Commitments of Traders indicators screener

Indicator
Weeks
Contract type
Marketparticipant
Bigger than
Smaller than
Indicator
Weeks
Contract type
Marketparticipant
Bigger than
Smaller than

The missing COT reports (because of the "government shutdown") will be published every Tuesday and Friday beginning on 2019-02-01 until the normal process is restored! Source: CFTC

Name
Com.
Large S.
Small S.
Prod.
Swap D.
Managed M.
Other R.
Data
Weeks
#2 HEATING OIL- NY HARBOR-ULSD - NYME
Commercials
90.5%
Large Speculators
0.0%
Small Speculators
43.8%
Producers
97.3%
Swap Dealers
52.0%
Managed Money
26.8%
Other Reportables
46.4%
Data
154
Weeks
154
AECO FIN BASIS - IFED
Commercials
10.9%
Large Speculators
99.6%
Small Speculators
72.2%
Producers
79.7%
Swap Dealers
16.4%
Managed Money
80.4%
Other Reportables
84.2%
Data
154
Weeks
154
ALUMINUM MW US TR PLATTS - CMX
Commercials
79.2%
Large Speculators
21.9%
Small Speculators
54.4%
Producers
88.0%
Swap Dealers
21.4%
Managed Money
0.0%
Other Reportables
49.4%
Data
154
Weeks
154
ARGUS MARS vs WTI TRADE MONTH - IFED
Commercials
59.9%
Large Speculators
39.2%
Small Speculators
6.0%
Producers
100.0%
Swap Dealers
3.2%
Managed Money
0.0%
Other Reportables
39.2%
Data
50
Weeks
50
ARGUS PROPANE FAR EAST INDEX - NYME
Commercials
92.6%
Large Speculators
3.6%
Small Speculators
26.9%
Producers
82.4%
Swap Dealers
38.3%
Managed Money
50.0%
Other Reportables
3.6%
Data
84
Weeks
136
ARGUS PROPANE SAUDI ARAMCO - NYME
Commercials
93.2%
Large Speculators
33.2%
Small Speculators
0.0%
Producers
72.4%
Swap Dealers
80.1%
Managed Money
50.0%
Other Reportables
33.2%
Data
20
Weeks
49
ARGUS WTI Mid/WTI TRADE MONTH - IFED
Commercials
5.5%
Large Speculators
26.1%
Small Speculators
94.5%
Producers
4.1%
Swap Dealers
87.8%
Managed Money
100.0%
Other Reportables
0.0%
Data
34
Weeks
34
BLACK SEA WHEAT FINANCIAL - CBT
Commercials
90.8%
Large Speculators
4.1%
Small Speculators
80.3%
Producers
75.5%
Swap Dealers
76.0%
Managed Money
19.6%
Other Reportables
48.6%
Data
39
Weeks
39
BUTANE OPIS MT BELV NONTET FP - IFED
Commercials
40.1%
Large Speculators
55.4%
Small Speculators
69.6%
Producers
10.7%
Swap Dealers
71.2%
Managed Money
100.0%
Other Reportables
54.5%
Data
50
Weeks
50
BUTTER (CASH SETTLED) - CME
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
29.9%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
54.1%
Other Reportables
0.0%
Data
154
Weeks
154
CAISO NP-15 OFF-PEAK - IFED
Commercials
1.7%
Large Speculators
98.3%
Small Speculators
100.0%
Producers
97.5%
Swap Dealers
2.2%
Managed Money
50.0%
Other Reportables
98.3%
Data
14
Weeks
147
CAISO NP-15 PEAK - IFED
Commercials
60.2%
Large Speculators
38.8%
Small Speculators
95.8%
Producers
63.5%
Swap Dealers
34.2%
Managed Money
65.9%
Other Reportables
26.3%
Data
153
Weeks
154
CAISO SP15 FIN DA OFF-PEAK - IFED
Commercials
13.4%
Large Speculators
86.5%
Small Speculators
98.8%
Producers
65.9%
Swap Dealers
29.3%
Managed Money
70.9%
Other Reportables
82.0%
Data
134
Weeks
149
CALIF CARBON ALL VINTAGE 2017 - IFED
Commercials
46.4%
Large Speculators
53.7%
Small Speculators
66.7%
Producers
23.0%
Swap Dealers
77.1%
Managed Money
0.0%
Other Reportables
53.7%
Data
114
Weeks
116
CALIF CARBON ALL VINTAGE 2018 - IFED
Commercials
7.3%
Large Speculators
92.7%
Small Speculators
10.8%
Producers
7.4%
Swap Dealers
72.8%
Managed Money
97.6%
Other Reportables
29.7%
Data
75
Weeks
78
CALIF CARBON ALL VINTAGE 2019 - IFED
Commercials
7.4%
Large Speculators
92.6%
Small Speculators
50.0%
Producers
92.7%
Swap Dealers
0.0%
Managed Money
100.0%
Other Reportables
20.2%
Data
26
Weeks
33
CBT ETHANOL - CBT
Commercials
98.7%
Large Speculators
3.0%
Small Speculators
30.3%
Producers
98.8%
Swap Dealers
30.4%
Managed Money
4.8%
Other Reportables
28.1%
Data
147
Weeks
154
CHEESE (CASH-SETTLED) - CME
Commercials
17.2%
Large Speculators
85.1%
Small Speculators
52.6%
Producers
45.9%
Swap Dealers
7.5%
Managed Money
3.4%
Other Reportables
90.1%
Data
154
Weeks
154
CHICAGO CITYGATE (INDEX) - IFED
Commercials
1.9%
Large Speculators
70.9%
Small Speculators
92.6%
Producers
1.7%
Swap Dealers
92.0%
Managed Money
100.0%
Other Reportables
66.4%
Data
125
Weeks
145
CHICAGO ETHANOL - NYME
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
53.9%
Producers
0.0%
Swap Dealers
50.9%
Managed Money
100.0%
Other Reportables
81.2%
Data
154
Weeks
154
CME MILK IV - CME
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
2.3%
Producers
3.4%
Swap Dealers
0.0%
Managed Money
100.0%
Other Reportables
100.0%
Data
26
Weeks
133
COAL (API 2) CIF ARA - NYME
Commercials
65.6%
Large Speculators
36.6%
Small Speculators
20.6%
Producers
59.5%
Swap Dealers
59.4%
Managed Money
71.0%
Other Reportables
0.0%
Data
154
Weeks
154
COAL (API 4) FOB RICH BAY FUT - NYME
Commercials
97.0%
Large Speculators
4.4%
Small Speculators
14.5%
Producers
95.6%
Swap Dealers
98.1%
Managed Money
85.2%
Other Reportables
4.9%
Data
130
Weeks
140
COLORADO INTERSTATE - MAINLINE (BASIS) - IFED
Commercials
17.2%
Large Speculators
53.2%
Small Speculators
74.9%
Producers
99.8%
Swap Dealers
0.0%
Managed Money
27.7%
Other Reportables
85.6%
Data
154
Weeks
154
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - IFED
Commercials
35.5%
Large Speculators
65.0%
Small Speculators
52.6%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
33.2%
Other Reportables
100.0%
Data
154
Weeks
154
CONWAY PROPANE (OPIS) - NYME
Commercials
59.9%
Large Speculators
38.6%
Small Speculators
23.2%
Producers
14.5%
Swap Dealers
97.7%
Managed Money
17.5%
Other Reportables
38.6%
Data
154
Weeks
154
COPPER-GRADE #1 - CMX
Commercials
78.6%
Large Speculators
19.9%
Small Speculators
44.1%
Producers
78.7%
Swap Dealers
69.7%
Managed Money
4.2%
Other Reportables
84.7%
Data
154
Weeks
154
COTTON NO. 2 - ICUS
Commercials
71.5%
Large Speculators
28.4%
Small Speculators
29.4%
Producers
80.9%
Swap Dealers
0.4%
Managed Money
5.8%
Other Reportables
76.8%
Data
154
Weeks
154
CRUDE DIFF-TMX WCS 1A INDEX - IFED
Commercials
27.8%
Large Speculators
70.2%
Small Speculators
97.2%
Producers
100.0%
Swap Dealers
0.4%
Managed Money
50.0%
Other Reportables
70.2%
Data
50
Weeks
50
CRUDE OIL LIGHT SWEET-WTI - ICEU
Commercials
6.8%
Large Speculators
95.7%
Small Speculators
53.1%
Producers
49.3%
Swap Dealers
30.8%
Managed Money
40.1%
Other Reportables
100.0%
Data
154
Weeks
154
DOMINION - SOUTH POINT - IFED
Commercials
92.2%
Large Speculators
1.4%
Small Speculators
60.8%
Producers
58.6%
Swap Dealers
100.0%
Managed Money
4.8%
Other Reportables
21.2%
Data
125
Weeks
150
DRY WHEY - CME
Commercials
6.3%
Large Speculators
96.0%
Small Speculators
30.8%
Producers
13.5%
Swap Dealers
24.2%
Managed Money
46.2%
Other Reportables
96.0%
Data
97
Weeks
149
EL PASO - PERMIAN BASIN (BASIS) - IFED
Commercials
42.8%
Large Speculators
59.6%
Small Speculators
66.2%
Producers
0.0%
Swap Dealers
100.0%
Managed Money
56.9%
Other Reportables
85.5%
Data
154
Weeks
154
EL PASO - PERMIAN BASIN (INDEX) - IFED
Commercials
53.7%
Large Speculators
25.9%
Small Speculators
54.5%
Producers
0.0%
Swap Dealers
100.0%
Managed Money
40.0%
Other Reportables
26.9%
Data
87
Weeks
154
ERCOT - NORTH MONTHLY OFF-PEAK - IFED
Commercials
66.2%
Large Speculators
33.1%
Small Speculators
48.8%
Producers
31.4%
Swap Dealers
98.0%
Managed Money
45.5%
Other Reportables
31.7%
Data
100
Weeks
154
ERCOT HOUSTON 345KV RT PK FIX - IFED
Commercials
62.6%
Large Speculators
37.4%
Small Speculators
66.4%
Producers
22.0%
Swap Dealers
97.8%
Managed Money
7.7%
Other Reportables
50.8%
Data
67
Weeks
93
ERCOT NORTH 345KV DA PK DLY FI - IFED
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
92.9%
Producers
21.9%
Swap Dealers
28.6%
Managed Money
81.1%
Other Reportables
100.0%
Data
5
Weeks
11
ETHANE MT. BELV-ENTERPRISE - IFED
Commercials
52.2%
Large Speculators
50.5%
Small Speculators
52.2%
Producers
71.3%
Swap Dealers
32.8%
Managed Money
100.0%
Other Reportables
49.2%
Data
50
Weeks
50
FRZN CONCENTRATED ORANGE JUICE - ICUS
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
61.4%
Producers
100.0%
Swap Dealers
99.2%
Managed Money
0.0%
Other Reportables
79.3%
Data
154
Weeks
154
GASOLINE CRK-RBOB/BRENT 1st - IFED
Commercials
94.4%
Large Speculators
0.0%
Small Speculators
100.0%
Producers
97.9%
Swap Dealers
41.8%
Managed Money
50.0%
Other Reportables
0.0%
Data
30
Weeks
33
GULF # 6 FUEL 3.0% SULFUR - NYME
Commercials
99.7%
Large Speculators
0.0%
Small Speculators
19.9%
Producers
100.0%
Swap Dealers
47.1%
Managed Money
93.4%
Other Reportables
0.0%
Data
154
Weeks
154
GULF # 6 FUEL OIL CRACK SWAP - NYME
Commercials
8.1%
Large Speculators
92.5%
Small Speculators
15.2%
Producers
8.3%
Swap Dealers
4.2%
Managed Money
11.1%
Other Reportables
92.8%
Data
47
Weeks
119
GULF 3% FUEL OIL BALMO SWAP - NYME
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
100.0%
Producers
100.0%
Swap Dealers
7.7%
Managed Money
50.0%
Other Reportables
0.0%
Data
6
Weeks
90
GULF COAST UNL 87 GAS M2 PL RB - NYME
Commercials
91.3%
Large Speculators
8.7%
Small Speculators
57.6%
Producers
64.0%
Swap Dealers
100.0%
Managed Money
0.0%
Other Reportables
8.7%
Data
123
Weeks
145
GULF JET NY HEAT OIL SPR - NYME
Commercials
70.4%
Large Speculators
29.8%
Small Speculators
24.1%
Producers
81.3%
Swap Dealers
5.7%
Managed Money
0.0%
Other Reportables
29.8%
Data
154
Weeks
154
GULF NO6 FO 3% v EUR 3.5% RDAM - NYME
Commercials
1.0%
Large Speculators
100.0%
Small Speculators
62.1%
Producers
15.8%
Swap Dealers
15.7%
Managed Money
93.7%
Other Reportables
99.8%
Data
154
Weeks
154
GULF#6 FUELOIL BRENT CRACK SWP - NYME
Commercials
2.7%
Large Speculators
97.4%
Small Speculators
0.0%
Producers
2.4%
Swap Dealers
59.7%
Managed Money
0.0%
Other Reportables
97.4%
Data
59
Weeks
127
HENRY HUB - NYME
Commercials
97.3%
Large Speculators
3.6%
Small Speculators
39.2%
Producers
39.4%
Swap Dealers
89.1%
Managed Money
27.4%
Other Reportables
4.3%
Data
154
Weeks
154
HENRY HUB - TAILGATE LOUISIANA (BASIS) - IFED
Commercials
60.7%
Large Speculators
39.6%
Small Speculators
47.0%
Producers
24.3%
Swap Dealers
99.1%
Managed Money
39.8%
Other Reportables
50.1%
Data
145
Weeks
154
HENRY HUB LAST DAY FIN - NYME
Commercials
6.1%
Large Speculators
91.8%
Small Speculators
90.5%
Producers
97.1%
Swap Dealers
3.0%
Managed Money
28.5%
Other Reportables
93.8%
Data
154
Weeks
154
HENRY HUB NAT GAS FINL-10000 - PBOT
Commercials
65.4%
Large Speculators
33.8%
Small Speculators
37.6%
Producers
70.1%
Swap Dealers
44.2%
Managed Money
100.0%
Other Reportables
0.0%
Data
13
Weeks
97
HHUB NAT GAS PENULT FINL-10000 - PBOT
Commercials
34.2%
Large Speculators
56.8%
Small Speculators
57.9%
Producers
100.0%
Swap Dealers
19.7%
Managed Money
46.0%
Other Reportables
72.0%
Data
154
Weeks
154
HHUB NAT GAS PENULT FINL-2500 - PBOT
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
30.2%
Producers
39.3%
Swap Dealers
0.0%
Managed Money
49.5%
Other Reportables
100.0%
Data
73
Weeks
154
IRON ORE 62% FE-CFR CHINA TSI - NYME
Commercials
58.6%
Large Speculators
56.6%
Small Speculators
6.9%
Producers
52.3%
Swap Dealers
100.0%
Managed Money
89.8%
Other Reportables
21.1%
Data
127
Weeks
136
ISO NE MASS HUB DA OFF-PK - IFED
Commercials
73.6%
Large Speculators
26.2%
Small Speculators
3.6%
Producers
58.1%
Swap Dealers
65.4%
Managed Money
99.7%
Other Reportables
15.3%
Data
154
Weeks
154
ISO NE MASS HUB DA PEAK - IFED
Commercials
62.7%
Large Speculators
35.2%
Small Speculators
38.8%
Producers
12.4%
Swap Dealers
100.0%
Managed Money
1.2%
Other Reportables
42.3%
Data
154
Weeks
154
JAPAN C&F NAPHTHA SWAP - NYME
Commercials
3.1%
Large Speculators
100.0%
Small Speculators
0.0%
Producers
4.2%
Swap Dealers
41.7%
Managed Money
50.0%
Other Reportables
100.0%
Data
18
Weeks
81
JET UP-DOWN BALMO - NYME
Commercials
0.0%
Large Speculators
50.0%
Small Speculators
100.0%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
50.0%
Other Reportables
50.0%
Data
4
Weeks
4
LEAN HOGS - CME
Commercials
62.7%
Large Speculators
30.0%
Small Speculators
97.5%
Producers
89.9%
Swap Dealers
0.0%
Managed Money
12.4%
Other Reportables
84.3%
Data
154
Weeks
154
MICHCON FINANCIAL INDEX - IFED
Commercials
0.0%
Large Speculators
41.6%
Small Speculators
100.0%
Producers
52.0%
Swap Dealers
24.8%
Managed Money
100.0%
Other Reportables
23.8%
Data
37
Weeks
101
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - IFED
Commercials
61.1%
Large Speculators
0.0%
Small Speculators
67.7%
Producers
72.4%
Swap Dealers
30.0%
Managed Money
38.5%
Other Reportables
0.0%
Data
154
Weeks
154
MID-C DAY-AHEAD PEAK - IFED
Commercials
29.9%
Large Speculators
69.3%
Small Speculators
83.0%
Producers
7.0%
Swap Dealers
100.0%
Managed Money
30.2%
Other Reportables
75.0%
Data
154
Weeks
154
MILK Class III - CME
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
42.6%
Producers
60.8%
Swap Dealers
100.0%
Managed Money
0.0%
Other Reportables
11.6%
Data
154
Weeks
154
MINI JAPAN C&F NAPHTHA - NYME
Commercials
68.0%
Large Speculators
35.5%
Small Speculators
40.8%
Producers
70.0%
Swap Dealers
24.5%
Managed Money
100.0%
Other Reportables
35.5%
Data
151
Weeks
154
MINI SING 380 FUEL OIL - NYME
Commercials
98.2%
Large Speculators
0.0%
Small Speculators
90.1%
Producers
98.9%
Swap Dealers
51.8%
Managed Money
50.0%
Other Reportables
0.0%
Data
154
Weeks
154
MINI SOYBEANS - CBT
Commercials
61.7%
Large Speculators
23.6%
Small Speculators
62.1%
Producers
61.7%
Swap Dealers
50.0%
Managed Money
0.0%
Other Reportables
23.6%
Data
73
Weeks
126
MISO IN. REAL-TIME OFF-PEAK - IFED
Commercials
74.4%
Large Speculators
30.8%
Small Speculators
3.6%
Producers
97.4%
Swap Dealers
2.7%
Managed Money
56.9%
Other Reportables
3.0%
Data
154
Weeks
154
MISO INDIANA HUB RT PEAK - IFED
Commercials
9.6%
Large Speculators
92.4%
Small Speculators
67.5%
Producers
77.2%
Swap Dealers
15.5%
Managed Money
100.0%
Other Reportables
36.0%
Data
154
Weeks
154
MISO.INDIANA.HUB_month_off_dap - NODX
Commercials
89.3%
Large Speculators
10.7%
Small Speculators
99.3%
Producers
85.2%
Swap Dealers
68.9%
Managed Money
14.1%
Other Reportables
8.0%
Data
39
Weeks
56
MISO.INDIANA.HUB_month_on_dap - NODX
Commercials
82.4%
Large Speculators
17.6%
Small Speculators
0.0%
Producers
62.3%
Swap Dealers
82.9%
Managed Money
13.1%
Other Reportables
83.3%
Data
46
Weeks
128
MT BELV NAT GASOLINE OPIS - NYME
Commercials
8.3%
Large Speculators
100.0%
Small Speculators
48.4%
Producers
64.4%
Swap Dealers
25.8%
Managed Money
48.1%
Other Reportables
100.0%
Data
154
Weeks
154
MT BELVIEU LDH PROPANE (OPIS) - NYME
Commercials
52.4%
Large Speculators
38.1%
Small Speculators
100.0%
Producers
5.5%
Swap Dealers
96.0%
Managed Money
37.2%
Other Reportables
24.4%
Data
154
Weeks
154
MT BELVIEU LDH PROPANE BALMO - NYME
Commercials
77.8%
Large Speculators
21.4%
Small Speculators
27.7%
Producers
51.0%
Swap Dealers
62.6%
Managed Money
0.0%
Other Reportables
23.3%
Data
39
Weeks
108
NAT GASLNE OPIS MT B NONTET FP - IFED
Commercials
8.0%
Large Speculators
99.4%
Small Speculators
47.4%
Producers
4.0%
Swap Dealers
34.6%
Managed Money
50.0%
Other Reportables
99.4%
Data
50
Weeks
50
NATURAL GAS HENRY LD1 FIXED - IFED
Commercials
88.6%
Large Speculators
11.4%
Small Speculators
63.1%
Producers
96.0%
Swap Dealers
4.7%
Managed Money
9.1%
Other Reportables
28.7%
Data
154
Weeks
154
NATURAL GAS INDEX: ALGONQUIN CITY GATES - IFED
Commercials
6.8%
Large Speculators
76.2%
Small Speculators
83.2%
Producers
0.0%
Swap Dealers
75.3%
Managed Money
80.9%
Other Reportables
56.8%
Data
78
Weeks
137
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - IFED
Commercials
96.5%
Large Speculators
63.5%
Small Speculators
2.5%
Producers
99.0%
Swap Dealers
8.0%
Managed Money
61.9%
Other Reportables
54.7%
Data
124
Weeks
154
NFX CS5TC CAPESIZE 5T/C AVG - PBOT
Commercials
42.4%
Large Speculators
40.3%
Small Speculators
82.1%
Producers
97.6%
Swap Dealers
0.0%
Managed Money
61.2%
Other Reportables
28.6%
Data
29
Weeks
29
NFX PM4TC PANAMAX 4T/C AVG - PBOT
Commercials
100.0%
Large Speculators
26.0%
Small Speculators
10.3%
Producers
100.0%
Swap Dealers
74.6%
Managed Money
71.1%
Other Reportables
9.8%
Data
29
Weeks
29
NFX SM10TC SUPRAMAX 10T/C AVG - PBOT
Commercials
67.1%
Large Speculators
100.0%
Small Speculators
0.0%
Producers
67.1%
Swap Dealers
50.0%
Managed Money
25.0%
Other Reportables
100.0%
Data
5
Weeks
12
NFX SM6TC SUPRAMAX 6T/C AVG - PBOT
Commercials
85.4%
Large Speculators
59.1%
Small Speculators
0.5%
Producers
69.6%
Swap Dealers
90.9%
Managed Money
0.0%
Other Reportables
93.9%
Data
29
Weeks
29
NJ SRECS VINTAGE 2019 - IFED
Commercials
99.1%
Large Speculators
0.9%
Small Speculators
0.0%
Producers
98.9%
Swap Dealers
100.0%
Managed Money
50.0%
Other Reportables
0.9%
Data
152
Weeks
154
NJ SRECS VINTAGE 2020 - IFED
Commercials
93.7%
Large Speculators
6.3%
Small Speculators
50.0%
Producers
99.3%
Swap Dealers
4.2%
Managed Money
50.0%
Other Reportables
6.3%
Data
117
Weeks
117
NJ SRECS VINTAGE 2021 - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
100.0%
Producers
100.0%
Swap Dealers
100.0%
Managed Money
50.0%
Other Reportables
0.0%
Data
55
Weeks
55
NON FAT DRY MILK - CME
Commercials
42.9%
Large Speculators
31.3%
Small Speculators
100.0%
Producers
30.0%
Swap Dealers
74.1%
Managed Money
79.6%
Other Reportables
27.7%
Data
154
Weeks
154
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - IFED
Commercials
100.0%
Large Speculators
13.5%
Small Speculators
0.0%
Producers
100.0%
Swap Dealers
13.5%
Managed Money
0.0%
Other Reportables
22.4%
Data
147
Weeks
154
NYISO ZONE A DA OFF-PK - IFED
Commercials
82.3%
Large Speculators
0.0%
Small Speculators
92.8%
Producers
54.2%
Swap Dealers
51.2%
Managed Money
3.4%
Other Reportables
36.1%
Data
144
Weeks
154
NYISO ZONE A DA PEAK - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
52.4%
Producers
85.9%
Swap Dealers
50.0%
Managed Money
47.7%
Other Reportables
0.0%
Data
145
Weeks
154
NYISO ZONE C DA PEAK - IFED
Commercials
88.3%
Large Speculators
9.5%
Small Speculators
41.7%
Producers
36.5%
Swap Dealers
79.5%
Managed Money
42.3%
Other Reportables
1.4%
Data
84
Weeks
115
NYISO ZONE J DA OFF-PK - IFED
Commercials
3.3%
Large Speculators
97.6%
Small Speculators
39.8%
Producers
90.9%
Swap Dealers
6.1%
Managed Money
100.0%
Other Reportables
35.1%
Data
112
Weeks
154
NYISO ZONE J DA PEAK - IFED
Commercials
10.4%
Large Speculators
95.6%
Small Speculators
62.6%
Producers
34.9%
Swap Dealers
56.0%
Managed Money
100.0%
Other Reportables
70.6%
Data
104
Weeks
123
PG&E CITYGATE FIN BASIS - IFED
Commercials
0.8%
Large Speculators
82.8%
Small Speculators
61.0%
Producers
95.5%
Swap Dealers
0.0%
Managed Money
60.3%
Other Reportables
82.2%
Data
154
Weeks
154
PJM AEP DAYTON DA PEAK - IFED
Commercials
2.3%
Large Speculators
96.7%
Small Speculators
72.8%
Producers
54.4%
Swap Dealers
16.2%
Managed Money
83.2%
Other Reportables
93.0%
Data
154
Weeks
154
PJM AEP DAYTON HUB DA OFF-PK - IFED
Commercials
0.0%
Large Speculators
97.6%
Small Speculators
84.3%
Producers
45.7%
Swap Dealers
9.8%
Managed Money
100.0%
Other Reportables
92.6%
Data
154
Weeks
154
PJM AEP DAYTON RT OFF-PK - IFED
Commercials
7.3%
Large Speculators
92.6%
Small Speculators
88.1%
Producers
75.9%
Swap Dealers
20.6%
Managed Money
100.0%
Other Reportables
7.2%
Data
154
Weeks
154
PJM AEP DAYTON RT PEAK FIXED - IFED
Commercials
2.8%
Large Speculators
96.6%
Small Speculators
99.9%
Producers
19.1%
Swap Dealers
3.3%
Managed Money
100.0%
Other Reportables
0.0%
Data
154
Weeks
154
PJM ATSI DA OFFPEAK FIXED - IFED
Commercials
3.3%
Large Speculators
100.0%
Small Speculators
0.0%
Producers
33.8%
Swap Dealers
47.7%
Managed Money
50.0%
Other Reportables
100.0%
Data
11
Weeks
11
PJM ATSI DA PEAK FIXED - IFED
Commercials
3.3%
Large Speculators
100.0%
Small Speculators
0.0%
Producers
65.3%
Swap Dealers
18.1%
Managed Money
50.0%
Other Reportables
100.0%
Data
17
Weeks
106
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - IFED
Commercials
4.1%
Large Speculators
96.3%
Small Speculators
30.3%
Producers
22.7%
Swap Dealers
60.9%
Managed Money
65.8%
Other Reportables
90.7%
Data
148
Weeks
154
PJM BGE ZONE DAY AHEAD PEAK MONTHLY - IFED
Commercials
1.7%
Large Speculators
99.4%
Small Speculators
37.2%
Producers
21.6%
Swap Dealers
62.0%
Managed Money
70.2%
Other Reportables
91.3%
Data
154
Weeks
154
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - IFED
Commercials
34.9%
Large Speculators
53.5%
Small Speculators
73.4%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
100.0%
Other Reportables
53.5%
Data
25
Weeks
63
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - IFED
Commercials
41.6%
Large Speculators
50.5%
Small Speculators
47.4%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
100.0%
Other Reportables
50.5%
Data
75
Weeks
147
PJM N. IL HUB DA PEAK - IFED
Commercials
34.5%
Large Speculators
74.9%
Small Speculators
57.4%
Producers
34.2%
Swap Dealers
47.0%
Managed Money
0.0%
Other Reportables
94.3%
Data
154
Weeks
154
PJM N. IL HUB RT PEAK - IFED
Commercials
3.8%
Large Speculators
94.9%
Small Speculators
100.0%
Producers
0.0%
Swap Dealers
57.6%
Managed Money
96.0%
Other Reportables
27.5%
Data
154
Weeks
154
PJM NI HUB RT OFF-PK - IFED
Commercials
0.1%
Large Speculators
99.3%
Small Speculators
99.5%
Producers
50.7%
Swap Dealers
40.8%
Managed Money
100.0%
Other Reportables
17.5%
Data
154
Weeks
154
PJM PECO ZONE OFF-PEAK MONTHLY - IFED
Commercials
21.2%
Large Speculators
90.4%
Small Speculators
57.6%
Producers
74.8%
Swap Dealers
23.1%
Managed Money
40.3%
Other Reportables
97.8%
Data
154
Weeks
154
PJM PEPCO DAY-AHEAD OFF-PEAK - IFED
Commercials
84.3%
Large Speculators
25.0%
Small Speculators
20.0%
Producers
94.4%
Swap Dealers
10.8%
Managed Money
0.0%
Other Reportables
45.2%
Data
75
Weeks
123
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - IFED
Commercials
12.8%
Large Speculators
89.2%
Small Speculators
55.3%
Producers
17.5%
Swap Dealers
77.4%
Managed Money
3.8%
Other Reportables
94.4%
Data
154
Weeks
154
PJM TRI-RECs CLASS 1 Vin 2018 - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
0.0%
Producers
100.0%
Swap Dealers
77.0%
Managed Money
0.0%
Other Reportables
0.0%
Data
127
Weeks
127
PJM TRI-RECs CLASS 1 Vin 2019 - IFED
Commercials
89.1%
Large Speculators
10.9%
Small Speculators
50.0%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
0.0%
Other Reportables
10.9%
Data
120
Weeks
120
PJM TRI-RECs CLASS 1 Vin 2020 - IFED
Commercials
81.8%
Large Speculators
18.2%
Small Speculators
50.0%
Producers
88.3%
Swap Dealers
0.0%
Managed Money
50.0%
Other Reportables
18.2%
Data
52
Weeks
52
PJM WESTERN HUB DA OFF-PK - IFED
Commercials
93.4%
Large Speculators
6.3%
Small Speculators
78.3%
Producers
39.9%
Swap Dealers
79.2%
Managed Money
81.9%
Other Reportables
2.0%
Data
154
Weeks
154
PJM WESTERN HUB DA PEAK - IFED
Commercials
84.8%
Large Speculators
14.9%
Small Speculators
70.1%
Producers
48.3%
Swap Dealers
66.3%
Managed Money
68.4%
Other Reportables
1.2%
Data
154
Weeks
154
PJM WESTERN HUB RT OFF - IFED
Commercials
12.6%
Large Speculators
87.1%
Small Speculators
63.6%
Producers
73.8%
Swap Dealers
0.0%
Managed Money
62.0%
Other Reportables
61.4%
Data
154
Weeks
154
PJM WESTERN HUB RT PEAK MINI - IFED
Commercials
54.0%
Large Speculators
45.9%
Small Speculators
49.4%
Producers
25.2%
Swap Dealers
84.8%
Managed Money
7.1%
Other Reportables
95.5%
Data
154
Weeks
154
PJM WESTERN PEAK REAL TIME - NYME
Commercials
60.6%
Large Speculators
38.6%
Small Speculators
100.0%
Producers
9.4%
Swap Dealers
84.7%
Managed Money
74.9%
Other Reportables
27.0%
Data
106
Weeks
106
PJM WH REAL TIME PEAK - IFED
Commercials
100.0%
Large Speculators
0.2%
Small Speculators
42.7%
Producers
97.7%
Swap Dealers
16.0%
Managed Money
0.0%
Other Reportables
86.8%
Data
154
Weeks
154
PJM.AEP-DAYTON HUB_month_off_rtp - NODX
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
54.3%
Producers
17.7%
Swap Dealers
98.4%
Managed Money
0.0%
Other Reportables
21.3%
Data
148
Weeks
154
PJM.AEP-DAYTON HUB_month_on_dap - NODX
Commercials
61.1%
Large Speculators
43.8%
Small Speculators
3.3%
Producers
75.6%
Swap Dealers
31.8%
Managed Money
12.5%
Other Reportables
80.1%
Data
153
Weeks
154
PJM.AEP-DAYTON HUB_month_on_rtp - NODX
Commercials
88.6%
Large Speculators
11.9%
Small Speculators
37.1%
Producers
21.8%
Swap Dealers
96.8%
Managed Money
37.9%
Other Reportables
15.5%
Data
149
Weeks
154
PJM.BGE_month_off_dap - NODX
Commercials
31.3%
Large Speculators
69.9%
Small Speculators
22.1%
Producers
6.8%
Swap Dealers
95.9%
Managed Money
69.0%
Other Reportables
44.6%
Data
153
Weeks
154
PJM.JCPL_month_on_dap - NODX
Commercials
22.2%
Large Speculators
0.0%
Small Speculators
100.0%
Producers
1.6%
Swap Dealers
100.0%
Managed Money
100.0%
Other Reportables
0.0%
Data
5
Weeks
5
PJM.N ILLINOIS HUB_month_off_dap - NODX
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
100.0%
Producers
43.8%
Swap Dealers
0.0%
Managed Money
73.4%
Other Reportables
100.0%
Data
13
Weeks
43
PJM.N ILLINOIS HUB_month_on_dap - NODX
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
8.2%
Producers
10.6%
Swap Dealers
24.8%
Managed Money
83.6%
Other Reportables
100.0%
Data
45
Weeks
85
PJM.N ILLINOIS HUB_month_on_rtp - NODX
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
88.9%
Producers
32.0%
Swap Dealers
0.0%
Managed Money
100.0%
Other Reportables
65.2%
Data
48
Weeks
85
PJM.PECO_month_off_dap - NODX
Commercials
0.0%
Large Speculators
100.0%
Small Speculators
81.0%
Producers
18.8%
Swap Dealers
45.9%
Managed Money
45.6%
Other Reportables
100.0%
Data
144
Weeks
145
PJM.PECO_month_on_dap - NODX
Commercials
1.8%
Large Speculators
96.1%
Small Speculators
84.9%
Producers
23.0%
Swap Dealers
45.0%
Managed Money
56.3%
Other Reportables
99.9%
Data
153
Weeks
154
PJM.PEPCO_month_off_dap - NODX
Commercials
0.4%
Large Speculators
99.6%
Small Speculators
33.3%
Producers
49.3%
Swap Dealers
5.4%
Managed Money
100.0%
Other Reportables
52.3%
Data
103
Weeks
147
PJM.PEPCO_month_on_dap - NODX
Commercials
0.4%
Large Speculators
99.6%
Small Speculators
52.1%
Producers
51.8%
Swap Dealers
6.2%
Managed Money
100.0%
Other Reportables
41.6%
Data
130
Weeks
154
PJM.PPL_month_off_dap - NODX
Commercials
95.0%
Large Speculators
4.9%
Small Speculators
70.4%
Producers
87.4%
Swap Dealers
61.2%
Managed Money
0.0%
Other Reportables
64.1%
Data
135
Weeks
136
PJM.PPL_month_on_dap - NODX
Commercials
95.7%
Large Speculators
4.3%
Small Speculators
68.9%
Producers
90.7%
Swap Dealers
59.1%
Managed Money
0.0%
Other Reportables
61.0%
Data
135
Weeks
136
PJM.PSEG_month_off_dap - NODX
Commercials
38.1%
Large Speculators
60.5%
Small Speculators
71.4%
Producers
67.5%
Swap Dealers
31.2%
Managed Money
88.4%
Other Reportables
0.0%
Data
145
Weeks
146
PJM.PSEG_month_on_dap - NODX
Commercials
68.6%
Large Speculators
29.7%
Small Speculators
73.6%
Producers
73.7%
Swap Dealers
44.3%
Managed Money
88.2%
Other Reportables
0.0%
Data
153
Weeks
154
PJM.WESTERN HUB_month_off_dap - NODX
Commercials
81.1%
Large Speculators
18.7%
Small Speculators
61.3%
Producers
70.4%
Swap Dealers
71.0%
Managed Money
3.8%
Other Reportables
65.9%
Data
153
Weeks
154
PJM.WESTERN HUB_month_on_dap - NODX
Commercials
72.0%
Large Speculators
28.5%
Small Speculators
17.7%
Producers
59.7%
Swap Dealers
65.1%
Managed Money
3.9%
Other Reportables
75.4%
Data
153
Weeks
154
PJM.WESTERN HUB_month_on_rtp - NODX
Commercials
92.0%
Large Speculators
6.4%
Small Speculators
36.6%
Producers
82.4%
Swap Dealers
64.9%
Managed Money
0.0%
Other Reportables
87.1%
Data
153
Weeks
154
PROPANE ARGUS SAUDI CP FP - IFED
Commercials
100.0%
Large Speculators
12.4%
Small Speculators
0.0%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
0.0%
Other Reportables
27.3%
Data
9
Weeks
15
PROPANE NON-LDH MT BEL - NYME
Commercials
51.0%
Large Speculators
45.9%
Small Speculators
48.7%
Producers
78.4%
Swap Dealers
15.9%
Managed Money
0.0%
Other Reportables
45.9%
Data
154
Weeks
154
PROPANE OPIS MT BELV NONTET FP - IFED
Commercials
100.0%
Large Speculators
3.4%
Small Speculators
52.7%
Producers
57.6%
Swap Dealers
73.3%
Managed Money
50.0%
Other Reportables
3.4%
Data
50
Weeks
50
PROPANE OPIS MT BELVIEU TET FP - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
1.7%
Producers
13.2%
Swap Dealers
99.8%
Managed Money
0.0%
Other Reportables
15.0%
Data
50
Weeks
50
RBOB GASOLINE/BRENT CRACK SPRD - NYME
Commercials
51.3%
Large Speculators
75.3%
Small Speculators
0.5%
Producers
0.0%
Swap Dealers
100.0%
Managed Money
100.0%
Other Reportables
57.5%
Data
27
Weeks
123
REX ZONE 3 BASIS - IFED
Commercials
100.0%
Large Speculators
30.8%
Small Speculators
0.0%
Producers
64.4%
Swap Dealers
75.9%
Managed Money
50.0%
Other Reportables
30.8%
Data
55
Weeks
62
RGGI VINTAGE 2017 - IFED
Commercials
51.4%
Large Speculators
48.4%
Small Speculators
42.9%
Producers
100.0%
Swap Dealers
8.5%
Managed Money
50.0%
Other Reportables
48.4%
Data
93
Weeks
94
RGGI VINTAGE 2018 - IFED
Commercials
6.8%
Large Speculators
93.2%
Small Speculators
50.0%
Producers
99.6%
Swap Dealers
0.4%
Managed Money
0.0%
Other Reportables
93.2%
Data
43
Weeks
43
RTD 3.5% FUEL OIL CRK SPD SWP - NYME
Commercials
14.2%
Large Speculators
100.0%
Small Speculators
0.0%
Producers
35.2%
Swap Dealers
0.0%
Managed Money
50.0%
Other Reportables
100.0%
Data
79
Weeks
133
SING 380 FUEL OIL - NYME
Commercials
99.7%
Large Speculators
1.5%
Small Speculators
0.0%
Producers
98.0%
Swap Dealers
39.4%
Managed Money
0.0%
Other Reportables
1.5%
Data
154
Weeks
154
SING JET KERO GASOIL SPR - NYME
Commercials
6.8%
Large Speculators
93.4%
Small Speculators
66.7%
Producers
36.3%
Swap Dealers
42.8%
Managed Money
100.0%
Other Reportables
78.2%
Data
134
Weeks
152
SINGAPORE MOGUS 92 - NYME
Commercials
47.6%
Large Speculators
44.5%
Small Speculators
100.0%
Producers
31.6%
Swap Dealers
60.7%
Managed Money
50.0%
Other Reportables
44.5%
Data
93
Weeks
146
SOCAL (INDEX) - IFED
Commercials
94.0%
Large Speculators
24.3%
Small Speculators
0.5%
Producers
47.0%
Swap Dealers
85.2%
Managed Money
0.0%
Other Reportables
38.2%
Data
99
Weeks
137
SOCAL CITYGATE FINANCIAL BASIS - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
100.0%
Producers
0.0%
Swap Dealers
100.0%
Managed Money
50.0%
Other Reportables
0.0%
Data
2
Weeks
2
TETCO M2 Basis (Receipts) - IFED
Commercials
19.6%
Large Speculators
11.1%
Small Speculators
86.4%
Producers
100.0%
Swap Dealers
0.0%
Managed Money
4.9%
Other Reportables
17.5%
Data
154
Weeks
154
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - IFED
Commercials
67.1%
Large Speculators
27.1%
Small Speculators
56.8%
Producers
98.0%
Swap Dealers
11.2%
Managed Money
64.1%
Other Reportables
28.9%
Data
154
Weeks
154
TRANSCO LEIDY BASIS - IFED
Commercials
100.0%
Large Speculators
0.0%
Small Speculators
22.6%
Producers
82.2%
Swap Dealers
26.8%
Managed Money
0.0%
Other Reportables
49.2%
Data
102
Weeks
106
TRANSCO ZONE 6 BASIS - IFED
Commercials
100.0%
Large Speculators
0.8%
Small Speculators
33.0%
Producers
16.9%
Swap Dealers
99.0%
Managed Money
19.7%
Other Reportables
0.0%
Data
146
Weeks
154
TRANSCO ZONE 6 MONTHLY INDEX - IFED
Commercials
52.9%
Large Speculators
35.0%
Small Speculators
40.9%
Producers
0.0%
Swap Dealers
100.0%
Managed Money
50.0%
Other Reportables
35.0%
Data
16
Weeks
19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - IFED
Commercials
26.2%
Large Speculators
46.3%
Small Speculators
73.8%
Producers
89.9%
Swap Dealers
0.2%
Managed Money
46.3%
Other Reportables
60.8%
Data
154
Weeks
154
WAHA FIN BASIS - IFED
Commercials
41.1%
Large Speculators
58.0%
Small Speculators
60.1%
Producers
90.1%
Swap Dealers
0.0%
Managed Money
65.5%
Other Reportables
63.9%
Data
154
Weeks
154
WCS OIL NET ENERGY MONTHLY IND - NYME
Commercials
51.8%
Large Speculators
48.3%
Small Speculators
20.6%
Producers
100.0%
Swap Dealers
6.1%
Managed Money
22.1%
Other Reportables
100.0%
Data
91
Weeks
92
WHEAT-SRW - CBT
Commercials
40.2%
Large Speculators
62.7%
Small Speculators
33.1%
Producers
54.1%
Swap Dealers
0.4%
Managed Money
62.6%
Other Reportables
59.4%
Data
154
Weeks
154
WTI HOUSTON ARGUS/WTI TR MO - NYME
Commercials
44.7%
Large Speculators
99.9%
Small Speculators
31.4%
Producers
87.0%
Swap Dealers
3.0%
Managed Money
76.9%
Other Reportables
100.0%
Data
26
Weeks
55
WTI CRUDE OIL CALENDAR - NYME
Commercials
39.6%
Large Speculators
24.5%
Small Speculators
79.9%
Producers
81.1%
Swap Dealers
25.1%
Managed Money
1.6%
Other Reportables
54.5%
Data
152
Weeks
154
WTI MIDLAND ARGUS VS WTI TRADE - NYME
Commercials
18.1%
Large Speculators
80.4%
Small Speculators
75.3%
Producers
2.4%
Swap Dealers
86.8%
Managed Money
8.7%
Other Reportables
85.3%
Data
42
Weeks
45
WTI-BRENT CALENDAR - NYME
Commercials
95.7%
Large Speculators
3.0%
Small Speculators
90.8%
Producers
67.8%
Swap Dealers
83.3%
Managed Money
53.7%
Other Reportables
6.8%
Data
28
Weeks
71

Explanation of the Indicator Screener for the Commitments of Traders Reports

Using the Indicator Screener, you can calculate the indicators such as the Williams Commercial Index and the CoT Index for the most recent Commitments of Traders Report for all futures. Simply select the desired settings for indicator, period, contract or future type using the form. By choosing the market participant and the larger/smaller than selection, the result can be further filtered. All values ​​are determined for the selected market participant which correspond to the desired percentages. In addition, the data of the remaining market participants are displayed for comparison with the data found. The information columns for the weeks and dates contained at the end of the table are used to evaluate the result. In some cases, data is available only for a smaller period than was selected in the settings. This can e.g. happen if a future is not older than the selected period and is marked by a lower number in the week column. The Data column provides information about the entire data records within the period. It may result in a smaller amount of data if e.g. for some futures in the CoT reports, individual weeks are missing or the data is not delivered in the interval of one week. You can view the detailed charts for the individual futures and indicators by selecting the corresponding link in the result.