COT Legacy Reports: Futures Only

Financial

CANADIAN DOLLAR

SWISS FRANC

BRITISH POUND

JAPANESE YEN

EURO FX/BRITISH POUND XRATE

AUSTRALIAN DOLLAR

MEXICAN PESO

BRAZILIAN REAL

SO AFRICAN RAND

DJIA Consolidated

DOW JONES U.S. REAL ESTATE IDX

MICRO E-MINI DJIA (x$0.5)

S&P 500 Consolidated

E-MINI S&P CONSU STAPLES INDEX

E-MINI S&P ENERGY INDEX

E-MINI S&P 500

E-MINI S&P FINANCIAL INDEX

E-MINI S&P HEALTH CARE INDEX

E-MINI S&P TECHNOLOGY INDEX

E-MINI S&P UTILITIES INDEX

MICRO E-MINI S&P 500 INDEX

ADJUSTED INT RATE S&P 500 TOTL

E-MINI S&P 400 STOCK INDEX

NASDAQ-100 Consolidated

NASDAQ MINI

MICRO E-MINI NASDAQ-100 INDEX

RUSSELL E-MINI

EMINI RUSSELL 1000 VALUE INDEX

MICRO E-MINI RUSSELL 2000 INDX

NIKKEI STOCK AVERAGE YEN DENOM

MSCI EM INDEX

S&P 500 ANNUAL DIVIDEND INDEX

S&P 500 QUARTERLY DIVIDEND IND

ULTRA UST BOND

UST 2Y NOTE

UST 10Y NOTE

ULTRA UST 10Y

MICRO 10 YEAR YIELD

UST 5Y NOTE

EURO SHORT TERM RATE

2 YEAR ERIS SOFR SWAP

10 YEAR ERIS SOFR SWAP

5 YEAR ERIS SOFR SWAP

MICRO BITCOIN

Nano Bitcoin

ETHER CASH SETTLED

MICRO ETHER

LITECOIN CASH

VIX FUTURES

BBG COMMODITY

Agriculture

WHEAT-HRSpring

CORN

LIVE CATTLE

FEEDER CATTLE

BUTTER (CASH SETTLED)

MILK, Class III

NON FAT DRY MILK

CME MILK IV

CHEESE (CASH-SETTLED)

SOYBEAN OIL

SOYBEAN MEAL

USD Malaysian Crude Palm Oil C

COTTON NO. 2

FRZN CONCENTRATED ORANGE JUICE

SUGAR NO. 11

Petroleum and Products

USGC HSFO (PLATTS)

FUEL OIL-3% USGC/3.5% FOB RDAM

USGC HSFO-PLATTS/BRENT 1ST LN

NY HARBOR ULSD

UP DOWN GC ULSD VS HO SPR

ETHANOL T2 FOB INCL DUTY

CRUDE DIFF-WCS HOUSTON/WTI 1ST

CRUDE OIL, LIGHT SWEET-WTI

CRUDE DIFF-TMX WCS 1A INDEX

CRUDE DIFF-TMX SW 1A INDEX

CONDENSATE DIF-TMX C5 1A INDEX

WTI-PHYSICAL

WTI FINANCIAL CRUDE OIL

BRENT LAST DAY

WTI HOUSTON ARGUS/WTI TR MO

WTI MIDLAND ARGUS VS WTI TRADE

GASOLINE RBOB

GULF COAST CBOB GAS A2 PL RBOB

GULF JET NY HEAT OIL SPR

MARINE .5% FOB USGC/BRENT 1st

GULF # 6 FUEL OIL CRACK

Natural Gas and Products

NAT GAS ICE LD1

NAT GAS ICE PEN

SOCAL BORDER FIN BASIS

PG&E CITYGATE FIN BASIS

NWP ROCKIES FIN BASIS

AECO FIN BASIS

CHICAGO FIN BASIS

HSC FIN BASIS

WAHA FIN BASIS

ALGONQUIN CITYGATES BASIS

CHICAGO CITYGATE (INDEX)

CIG ROCKIES BASIS

CG Mainline Basis

DOMINION - SOUTH POINT

DOMINION - SOUTH POINT (BASIS)

EP SAN JUAN BASIS

HENRY HUB BASIS

HENRY HUB INDEX

HOUSTON SHIP CHANNEL (INDEX)

MICHCON FINANCIAL INDEX

MICHCON BASIS

NAT GAS LD1 for GDD -TEXOK

NGPL TXOK BASIS

NNG VENTURA BASIS

PANHANDLE BASIS

SOCAL (INDEX)

SOCAL CITYGATE FINANCIAL BASIS

SONAT - TIER 1 POOL (ZONE 0)

TETCO M3 INDEX

TETCO M3 BASIS

TGT ZONE 1 BASIS

TRANSCO STN 85 MONTHLY INDEX

TRANSCO ZONE 6 BASIS

TRANSCO ZONE 6 MONTHLY INDEX

TRANSCO STATION 85-ZONE 4 BASI

TETCO M2 Basis (Receipts)

TRANSCO LEIDY BASIS

REX ZONE 3 BASIS

REX ZONE 3 INDEX

Transco Zone 5 South Basis

NAT GAS NYME

HENRY HUB LAST DAY FIN

HENRY HUB PENULTIMATE FIN

HENRY HUB PENULTIMATE NAT GAS

PROPANE ARGUS FAR EAST MINI

ARGUS FAR EAST PROPANE

ETHANE, MT. BELV-ENTERPRISE

NAT GASLNE OPIS MT B NONTET FP

BUTANE OPIS MT BELV NONTET FP

PROPANE OPIS CONWAY INWELL FP

PROPANE OPIS MT BELV NONTET FP

PROPANE OPIS MT BELVIEU TET FP

PROPANE ARGUS SAUDI CP FP

ARGUS PROPANE FAR EAST INDEX

PROPANE NON-LDH MT BEL

MT BELVIEU ETHANE OPIS

MT BELV NORM BUTANE OPIS

MT BELV NAT GASOLINE OPIS

CONWAY PROPANE (OPIS)

Electricity

MID-C DAY-AHEAD PEAK

MID-C DAY-AHEAD OFF-PEAK

PJM WESTERN HUB RT OFF

SP15 FIN DA PEAK FIXED

CAISO SP-15 DA OFF-PK FIXED

PJM AEP DAYTON RT OFF-PK FIXED

PJM AEP DAYTON RT PEAK FIXED

PJM AEP DAYTON HUB DA OFF-PK

PJM AEP DAYTON DA PEAK

MISO INDIANA OFF-PEAK

MISO IN. REAL-TIME OFF-PEAK

ERCOT HOUSTON 345KV RT PK FIX

ERCOT Houston 345KV RT OFF FIX

ERCOT NORTH 345KV RT PK FIX

ERCOT SOUTH 345 KV RT PEAK FIX

ERCOT-SOUTH MONTHLY OFFPEAK

ERCOT WEST 345KV RT PEAK

ERCOT WEST 345K RT OFF-PEAK

ERCOT - NORTH MONTHLY OFF-PEAK

MISO IN. DAY-AHEAD PEAK

MISO INDIANA HUB RT PEAK

PJM N. IL HUB DA OFF-PK

PJM N. IL HUB DA PEAK

ISO NE MASS HUB DA OFF-PK FIXD

ISO NE MASS HUB DA PEAK

CAISO NP-15 PEAK

CAISO NP-15 DA OFF-PK FIXED

PJM NI HUB RT OFF-PK FIXED

PJM N. IL HUB RT PEAK

NYISO ZONE A DA PEAK

NYISO ZONE A DA OFF-PK FIX PR

NYISO ZONE G DA PEAK

NYISO ZONE G DA OFF-PK

PALO VERDE DA PEAK

PALO VERDE DA OFF-PK FiXED PR

PJM WESTERN HUB DA OFF-PK

PJM WESTERN HUB DA PEAK

PJM WESTERN HUB RT PEAK MINI

PJM PSEG DAY-AHEAD PEAK

MISO ARKANSAS DA PEAK FIXED

ERCOT N 345KV REAL T PK DALY M

ERCOT N 345KV REAL T PK 2x16

ERCOT North 345KV Hub RT 7x8

ISONE.H.INTERNAL_HUB_mo_on_dap

ISONE.H.INTERNAL_HB_mo_off_dap

MISO.INDIANA.HUB_month_on_dap

MISO.INDIANA.HUB_month_off_dap

NYISO.HUD VL_month_on_dap

NYISO.HUD VL_month_off_dap

NYISO.N.Y.C._month_on_dap

NYISO.N.Y.C._month_off_dap

NYISO.WEST_month_on_dap

NYISO.WEST_month_off_dap

PJM.AEP_month_on_dap

PJM.AEP-DAYTON HUB_mo_on_dap

PJM.AEP-DAYTON HUB_mo_off_dap

PJM.BGE_month_on_dap

PJM.BGE_month_off_dap

PJM.DOM_month_on_dap

PJM.DOM_month_off_dap

PJM.JCPL_month_on_dap

PJM.JCPL_month_off_dap

PJM.METED_month_on_dap

PJM.METED_month_off_dap

PJM.N ILLINOIS HUB_mo_on_dap

PJM.N ILLINOIS HUB_mo_off_dap

PJM.PECO_month_on_dap

PJM.PECO_month_off_dap

PJM.PENELEC_month_on_dap

PJM.PENELEC_month_off_dap

PJM.PEPCO_month_on_dap

PJM.PEPCO_month_off_dap

PJM.PPL_month_on_dap

PJM.PPL_month_off_dap

PJM.PSEG_month_on_dap

PJM.PSEG_month_off_dap

PJM.WESTERN HUB_month_on_dap

PJM.WESTERN HUB_month_off_dap

PJM.AEP-DAYTON HUB_mo_on_rtp

PJM.AEP-DAYTON HUB_mo_off_rtp

PJM.N ILLINOIS HUB_mo_on_rtp

PJM.N ILLINOIS HUB_mo_off_rtp

PJM.WESTERN HUB_month_on_rtp

PJM.WESTERN HUB_month_off_rtp

ERCOT.HB_NORTH_month_on_rtp

ERCOT.HB_NORTH_month_off_rtp

ERCOT North 345KV Hub RT 7x16

Metals and Other

GOLD

LITHIUM HYDROXIDE

ALUMINUM MWP

ALUMINIUM EURO PREM DUTY-PAID

NORTH EURO HOT-ROLL COIL STEEL

PJM TRI-RECs CLASS 1

CALIF LOW CARBON FSC-OPIS

D6 RINs OPIS CURRENT YEAR

PA SOLAR ALTER ENERGY CREDIT

CALIF CARBON CURRENT AUCTION

D4 BIODIESEL RINs OPIS CURR YR

MASS COMPLIANCE RECs CLASS 1

MARYLAND COMPLIANCE REC TIER1

NEPOOL DUAL RECs CLASS 1

PA COMPLIANCE AECs TIER1

CALIF CARBON ALL VINTAGE 2025

CALIF CARBON ALL VINTAGE 2026

TX GREEN-E REC V25 FRONT HALF

TX GREEN-E REC V25 BACK HALF

PENNSYLVANIA AEC TIER 2-V2025

TX REC CRS V26 BACK HALF

TX REC CRS V27 BACK HALF

TX REC CRS V28 BACK HALF

TX REC CRS V29 BACK HALF

TX REC CRS V26 FRONT HALF

TX REC CRS V27 FRONT HALF

TX REC CRS V28 FRONT HALF

TX REC CRS V29 FRONT HALF

NEW JERSEY RECs CLASS 2 V2025

PENNSYLVANIA AEC TIER 2-V2026