905 244,119 38,356 15,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,319) 7,821 -2,590 -1,503 4,421 16,709 10,739 12,617 1,580 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 31.7 14.9 38.4 47.5 85.2 94.2 14.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 250) 120 64 83 51 47 202 165
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 297,885 COMMITMENTS 78,589 109,803 69,850 129,004 101,529 277,443 281,183 20,442 16,703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,501) 3,994 7,213 -4,415 3,214 1,375 2,793 4,173 2,709 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 36.9 23.4 43.3 34.1 93.1 94.4 6.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 122 82 112 59 54 237 207
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 764,776 COMMITMENTS 260,843 54,903 215,554 233,776 458,181 710,173 728,638 54,603 36,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,698) 8,001 -22,273 24,400 14,330 46,040 46,731 48,167 -2,034 -3,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 7.2 28.2 30.6 59.9 92.9 95.3 7.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 216 92 144 64 62 340 242
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,178 COMMITMENTS 38,268 5,094 318 22,200 56,945 60,786 62,357 2,392 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -619) -2,302 -1,062 304 1,168 819 -830 61 211 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 8.1 0.5 35.1 90.1 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 17 6 1 5 9 23 15
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,669 COMMITMENTS 25,908 58,647 9,193 102,667 76,234 137,768 144,073 34,901 28,596 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,889) 11,940 2,317 -6,890 -2,671 14,568 2,379 9,995 3,510 -4,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 34.0 5.3 59.5 44.2 79.8 83.4 20.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 26 32 19 44 36 81 76
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,145 COMMITMENTS 4,693 29,254 524 58,689 20,458 63,906 50,236 9,239 22,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,253) 72 -11,352 -937 -9,317 2,729 -10,183 -9,560 -1,070 -1,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 40.0 0.7 80.2 28.0 87.4 68.7 12.6 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 21 2 15 19 21 42
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 222,696 COMMITMENTS 141,929 40,620 6,317 68,027 173,215 216,273 220,152 6,423 2,544 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,468) -30,475 -7,441 -2,193 12,989 -8,980 -19,679 -18,614 -788 -1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 18.2 2.8 30.5 77.8 97.1 98.9 2.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 75 34 14 17 29 96 74
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 235,805 COMMITMENTS 34,370 78,451 16,920 158,491 99,686 209,782 195,057 26,023 40,748 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,322) -4,554 -6,681 -9,630 -3,060 -1,143 -17,244 -17,455 -1,078 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 33.3 7.2 67.2 42.3 89.0 82.7 11.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 123) 25 38 21 36 49 73 96
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 192,166 COMMITMENTS 20,689 67,127 19,743 120,619 73,634 161,052 160,504 31,114 31,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,049) -2,580 -3,090 -14,482 -486 -1,076 -17,548 -18,648 -2,501 -1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 34.9 10.3 62.8 38.3 83.8 83.5 16.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 21 37 23 44 40 83 82
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,193 COMMITMENTS 36,885 12,896 2,771 3,466 30,091 43,122 45,758 6,071 3,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,272) -2,467 -227 1,023 2,599 234 1,154 1,031 1,117 1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 26.2 5.6 7.0 61.2 87.7 93.0 12.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 49 34 14 5 8 61 52
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 597,323 COMMITMENTS 148,581 236,252 45,232 310,521 247,267 504,334 528,751 92,989 68,572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,260) -4,443 -7,642 -4,416 16,645 17,793 7,786 5,735 3,474 5,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 39.6 7.6 52.0 41.4 84.4 88.5 15.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 75 78 52 101 87 197 196
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,110 COMMITMENTS 5,649 31,296 954 33,460 8,209 40,063 40,459 2,047 1,651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,602) -1,342 -6,374 -326 -143 5,092 -1,811 -1,608 209 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 74.3 2.3 79.5 19.5 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 13 18 5 6 7 22 27
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,104 COMMITMENTS 124,516 50,519 61,294 172,682 251,314 358,492 363,127 22,612 17,977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,432) -5,819 -1,955 5,182 5,754 -2,148 5,118 1,080 -1,686 2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 13.3 16.1 45.3 65.9 94.1 95.3 5.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 86 41 87 86 100 215 197
CFTC#11165K RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,776 COMMITMENTS 6,614 1,885 157 7,135 10,130 13,906 12,172 870 2,604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,422) 102 987 134 1,290 398 1,526 1,519 -104 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 12.8 1.1 48.3 68.6 94.1 82.4 5.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 2 15 17 20 20
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,154 COMMITMENTS 0 0 0 12,386 12,744 12,386 12,744 768 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,005) 0 0 0 980 950 980 950 25 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 96.9 94.2 96.9 5.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 20 21 20 21
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,539 COMMITMENTS 23,072 39,205 682 35,417 16,269 59,171 56,157 3,368 6,382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,260) -404 -4,667 -4,097 -2,241 2,041 -6,741 -6,723 481 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 62.7 1.1 56.6 26.0 94.6 89.8 5.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 23 47 9 19 14 49 63
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 380,320 COMMITMENTS 84,391 175,573 79,315 191,632 94,712 355,338 349,600 24,982 30,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,534) -8,182 -2,510 4,355 1,879 -6,753 -1,948 -4,908 -3,586 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 46.2 20.9 50.4 24.9 93.4 91.9 6.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 54 79 84 41 36 150 157
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,272 COMMITMENTS 5,277 2,758 2 6,247 7,284 11,526 10,044 746 2,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,978) -1,027 -730 -46 -1,889 -2,148 -2,962 -2,924 -16 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 22.5 0.0 50.9 59.4 93.9 81.8 6.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 10 1 2 5 8 16
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 37,855 COMMITMENTS 10,201 6,959 2,167 17,925 19,447 30,294 28,573 7,561 9,282 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,855) 176 -1,903 -401 -1,827 729 -2,052 -1,575 198 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 18.4 5.7 47.4 51.4 80.0 75.5 20.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 24 22 8 33 29 63 54
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 75,710 COMMITMENTS 20,402 13,917 4,335 35,850 38,894 60,587 57,146 15,123 18,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,709) 351 -3,807 -801 -3,654 1,458 -4,104 -3,150 395 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 18.4 5.7 47.4 51.4 80.0 75.5 20.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 24 22 8 33 29 63 54
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,348 COMMITMENTS 1,960 1,910 0 24,879 24,158 26,839 26,068 1,509 2,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,495) -60 798 0 2,574 888 2,514 1,686 -19 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.7 0.0 87.8 85.2 94.7 92.0 5.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 3 0 12 11 15 14
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 968,333 ******** ******** ******** ******** ******** 834,7711108,922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -485,899) -80,404 -231,287 -346,753 -162,601 88,792 -589,758 -489,249 103,859 3,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 3.0 57.5 34.9 36.1 97.4 96.6 2.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 315) 74 101 139 121 130 280 290
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 4,434 COMMITMENTS 2,794 3,694 280 0 101 3,074 4,075 1,360 359 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2) -40 -69 69 0 67 29 67 -31 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.0 83.3 6.3 0.0 2.3 69.3 91.9 30.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 25 16 6 0 2 29 20
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 73,746 COMMITMENTS 20,917 14,374 20,987 30,866 37,204 72,770 72,565 976 1,181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -704) -757 -79 -648 507 -262 -898 -989 194 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 19.5 28.5 41.9 50.4 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 15 6 20 10 16 33 38
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 76,435 COMMITMENTS 24,158 12,750 15,494 36,459 47,532 76,111 75,776 324 659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -758) 4,016 74 -1,036 -1,628 171 1,352 -791 -2,110 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 16.7 20.3 47.7 62.2 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 13 15 20 19 19 42 45
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 164,609 COMMITMENTS 23,349 85,031 23,593 116,427 54,383 163,369 163,008 1,239 1,601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,509) -255 -4,765 -7,875 -11,412 -6,826 -19,541 -19,465 33 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 51.7 14.3 70.7 33.0 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 68 133 52 37 36 141 199
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 821,136 COMMITMENTS 92,348 80,045 167,232 477,452 486,232 737,032 733,509 84,104 87,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,739) 826 8,516 -13,463 10,805 10,403 -1,832 5,456 4,570 -2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 9.7 20.4 58.1 59.2 89.8 89.3 10.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 626) 146 122 156 272 281 487 490
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 70,379 COMMITMENTS 5,656 5,916 11,341 28,550 33,424 45,547 50,681 24,832 19,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,026) 1,218 645 2,794 1,541 3,489 5,553 6,929 2,473 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.4 16.1 40.6 47.5 64.7 72.0 35.3 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 13 11 17 18 21 40 40
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,498 COMMITMENTS 255 256 0 12,027 13,512 12,282 13,768 2,216 730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97) 255 45 -45 -692 -108 -482 -108 385 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 0.0 83.0 93.2 84.7 95.0 15.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 12 11 13 12
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,753,783 COMMITMENTS 462,816 399,998 750,101 2244,510 2264,038 3457,427 3414,136 296,357 339,647 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,439) 6,985 48,297 -90,232 46,322 34,566 -36,925 -7,368 10,486 -19,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 10.7 20.0 59.8 60.3 92.1 91.0 7.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 613) 142 117 150 267 276 473 479 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 25,823 COMMITMENTS 551 2,653 0 22,920 21,846 23,471 24,499 2,352 1,324 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,377) 0 0 0 -1,319 -1,404 -1,319 -1,404 -58 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.3 0.0 88.8 84.6 90.9 94.9 9.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 15 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874H E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Materials Inde OPEN INTEREST: 7,620 COMMITMENTS 654 627 0 6,179 5,637 6,833 6,264 787 1,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 8.2 0.0 81.1 74.0 89.7 82.2 10.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 0 7 11 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,930 COMMITMENTS 1,435 905 0 12,213 15,156 13,648 16,061 3,282 869 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153) -337 209 0 642 173 305 382 -152 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.3 0.0 72.1 89.5 80.6 94.9 19.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 0 9 12 12 15
CFTC#191693 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 22,170 COMMITMENTS 459 2,697 679 20,992 18,478 22,130 21,854 40 316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72) 0 0 0 72 72 72 72 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 12.2 3.1 94.7 83.3 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 2 16 20 21 26
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,296 COMMITMENTS 6,621 927 1,647 10,619 16,604 18,887 19,178 409 118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 991) 690 -450 148 164 1,295 1,002 993 -11 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 4.8 8.5 55.0 86.0 97.9 99.4 2.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 5 6 17 13 28 22
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,596 COMMITMENTS 13,797 11,045 3,823 23,819 24,925 41,438 39,792 7,158 8,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -331) 1,478 -223 264 -2,414 -1,162 -673 -1,121 342 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 22.7 7.9 49.0 51.3 85.3 81.9 14.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 54 55 28 80 97 152 162
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,982 COMMITMENTS 68,983 55,223 19,115 119,093 124,624 207,191 198,962 35,791 44,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,655) 7,388 -1,114 1,319 -12,071 -5,811 -3,364 -5,606 1,709 3,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 22.7 7.9 49.0 51.3 85.3 81.9 14.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 54 55 28 80 97 152 162
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 33,182 COMMITMENTS 24,128 28,500 1,952 6,918 2,065 32,998 32,517 184 665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,330) -1,268 -446 1,837 759 -73 1,328 1,318 2 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.7 85.9 5.9 20.8 6.2 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 22 20 4 4 2 30 22
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 212,392 COMMITMENTS 31,970 94,404 15,131 133,257 59,610 180,357 169,144 32,034 43,248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,953) -4,941 -2,677 1,414 21,575 23,872 18,047 22,610 2,906 -1,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 44.4 7.1 62.7 28.1 84.9 79.6 15.1 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 19 39 18 37 29 67 75
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 431,445 COMMITMENTS 51,613 93,036 16,404 337,917 298,786 405,934 408,227 25,511 23,217 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,905) -6,728 6,398 -369 5,681 -3,943 -1,416 2,087 4,321 818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 21.6 3.8 78.3 69.3 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 47 52 25 128 119 190 181
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,437 COMMITMENTS 8,578 22,750 652 17,978 5,160 27,208 28,562 5,229 3,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,560) 389 693 608 4,443 3,544 5,440 4,845 -880 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 70.1 2.0 55.4 15.9 83.9 88.1 16.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 5 4 15 5 27 13
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 84,457 COMMITMENTS 40,783 11,979 2,738 26,484 36,838 70,005 51,555 14,452 32,902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,325) -1,100 -1,512 2,183 952 3,679 2,035 4,350 6,290 3,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 14.2 3.2 31.4 43.6 82.9 61.0 17.1 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 18 16 10 34 31 56 53
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 335,597 COMMITMENTS 56,608 16,411 1,293 267,704 310,633 325,605 328,337 9,992 7,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,537) 4,926 4,564 -4,677 2,903 3,442 3,152 3,329 -615 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 4.9 0.4 79.8 92.6 97.0 97.8 3.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 30 19 9 82 70 116 94
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,300,677 COMMITMENTS 245,253 128,938 16,125 997,748 1139,355 1259,126 1284,418 41,551 16,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,767) -112 9,147 1,042 22,860 32,036 23,790 42,225 7,977 -10,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 9.9 1.2 76.7 87.6 96.8 98.7 3.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 421) 114 65 40 192 137 324 224
CFTC#246605 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,037 COMMITMENTS 20,907 5,451 104 8,002 21,370 29,013 26,925 24 2,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,773) 612 -1,050 33 1,149 2,756 1,794 1,739 -21 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.0 18.8 0.4 27.6 73.6 99.9 92.7 0.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 7 2 5 16 13 23
CFTC#246606 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,204 COMMITMENTS 17,565 5,280 108 5,449 16,170 23,122 21,558 82 1,646 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,073) -724 -1,435 41 2,686 4,301 2,003 2,907 70 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.7 22.8 0.5 23.5 69.7 99.6 92.9 0.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 10 1 3 11 10 22
CFTC#261P05 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 37,676 COMMITMENTS 7,621 8,190 13,814 15,247 15,022 36,682 37,026 993 650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -71) -65 -222 -104 113 184 -56 -141 -15 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 21.7 36.7 40.5 39.9 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 16 14 23 13 16 39 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P07 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 51,722 COMMITMENTS 14,346 22,844 12,128 23,532 15,843 50,006 50,815 1,716 907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 476) -644 232 391 689 -293 436 330 40 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 44.2 23.4 45.5 30.6 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 21 16 22 19 15 50 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P08 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 15,440 COMMITMENTS 5,547 5,360 4,356 4,533 4,294 14,435 14,010 1,005 1,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 206) -66 -205 323 -109 110 148 227 58 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 34.7 28.2 29.4 27.8 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 13 10 8 9 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P09 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 11,100 COMMITMENTS 7,167 2,986 1,141 2,163 6,369 10,471 10,496 629 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16) 0 6 -7 -5 -13 -11 -14 -4 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.6 26.9 10.3 19.5 57.4 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 6 4 7 9 17 16
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,654 COMMITMENTS 3,376 5,853 642 8,864 14,183 12,882 20,678 13,772 5,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 7 -353 466 -35 -954 438 -841 -386 893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 22.0 2.4 33.3 53.2 48.3 77.6 51.7 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 5 4 12 9 20 14
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 64,165 COMMITMENTS 11,169 2,382 106 44,065 57,456 55,340 59,944 8,825 4,221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,724) -1,861 -120 -8 737 -1,904 -1,132 -2,032 -592 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 3.7 0.2 68.7 89.5 86.2 93.4 13.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 6 5 3 44 32 51 39
CFTC#344601 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100,000 USD notional principal OPEN INTEREST: 45,754 COMMITMENTS 15,158 15,172 30,579 0 0 45,737 45,751 17 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,221) -3,602 -3,603 384 0 0 -3,218 -3,219 -3 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 33.2 66.8 0.0 0.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 16 5 0 0 7 21
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,094 COMMITMENTS 4,695 6,717 1,307 15,142 13,609 21,144 21,633 5,950 5,461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) -204 106 1,244 547 -2,141 1,587 -791 -1,877 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 24.8 4.8 55.9 50.2 78.0 79.8 22.0 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 5 2 14 10 19 16
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 111,767 COMMITMENTS 10,932 5,676 852 99,958 105,179 111,742 111,707 25 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,771) 100 1,300 0 1,671 471 1,771 1,771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 5.1 0.8 89.4 94.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 3 3 16 22 22 27
CFTC#86465A GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,076 COMMITMENTS 3,220 163 500 24,314 27,328 28,034 27,991 42 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,215) 330 80 0 -1,545 -1,295 -1,215 -1,215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.6 1.8 86.6 97.3 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 2 1 26 15 29 18
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,178 COMMITMENTS 1,037 2,775 812 5,494 4,205 7,343 7,792 835 386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29) -13 0 0 0 29 -13 29 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 33.9 9.9 67.2 51.4 89.8 95.3 10.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 5 7 16 18 25 27
CFTC#86665A NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,389 COMMITMENTS 1,974 544 302 6,800 8,207 9,076 9,053 313 336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 166) 93 -55 33 40 188 166 166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 5.8 3.2 72.4 87.4 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 5 4 19 17 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,067 COMMITMENTS 670 340 255 1,002 1,267 1,927 1,862 140 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 110 40 30 115 205 255 275 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 16.4 12.3 48.5 61.3 93.2 90.1 6.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 7 3 4 12 15 20 22
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/11/19 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,827 COMMITMENTS 7,024 4,230 1,624 12,908 14,913 21,556 20,767 3,271 4,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 90 -44 -48 416 1,235 458 1,143 188 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 17.0 6.5 52.0 60.1 86.8 83.6 13.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 2 5 13 14 20 19