CFTC Commitments of Traders

Futures Only 2/24/18


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CANY ORANGE JUICE         CBOE VIX Futures            
CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      
CBOT ETHANOL              CBOT LT US 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                CME FEEDER CATTLE           
CME LIVE CATTLE           CME LIVE HOGS               
CME NASDAQ CONSOLIDATED   CME NASDAQ E-MINI           
CME RANDOM LENGTH LUMBER  CME S&P 400 E-Mini          
CME S&P E MINI            CSCE COCOA                  
CSCE COFFEE C             CSCE SUGAR NO. 11           
DJ UBS Excess Return      Henry Hub natural Gas Swa   
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          NYCE COTTON NO. 2           
NYCE DM/BP XRATE          NYCE US DOLLAR INDEX        
NYME CRUDE OIL            NYME HEATING OIL #2         
NYME NATURAL GAS          NYME PALLADIUM              
NYME PLATINUM             NYME RBOB GASOLINE          
Russell 2000 Mini         WTI Crude Oil Financial     

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,271 COMMITMENTS 164,916 192,374 109,112 180,151 144,736 454,179 446,222 39,092 47,049 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,193) 590 11,613 -9,737 -1,428 -14,279 -10,575 -12,403 -1,618 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 39.0 22.1 36.5 29.3 92.1 90.5 7.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 411) 120 142 131 88 101 297 304
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 306,651 COMMITMENTS 93,998 60,503 59,131 129,241 162,101 282,370 281,735 24,281 24,916 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,519) -45 1,840 -1,193 437 -3,151 -801 -2,504 -1,718 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 19.7 19.3 42.1 52.9 92.1 91.9 7.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 271) 97 57 85 76 85 214 200
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 62,736 COMMITMENTS 13,310 12,241 4,153 32,198 33,184 49,661 49,578 13,075 13,158 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 127) 34 205 1,426 517 -433 1,977 1,198 -1,850 -1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 19.5 6.6 51.3 52.9 79.2 79.0 20.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 16 19 15 48 40 75 66
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,681,923 COMMITMENTS 495,901 329,969 301,695 712,301 844,388 1509,897 1476,052 172,026 205,871 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,563) 18,391 -13,569 21,764 -13,128 6,186 27,027 14,381 -6,464 6,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 19.6 17.9 42.4 50.2 89.8 87.8 10.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 803) 189 158 186 290 345 591 609
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,848 COMMITMENTS 2,288 75 145 1,110 4,389 3,543 4,609 2,305 1,239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -368) -35 -52 -319 -64 -106 -418 -477 50 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 1.3 2.5 19.0 75.1 60.6 78.8 39.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 11 2 3 7 9 19 13
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,370 COMMITMENTS 208,896 102,030 124,576 421,378 471,401 754,850 698,007 49,520 106,363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 47,082) 41,884 -13,819 2,568 672 51,721 45,124 40,470 1,958 6,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 12.7 15.5 52.4 58.6 93.8 86.8 6.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 601) 171 128 177 166 236 430 471
CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,914 COMMITMENTS 11,715 21,933 0 34,199 23,981 45,914 45,914 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 47.8 0.0 74.5 52.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 11 0 10 6 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 40,335 COMMITMENTS 360 8,725 209 39,738 31,401 40,307 40,335 28 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) -100 25 0 40 -75 -60 -50 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 21.6 0.5 98.5 77.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 7 2 10 12 14 19
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 47,028 COMMITMENTS 5,215 6,392 1,343 40,453 39,293 47,011 47,028 17 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 235 291 38 432 376 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 13.6 2.9 86.0 83.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 4 11 12 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 43,797 COMMITMENTS 10,843 23,988 762 32,192 19,047 43,797 43,797 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 200 200 0 0 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 54.8 1.7 73.5 43.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 8 1 8 6 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 31,907 COMMITMENTS 7,457 18,085 0 24,450 13,822 31,907 31,907 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -100 15 0 100 0 0 15 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 56.7 0.0 76.6 43.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 0 9 7 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,680 COMMITMENTS 12,600 11,100 200 14,880 16,380 27,680 27,680 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 40.1 0.7 53.8 59.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 5 1 9 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 23,813 COMMITMENTS 11,535 7,125 100 12,178 16,588 23,813 23,813 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725) -25 725 0 750 0 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 29.9 0.4 51.1 69.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 7 1 7 7 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,450 COMMITMENTS 8,225 2,400 0 9,225 15,050 17,450 17,450 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -750 0 0 750 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 13.8 0.0 52.9 86.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 3 0 5 5 12 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,622 COMMITMENTS 5,597 5,225 0 22,025 22,397 27,622 27,622 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 18.9 0.0 79.7 81.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 1 0 11 6 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 11,290 COMMITMENTS 6,680 2,240 0 4,610 9,050 11,290 11,290 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 100 100 0 0 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 19.8 0.0 40.8 80.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 6 0 5 6 11 12
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 505,348 COMMITMENTS 142,372 115,442 94,513 228,730 262,237 465,615 472,192 39,733 33,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,163) 3,550 11,329 -10,061 4,041 -2,490 -2,470 -1,222 307 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 22.8 18.7 45.3 51.9 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 112 95 107 95 75 266 244
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 855,355 COMMITMENTS 174,434 157,043 22,766 524,019 480,599 721,219 660,408 134,136 194,947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,514) 14,189 647 1,622 3,822 17,606 19,633 19,875 5,881 5,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 18.4 2.7 61.3 56.2 84.3 77.2 15.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 190) 33 48 34 81 79 134 141
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,146 COMMITMENTS 47,382 208,420 67,015 766,606 608,863 881,003 884,298 127,143 123,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70,150) 2,239 -1,242 31,120 25,850 28,083 59,209 57,961 10,941 12,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 20.7 6.6 76.0 60.4 87.4 87.7 12.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 16 17 22 69 71 99 99
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 28,488 COMMITMENTS 8,146 539 3,423 16,545 23,397 28,114 27,359 374 1,129 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 28.6 1.9 12.0 58.1 82.1 98.7 96.0 1.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 7 5 25 26 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 28,709 COMMITMENTS 2,071 9,234 1,473 22,166 17,274 25,710 27,981 2,999 728 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 7.2 32.2 5.1 77.2 60.2 89.6 97.5 10.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 4 2 25 14 28 19
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,545 COMMITMENTS 6,998 1,049 4,949 30,511 36,547 42,458 42,545 87 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) 318 -136 -41 146 600 423 423 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 2.5 11.6 71.7 85.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 5 8 36 40 48 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,863 COMMITMENTS 262 504 383 9,421 9,355 10,066 10,242 797 621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) -45 -5 -26 249 209 178 178 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.6 3.5 86.7 86.1 92.7 94.3 7.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 1 5 28 28 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,383 COMMITMENTS 483 68 412 6,896 7,496 7,791 7,976 592 407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 233) -23 3 30 278 209 285 242 -52 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.8 4.9 82.3 89.4 92.9 95.1 7.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 7 31 33 38 41
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,047 COMMITMENTS 123 1,826 141 3,126 718 3,390 2,685 657 1,362 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 3.0 45.1 3.5 77.2 17.7 83.8 66.3 16.2 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 4 3 11 7 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,550 COMMITMENTS 531 9,189 1,820 24,199 15,424 26,550 26,433 0 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 595) 0 0 0 595 595 595 595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 34.6 6.9 91.1 58.1 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 7 4 19 20 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,661 COMMITMENTS 1,401 3,543 184 5,334 3,566 6,919 7,293 742 368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 511) 169 189 39 283 218 491 446 20 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 46.2 2.4 69.6 46.5 90.3 95.2 9.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 10 8 9 29 24 44 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 7,299 COMMITMENTS 659 288 371 5,718 6,243 6,748 6,902 551 397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105) 10 0 0 74 105 84 105 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 3.9 5.1 78.3 85.5 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 3 18 17 24 21
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,679 COMMITMENTS 103,917 82,781 102,251 171,125 208,086 377,293 393,118 48,386 32,561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,253) -8,676 -1,486 -2,174 9,083 821 -1,767 -2,839 -486 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 19.4 24.0 40.2 48.9 88.6 92.4 11.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 215) 59 47 78 83 90 188 178
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,318 COMMITMENTS 3,314 0 300 20,171 26,204 23,785 26,504 9,533 6,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 187) 500 0 0 -436 392 64 392 123 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.9 60.5 78.6 71.4 79.5 28.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 14 19 17 20
CFTC# 23391 NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,228,555 COMMITMENTS 566,628 107,283 755,998 3862,267 4351,544 5184,893 5214,825 43,662 13,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,474) 3,684 -14,494 -13,397 34,882 53,103 25,169 25,212 1,305 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 2.1 14.5 73.9 83.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 212) 42 28 55 131 108 196 169
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 402,770 COMMITMENTS 108,563 199,803 92,144 199,894 110,203 400,601 402,150 2,169 620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,894) 66 143 21,936 2,892 2,815 24,894 24,894 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 49.6 22.9 49.6 27.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 18 8 15 28 21 52 38
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,089 COMMITMENTS 7,130 11,158 4,564 257,825 259,276 269,519 274,998 12,570 7,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -803) -1,711 -358 884 -2,475 -4,180 -3,302 -3,654 2,499 2,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.0 1.6 91.4 91.9 95.5 97.5 4.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 4 3 28 26 33 32
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,554 COMMITMENTS 8,514 0 3,756 91,973 98,744 104,243 102,500 3,311 5,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,213) 3,219 0 608 -422 2,083 3,405 2,691 -192 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 3.5 85.5 91.8 96.9 95.3 3.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 0 2 29 27 31 29
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,977 COMMITMENTS 2,493 1,757 2,507 266,746 273,060 271,746 277,324 12,231 6,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,709) 2,373 -684 955 885 3,601 4,213 3,872 -504 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.9 93.9 96.2 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 32 29 35 32
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,283 COMMITMENTS 849 11,894 5,867 788,124 782,998 794,840 800,759 9,443 3,524 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,896) -53 -153 128 3,811 4,082 3,886 4,057 10 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.7 98.0 97.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 2 3 45 29 48 32
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,220 COMMITMENTS 4,717 0 986 440,891 456,275 446,594 457,261 20,626 9,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,026) 311 -299 -67 6,412 6,016 6,656 5,650 -630 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.2 94.4 97.7 95.6 97.9 4.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 0 1 39 41 42 42
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,899 COMMITMENTS 394 3,285 681 369,245 370,680 370,320 374,646 10,579 6,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,794) -900 -62 93 8,541 8,281 7,734 8,312 60 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 96.9 97.3 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 1 1 1 38 38 39 40
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,048 COMMITMENTS 1,814 9,445 5,918 258,188 259,240 265,920 274,603 16,128 7,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,746) -3,340 800 3,310 4,176 1,623 4,146 5,733 3,600 2,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.3 2.1 91.5 91.9 94.3 97.4 5.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 5 5 34 31 39 39
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 81,450 COMMITMENTS 565 0 482 76,046 77,142 77,093 77,624 4,357 3,826 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) 31 0 0 -61 1,318 -30 1,318 490 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.6 93.4 94.7 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 21 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 40,705 COMMITMENTS 448 0 0 35,847 38,678 36,295 38,678 4,410 2,027 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,077) 0 0 0 1,674 1,674 1,674 1,674 403 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 88.1 95.0 89.2 95.0 10.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 15 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,949 COMMITMENTS 1,295 1,016 816 154,777 159,099 156,888 160,931 7,061 3,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,686) 337 1,016 -429 3,748 3,104 3,656 3,691 30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.6 0.5 94.4 97.0 95.7 98.2 4.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 18 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 183,004 COMMITMENTS 1,471 5,075 0 172,066 173,961 173,537 179,036 9,467 3,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 998) 62 0 0 845 -318 907 -318 91 1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.8 0.0 94.0 95.1 94.8 97.8 5.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 1 0 22 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 117,252 COMMITMENTS 0 204 589 112,594 111,574 113,183 112,367 4,069 4,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 0 0 0 341 496 341 496 155 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 96.0 95.2 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 15 17 16 18
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,270 COMMITMENTS 1,928 2,302 0 24,230 23,592 26,158 25,894 112 376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,792) 808 2,022 0 5,124 3,814 5,932 5,836 -140 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.8 0.0 92.2 89.8 99.6 98.6 0.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 0 18 18 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 553,522 COMMITMENTS 10,240 4,291 4,631 530,946 535,765 545,817 544,687 7,705 8,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,483) 1,084 33 242 2,321 2,345 3,647 2,620 -164 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.8 0.8 95.9 96.8 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 6 3 4 50 45 57 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 180,342 COMMITMENTS 102 3,443 2,199 173,824 169,118 176,125 174,760 4,217 5,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,472) 102 -241 70 2,282 2,481 2,454 2,310 1,018 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 1.2 96.4 93.8 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 4 4 27 24 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,535 COMMITMENTS 0 549 155 78,559 74,997 78,714 75,701 4,821 7,834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -138) 0 -933 -821 -459 149 -1,280 -1,605 1,142 1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.2 94.0 89.8 94.2 90.6 5.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 17 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,129 COMMITMENTS 0 1,166 0 101,843 102,751 101,843 103,917 4,286 2,212 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 1.1 0.0 96.0 96.8 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 11 14 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,300 COMMITMENTS 24,394 8,092 0 92,522 109,088 116,916 117,180 1,384 1,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,851) 62 0 0 6,789 6,851 6,851 6,851 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.8 0.0 78.2 92.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 4 6 0 25 34 29 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,353 COMMITMENTS 868 1,188 0 130,969 128,695 131,837 129,883 516 2,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,222) 0 124 0 5,346 4,974 5,346 5,098 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 0.0 99.0 97.2 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 1 0 26 20 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 21,241 COMMITMENTS 0 0 0 20,471 20,147 20,471 20,147 770 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,364) 0 0 0 1,420 1,296 1,420 1,296 -56 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 94.8 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 14 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 263,737 COMMITMENTS 1,041 1,610 1,223 256,391 251,036 258,655 253,869 5,082 9,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,579) -317 841 103 2,824 2,367 2,610 3,311 -31 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 0.5 97.2 95.2 98.1 96.3 1.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 2 1 31 29 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,233 COMMITMENTS 803 209 1,274 92,613 95,418 94,690 96,901 13,543 11,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,713) -497 13 100 8,073 6,091 7,676 6,204 1,037 2,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 1.2 85.6 88.2 87.5 89.5 12.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 2 16 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,757 COMMITMENTS 1,179 0 701 123,578 124,174 125,458 124,875 3,299 3,882 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,522) 401 0 -304 5,314 1,897 5,411 1,593 -889 2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.5 96.0 96.4 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 24 27 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,049 COMMITMENTS 10,083 0 670 128,202 139,827 138,955 140,497 6,094 4,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 428 0 0 -1,336 124 -908 124 1,063 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.5 88.4 96.4 95.8 96.9 4.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 0 1 23 20 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 112,925 COMMITMENTS 0 0 0 103,381 107,873 103,381 107,873 9,544 5,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 436) 0 0 0 492 399 492 399 -56 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 95.5 91.5 95.5 8.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 19 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 56,207 COMMITMENTS 0 0 0 55,151 55,319 55,151 55,319 1,056 888 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 918 918 918 918 372 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.4 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 15 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 172,287 COMMITMENTS 2,795 1,315 294 161,424 165,221 164,513 166,830 7,774 5,457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,051) 2,697 1,315 -135 3,199 3,786 5,761 4,966 -1,710 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.8 0.2 93.7 95.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 2 23 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 183,136 COMMITMENTS 234 4,288 8,308 162,445 165,055 170,987 177,651 12,149 5,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,542) 154 -1,238 221 -295 1,557 80 540 1,462 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.3 4.5 88.7 90.1 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 4 31 27 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,948 COMMITMENTS 0 0 0 24,268 25,388 24,268 25,388 1,680 560 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,294) 0 0 0 2,108 2,294 2,108 2,294 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 97.8 93.5 97.8 6.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 11 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 243,082 COMMITMENTS 4,982 1,929 1,676 232,121 232,925 238,779 236,530 4,303 6,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,320) 0 310 -91 4,575 3,661 4,484 3,880 -164 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.8 0.7 95.5 95.8 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 2 1 35 35 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 11,931 COMMITMENTS 0 0 0 11,253 11,151 11,253 11,151 678 780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,046) 0 0 0 1,984 2,046 1,984 2,046 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 93.5 94.3 93.5 5.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 114,442 COMMITMENTS 454 0 707 109,017 108,425 110,178 109,132 4,264 5,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,442) 183 0 31 12,268 11,837 12,482 11,868 -40 574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 95.3 94.7 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 1 21 26 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 98,083 COMMITMENTS 0 0 0 93,886 94,227 93,886 94,227 4,197 3,856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,069) 0 0 0 2,672 1,061 2,672 1,061 -1,603 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 96.1 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 21 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,530 COMMITMENTS 1,498 5,456 0 68,738 64,495 70,236 69,951 4,294 4,579 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,481) 0 5,456 0 5,388 25 5,388 5,481 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.3 0.0 92.2 86.5 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 16 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 33,997 COMMITMENTS 352 0 504 29,779 32,561 30,635 33,065 3,362 932 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,512) 352 -504 504 1,426 4,512 2,282 4,512 2,230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.5 87.6 95.8 90.1 97.3 9.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 15 14 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 165,459 COMMITMENTS 2,900 0 0 150,836 161,650 153,736 161,650 11,723 3,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 214) 0 0 0 152 0 152 0 62 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 91.2 97.7 92.9 97.7 7.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 0 25 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 78,946 COMMITMENTS 2,577 0 0 72,732 78,115 75,309 78,115 3,637 831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,688) 1,802 0 0 20,176 13,809 21,978 13,809 -8,290 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 92.1 98.9 95.4 98.9 4.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 0 21 18 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 124,922 COMMITMENTS 3,567 0 0 116,173 119,297 119,740 119,297 5,182 5,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,879) -92 0 0 2,033 747 1,941 747 -62 1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 93.0 95.5 95.9 95.5 4.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 12 17 13 17
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,361,465 COMMITMENTS 337,448 459,381 413,329 536,426 451,063 1287,203 1323,773 74,262 37,692 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,866) -9,029 11,474 4,995 -2,982 -18,550 -7,016 -2,081 -2,850 -7,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 33.7 30.4 39.4 33.1 94.5 97.2 5.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 116 117 142 78 66 284 250
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 416,166 COMMITMENTS 227,086 150,689 51,935 121,878 204,488 400,899 407,112 15,267 9,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,746) 1,572 -235 3,443 -4,718 -1,863 297 1,345 1,449 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 36.2 12.5 29.3 49.1 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 24 15 26 39 38 76 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 145,055 COMMITMENTS 53,430 46,787 22,795 60,123 70,202 136,348 139,784 8,707 5,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,834) 4,230 5,297 1,633 1,991 1,395 7,854 8,325 -20 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 32.3 15.7 41.4 48.4 94.0 96.4 6.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 14 14 25 24 24 49 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB NAT GAS FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,783 COMMITMENTS 5,226 9,747 14,770 27,281 24,004 47,277 48,521 2,506 1,262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 19.6 29.7 54.8 48.2 95.0 97.5 5.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 4 10 10 8 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,924 COMMITMENTS 16,311 12,035 4,357 30,256 34,532 50,924 50,924 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,621) 1,043 -331 37 541 1,915 1,621 1,621 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 23.6 8.6 59.4 67.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 14 5 12 12 12 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,932 COMMITMENTS 8,142 17,488 4,053 46,413 36,527 58,608 58,068 1,324 1,864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,278) 311 1,665 0 979 -396 1,290 1,269 -12 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 29.2 6.8 77.4 60.9 97.8 96.9 2.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 8 7 11 11 19 22
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 44,005 COMMITMENTS 13,952 7,798 7,764 21,175 27,524 42,891 43,086 1,114 919 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,248) -449 264 372 1,372 685 1,295 1,321 -47 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 17.7 17.6 48.1 62.5 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 11 12 10 17 17 35 32
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,715 COMMITMENTS 2,626 1,182 474 1,703 3,702 4,803 5,358 912 357 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) -10 140 -105 245 230 130 265 110 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 20.7 8.3 29.8 64.8 84.0 93.8 16.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 4 7 6 8 16 16
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,052 COMMITMENTS 716 370 291 704 1,188 1,711 1,849 341 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -88) 23 -277 13 -109 254 -73 -10 -15 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 18.0 14.2 34.3 57.9 83.4 90.1 16.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 9 5 3 6 8 16 16
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,479 COMMITMENTS 820 120 70 4,316 5,005 5,206 5,195 273 284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 30 0 0 70 90 100 90 -40 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.2 1.3 78.8 91.3 95.0 94.8 5.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 3 16 16 21 19
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 61,929 COMMITMENTS 10,053 3,971 7,585 43,738 50,018 61,376 61,574 553 355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,556) -257 394 685 3,073 2,434 3,501 3,513 55 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 6.4 12.2 70.6 80.8 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 17 14 16 52 60 79 84
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 482,494 COMMITMENTS 152,617 24,398 68,374 211,555 359,146 432,546 451,918 49,948 30,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,840) 13,699 -2,507 -9,571 -5,347 12,479 -1,219 401 5,059 3,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 5.1 14.2 43.8 74.4 89.6 93.7 10.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 302) 120 44 92 91 90 257 198
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,701 COMMITMENTS 178 472 209 2,819 2,260 3,206 2,941 495 760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71) -5 28 8 89 56 92 92 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 12.8 5.6 76.2 61.1 86.6 79.5 13.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 4 5 19 19 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270 COMMITMENTS 176 46 292 1,470 1,607 1,938 1,945 332 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 69) 0 5 -5 120 111 115 111 -46 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.0 12.9 64.8 70.8 85.4 85.7 14.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 4 17 18 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,443 COMMITMENTS 1,338 895 323 1,692 2,043 3,353 3,261 90 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 39 -10 29 127 146 195 165 -20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 26.0 9.4 49.1 59.3 97.4 94.7 2.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 7 7 18 17 29 27
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,852 COMMITMENTS 98,402 18,047 26,676 109,446 197,090 234,524 241,813 17,328 10,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,789) -3,490 847 -3,961 -6,246 -9,915 -13,697 -13,029 -1,092 -1,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 7.2 10.6 43.5 78.3 93.1 96.0 6.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 143 45 92 64 74 249 184
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,170,356 COMMITMENTS 604,323 46,130 36,615 493,709 1074,932 1134,647 1157,677 35,709 12,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,950) 8,723 7,140 -469 -612 1,279 7,642 7,950 308 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 3.9 3.1 42.2 91.8 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 17 5 14 44 43 64 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,743 COMMITMENTS 15,702 28,652 17,943 139,304 125,677 172,949 172,272 5,794 6,471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) -833 -807 1,563 1,005 1,099 1,735 1,855 -490 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.0 10.0 77.9 70.3 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 9 12 15 29 27 47 45
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,796 COMMITMENTS 2,360 3,960 520 14,756 13,156 17,636 17,636 160 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 0 200 -120 40 -160 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 22.3 2.9 82.9 73.9 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 10 2 6 8 9 19
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,877 COMMITMENTS 1,346 2,282 578 5,898 5,302 7,822 8,162 2,055 1,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 229) -33 402 148 158 -376 273 174 -44 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 23.1 5.9 59.7 53.7 79.2 82.6 20.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 19 19 11 19 13 41 41
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,757 COMMITMENTS 1,520 2,604 196 7,568 6,446 9,284 9,246 1,473 1,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) 561 -420 -315 -266 720 -20 -15 -196 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 24.2 1.8 70.4 59.9 86.3 86.0 13.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 14 10 5 22 9 39 22
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,049,116 COMMITMENTS 395,533 552,485 134,469 1381,987 1183,318 1911,989 1870,272 137,127 178,844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,831) -15,642 7,324 3,213 20,803 14,484 8,374 25,021 8,457 -8,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 27.0 6.6 67.4 57.7 93.3 91.3 6.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 345) 58 84 38 142 144 221 245
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,836,765 COMMITMENTS 681,539 896,019 311,382 2514,311 2028,805 3507,232 3236,206 329,533 600,559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154,968) 22,880 -59,575 104,985 20,675 79,768 148,540 125,178 6,428 29,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 23.4 8.1 65.5 52.9 91.4 84.3 8.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 439) 85 107 78 177 199 303 343
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,612 COMMITMENTS 78,941 76,023 13,118 376,033 318,691 468,092 407,832 103,520 163,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,826) -2,671 7,705 1,840 -5,224 -2,893 -6,055 6,652 14,881 2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 13.3 2.3 65.8 55.8 81.9 71.3 18.1 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 12 12 12 51 58 70 75
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,636,538 COMMITMENTS 636,080 1063,663 159,429 2558,014 1980,909 3353,523 3204,001 283,015 432,537 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 207,325) 7,485 82,561 10,745 181,939 95,285 200,169 188,591 7,156 18,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 29.2 4.4 70.3 54.5 92.2 88.1 7.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 344) 56 77 42 140 175 222 269
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,019,724 COMMITMENTS 299,316 318,541 437,002 1245,087 1205,417 1981,405 1960,960 38,319 58,764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143,044) 36,035 -24,509 48,058 53,394 122,415 137,487 145,964 5,557 -2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 15.8 21.6 61.6 59.7 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166) 35 49 58 66 73 133 153
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,931 COMMITMENTS 529 1,472 305 6,054 5,247 6,888 7,024 1,043 907 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 101) 11 -76 91 -24 49 78 64 23 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 18.6 3.8 76.3 66.2 86.8 88.6 13.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 11 6 19 18 27 30
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,551 COMMITMENTS 11,580 9,912 554 10,261 9,481 22,395 19,947 2,156 4,604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 408) 231 131 39 -122 390 148 560 260 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 40.4 2.3 41.8 38.6 91.2 81.2 8.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 18 24 15 21 20 49 49
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,708 COMMITMENTS 784 2,047 345 5,934 4,513 7,063 6,905 645 803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 282) -60 229 63 255 6 258 298 24 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 26.6 4.5 77.0 58.5 91.6 89.6 8.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 12 8 21 19 31 32
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,857 COMMITMENTS 145 2,866 73 2,562 610 2,780 3,549 1,077 308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -60) 12 19 5 -77 -84 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 74.3 1.9 66.4 15.8 72.1 92.0 27.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 5 3 11 5 16 12
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,165 COMMITMENTS 65,465 48,738 49,513 93,710 93,964 208,688 192,215 18,477 34,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,617) -3,890 -442 -1,280 -2,296 -4,870 -7,466 -6,592 -1,151 -2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 21.5 21.8 41.3 41.4 91.9 84.6 8.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 83 90 110 59 91 213 241
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 374,545 COMMITMENTS 154,727 47,708 52,660 140,215 224,776 347,602 325,144 26,943 49,401 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,395) 10,485 3,780 -622 -2,993 2,896 6,870 6,054 525 1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 12.7 14.1 37.4 60.0 92.8 86.8 7.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 434) 140 88 114 105 167 306 326
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,301 COMMITMENTS 3,956 1,858 465 1,047 3,685 5,468 6,008 1,833 1,293 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -218) -110 -105 -111 -65 -47 -286 -263 68 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 25.4 6.4 14.3 50.5 74.9 82.3 25.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 34 11 8 16 24 55 42
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,667 COMMITMENTS 25,263 13,799 10,020 14,024 14,943 49,307 38,762 8,360 18,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,270) 856 870 958 -329 -740 1,485 1,088 785 1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 23.9 17.4 24.3 25.9 85.5 67.2 14.5 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 224) 61 54 68 36 69 143 166
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,034 COMMITMENTS 1,990 13,738 490 24,978 12,187 27,458 26,415 576 1,619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20) 1 26 -32 7 31 -24 25 4 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 49.0 1.7 89.1 43.5 97.9 94.2 2.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 9 21 11 19 26 38 48
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 59,605 COMMITMENTS 11,809 4,342 171 46,644 54,755 58,624 59,268 981 337 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 19.8 7.3 0.3 78.3 91.9 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 11 7 3 31 27 44 35
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 41,921 COMMITMENTS 3,750 760 1,400 36,709 39,761 41,859 41,921 62 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,029) 0 -65 225 804 869 1,029 1,029 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.8 3.3 87.6 94.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 4 6 23 20 32 29
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 26,187 COMMITMENTS 1,300 1,685 1,275 23,612 23,227 26,187 26,187 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -25 100 50 -125 -250 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 6.4 4.9 90.2 88.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 4 20 18 25 22
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,687 COMMITMENTS 8,271 18,266 6,827 161,217 151,492 176,315 176,585 372 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 557) -28 -245 5 585 797 562 557 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.3 3.9 91.2 85.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 7 5 39 35 46 44
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,388 COMMITMENTS 3,071 9,950 1,261 54,931 47,872 59,263 59,083 125 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 307) 196 666 86 -100 -630 182 122 125 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 16.8 2.1 92.5 80.6 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 6 6 16 19 25 30
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,690 COMMITMENTS 0 850 0 37,690 36,840 37,690 37,690 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 -50 0 -50 0 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 **** 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 9 12 9 14
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 53,571 COMMITMENTS 1,575 5,015 860 51,001 47,559 53,436 53,434 135 137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -100 0 100 555 455 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 9.4 1.6 95.2 88.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 5 3 29 26 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 67,115 COMMITMENTS 2,086 2,840 1,330 63,485 62,944 66,901 67,114 214 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,712) -129 415 700 3,140 2,792 3,711 3,907 1 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.2 2.0 94.6 93.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 6 5 33 30 41 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 75,628 COMMITMENTS 590 990 890 74,008 73,388 75,488 75,268 140 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,526) -640 -110 450 2,716 2,186 2,526 2,526 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.3 1.2 97.9 97.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 3 23 24 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 104,287 COMMITMENTS 1,809 220 810 101,668 103,112 104,287 104,142 0 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,684) -171 -380 230 2,625 2,834 2,684 2,684 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.2 0.8 97.5 98.9 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 1 2 26 26 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,768 COMMITMENTS 315 0 0 29,448 29,533 29,763 29,533 5 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -435) 0 0 0 -435 -445 -435 -445 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.9 99.2 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 0 24 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 34,370 COMMITMENTS 400 410 70 33,840 33,885 34,310 34,365 60 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -475) 0 0 0 -475 -475 -475 -475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.2 0.2 98.5 98.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 23 16 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 27,878 COMMITMENTS 10,496 806 2,478 14,506 24,293 27,480 27,577 398 301 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,209) 794 -89 -144 560 1,421 1,210 1,188 -1 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 2.9 8.9 52.0 87.1 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 10 3 5 21 23 32 30
CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,611 COMMITMENTS 25 175 0 37,571 37,336 37,596 37,511 15 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 0 0 0 345 345 345 345 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 99.9 99.3 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 0 27 23 28 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 43,577 COMMITMENTS 659 2,095 266 41,662 41,151 42,587 43,512 990 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 259 600 -59 -129 -480 71 61 45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.8 0.6 95.6 94.4 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 3 25 20 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,137 COMMITMENTS 2,579 0 1 40,322 42,976 42,902 42,977 235 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,318) 1,314 0 1 18 1,317 1,333 1,318 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.5 99.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 1 22 16 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,668 COMMITMENTS 2,155 1,600 0 46,513 46,918 48,668 48,518 0 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 600 0 0 40 640 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.3 0.0 95.6 96.4 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 0 24 19 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 79,279 COMMITMENTS 0 1,507 736 78,328 76,840 79,064 79,083 215 196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 6 45 310 314 355 365 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.9 98.8 96.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 1 28 26 29 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 110,924 COMMITMENTS 1,470 7,711 720 108,390 102,218 110,580 110,649 344 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,548) -75 1,221 -145 1,813 477 1,593 1,553 -45 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.0 0.6 97.7 92.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 10 6 29 27 38 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 34,415 COMMITMENTS 500 225 275 33,618 33,915 34,393 34,415 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 100 50 100 320 370 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.7 0.8 97.7 98.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 12 13 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 33,665 COMMITMENTS 1,790 1,975 1,340 30,280 30,185 33,410 33,500 255 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -605) -600 0 600 -605 -1,195 -605 -595 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.9 4.0 89.9 89.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 20 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 38,469 COMMITMENTS 6,565 1,200 1,360 30,079 35,894 38,004 38,454 465 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) -50 0 625 445 415 1,020 1,040 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 3.1 3.5 78.2 93.3 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 4 25 21 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,728 COMMITMENTS 96 2,689 71 43,439 40,441 43,606 43,201 122 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 0 -6 6 198 -141 204 -141 50 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 0.2 99.3 92.5 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 2 17 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,718 COMMITMENTS 50 2,225 0 37,658 35,423 37,708 37,648 10 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,982) 0 0 0 1,982 1,982 1,982 1,982 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.9 0.0 99.8 93.9 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 15 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,552 COMMITMENTS 2,350 1,500 60 27,635 28,992 30,045 30,552 507 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 241) -25 0 0 446 241 421 241 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 4.9 0.2 90.5 94.9 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 2 24 20 30 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,817 COMMITMENTS 965 210 320 20,960 22,172 22,245 22,702 572 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) -15 0 0 20 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.9 1.4 91.9 97.2 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 1 16 17 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,442 COMMITMENTS 718 6,393 416 49,133 43,633 50,267 50,442 175 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) -25 -120 26 64 159 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 12.7 0.8 97.4 86.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 5 2 27 23 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,957 COMMITMENTS 135 2,458 542 38,000 35,937 38,677 38,937 280 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,633) 0 -25 -75 1,688 1,733 1,613 1,633 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.3 1.4 97.5 92.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 2 23 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,349 COMMITMENTS 0 875 0 21,179 20,474 21,179 21,349 170 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 99.2 95.9 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 12 17 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,725 COMMITMENTS 1,370 0 0 11,335 12,715 12,705 12,715 20 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 10 0 0 -35 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 0.0 89.1 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 0 0 19 12 23 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,790 COMMITMENTS 1,030 0 0 11,620 12,780 12,650 12,780 140 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 0 0 0 -35 -25 -35 -25 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 90.9 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 19 12 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,790 COMMITMENTS 340 0 0 18,230 18,210 18,570 18,210 220 580 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.0 96.9 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 11 11 12 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,915 COMMITMENTS 150 480 75 21,507 21,360 21,732 21,915 183 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.2 0.3 98.1 97.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 1 19 15 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,125 COMMITMENTS 150 280 75 19,622 19,770 19,847 20,125 278 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.4 0.4 97.5 98.2 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 16 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,570 COMMITMENTS 660 50 0 5,900 6,455 6,560 6,505 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.8 0.0 89.8 98.2 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 16 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 5,815 COMMITMENTS 0 50 0 5,805 5,700 5,805 5,750 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.8 98.0 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 14 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,969 COMMITMENTS 372 3,010 0 24,197 21,914 24,569 24,924 400 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22) 0 0 0 22 22 22 22 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.1 0.0 96.9 87.8 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,432 COMMITMENTS 372 2,960 45 24,666 22,382 25,083 25,387 349 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 0 0 0 52 52 52 52 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.6 0.2 97.0 88.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 18 19 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 119,088 COMMITMENTS 3,772 880 3,043 111,915 114,990 118,730 118,913 358 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 825) 225 -400 310 210 840 745 750 80 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.7 2.6 94.0 96.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 5 6 7 32 35 40 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 131,908 COMMITMENTS 4,287 3,846 1,931 125,360 126,046 131,578 131,823 330 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 733) 180 395 -437 915 700 658 658 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.9 1.5 95.0 95.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 8 8 7 36 34 47 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 256,854 COMMITMENTS 30,179 13,483 13,974 212,180 229,207 256,333 256,664 521 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,050) -763 905 437 -892 -2,512 -1,218 -1,170 168 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 5.2 5.4 82.6 89.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 21 16 23 45 46 77 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,049 COMMITMENTS 3,553 325 120 32,060 35,559 35,733 36,004 316 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 400 50 -420 265 615 245 245 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.9 0.3 88.9 98.6 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 3 1 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,732 COMMITMENTS 2,418 200 860 30,138 32,627 33,416 33,687 316 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -450 -50 400 -185 -585 -235 -235 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.6 2.5 89.3 96.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 2 22 14 28 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,640 COMMITMENTS 600 0 0 12,040 12,640 12,640 12,640 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 95.3 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 9 16 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,400 COMMITMENTS 600 0 0 11,800 12,400 12,400 12,400 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 95.2 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 9 16 9
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 134,394 COMMITMENTS 20,931 9,240 836 112,627 124,318 134,394 134,394 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 6.9 0.6 83.8 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 1 14 13 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,212 COMMITMENTS 735 4,050 100 27,392 24,177 28,227 28,327 3,985 3,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 12.6 0.3 85.0 75.1 87.6 87.9 12.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 13 16 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,080 COMMITMENTS 735 4,050 100 26,021 22,686 26,856 26,836 3,224 3,244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.5 0.3 86.5 75.4 89.3 89.2 10.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 1 12 16 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,515 COMMITMENTS 0 11,050 15 23,885 12,995 23,900 24,060 2,615 2,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,080) 0 50 0 940 890 940 940 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.7 0.1 90.1 49.0 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 6 1 20 13 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,675 COMMITMENTS 0 10,525 15 24,180 13,815 24,195 24,355 2,480 2,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.5 0.1 90.6 51.8 90.7 91.3 9.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 1 20 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,610 COMMITMENTS 400 480 400 31,595 31,535 32,395 32,415 4,215 4,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 1.1 86.3 86.1 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 4 15 12 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 625 505 250 30,025 30,185 30,900 30,940 3,530 3,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.5 0.7 87.2 87.7 89.7 89.9 10.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 2 3 14 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,250 COMMITMENTS 0 4,895 25 16,295 11,740 16,320 16,660 1,930 1,590 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.8 0.1 89.3 64.3 89.4 91.3 10.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 1 17 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,625 COMMITMENTS 0 4,335 25 15,245 11,250 15,270 15,610 2,355 2,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.6 0.1 86.5 63.8 86.6 88.6 13.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 1 17 11 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,025 COMMITMENTS 350 405 280 18,025 18,735 18,655 19,420 3,370 2,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.8 1.3 81.8 85.1 84.7 88.2 15.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 3 16 12 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,035 COMMITMENTS 340 455 200 16,100 17,000 16,640 17,655 3,395 2,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 1.0 80.4 84.9 83.1 88.1 16.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 3 16 10 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,860 COMMITMENTS 11,945 350 390 27,805 39,420 40,140 40,160 1,720 1,700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) -495 0 390 905 410 800 800 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.8 0.9 66.4 94.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 1 2 18 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,860 COMMITMENTS 10,210 350 275 24,430 34,310 34,915 34,935 1,945 1,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) -845 0 200 1,100 255 455 455 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 0.9 0.7 66.3 93.1 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 2 18 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 99,055 COMMITMENTS 11,775 2,320 2,700 77,080 86,505 91,555 91,525 7,500 7,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 680 135 220 825 1,370 1,725 1,725 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.3 2.7 77.8 87.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 2 3 23 27 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,335 COMMITMENTS 11,725 2,320 2,055 68,355 77,730 82,135 82,105 9,200 9,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,220) 990 145 35 360 1,205 1,385 1,385 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.5 2.2 74.8 85.1 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 2 3 20 26 25 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,495 COMMITMENTS 600 3,600 175 17,555 14,735 18,330 18,510 2,165 1,985 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) -100 1,700 100 2,855 1,055 2,855 2,855 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.6 0.9 85.7 71.9 89.4 90.3 10.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,780 COMMITMENTS 1,575 175 0 14,270 15,885 15,845 16,060 935 720 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 9.4 1.0 0.0 85.0 94.7 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 15 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,675 COMMITMENTS 0 1,625 925 38,980 37,355 39,905 39,905 7,770 7,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -220) 0 -1,200 0 -280 920 -280 -280 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 1.9 81.8 78.4 83.7 83.7 16.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 2 18 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,860 COMMITMENTS 1,675 600 25 20,720 21,915 22,420 22,540 9,440 9,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,450) 1,200 0 -300 390 1,590 1,290 1,290 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.9 0.1 65.0 68.8 70.4 70.7 29.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 1 17 22 19 24
CFTC# 66413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,685 COMMITMENTS 211 433 440 3,221 3,157 3,872 4,030 813 655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 9.2 9.4 68.8 67.4 82.6 86.0 17.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 5 8 17 17 25 27
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 45,765 COMMITMENTS 3,085 605 71 38,093 40,735 41,249 41,411 4,516 4,354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.3 0.2 83.2 89.0 90.1 90.5 9.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 2 2 21 24 28 27
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,582 COMMITMENTS 1,210 225 40 10,262 10,402 11,512 10,667 3,070 3,915 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 8.3 1.5 0.3 70.4 71.3 78.9 73.2 21.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 1 2 11 18 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 12,460 COMMITMENTS 705 285 331 9,754 9,888 10,790 10,504 1,670 1,956 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 5.7 2.3 2.7 78.3 79.4 86.6 84.3 13.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 4 3 21 23 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,633 COMMITMENTS 615 776 88 12,710 11,187 13,413 12,051 1,220 2,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.3 0.6 86.9 76.5 91.7 82.4 8.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 3 1 14 21 19 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 78,840 COMMITMENTS 5,622 3,899 3,565 60,994 63,885 70,181 71,349 8,659 7,491 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 7.1 4.9 4.5 77.4 81.0 89.0 90.5 11.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 12 12 17 50 50 70 71
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,936 COMMITMENTS 1,170 270 169 2,053 3,014 3,392 3,453 544 483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 192) 107 -23 43 66 170 216 190 -24 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 6.9 4.3 52.2 76.6 86.2 87.7 13.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 3 7 23 24 32 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,699 COMMITMENTS 290 4,431 55 30,189 26,127 30,534 30,613 165 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 0 0 0 940 940 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.4 0.2 98.3 85.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 1 16 24 18 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,864 COMMITMENTS 10,657 4,385 6,525 91,795 98,776 108,977 109,686 887 178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,664) -108 150 493 3,083 3,031 3,468 3,674 196 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.0 5.9 83.6 89.9 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 22 16 21 68 61 97 91 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,469 COMMITMENTS 8,863 2,661 243 40,363 45,943 49,469 48,847 0 622 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -548) 0 75 0 -548 -623 -548 -548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.4 0.5 81.6 92.9 **** 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 7 3 27 32 35 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,653 COMMITMENTS 2,661 549 422 26,096 27,966 29,179 28,937 474 716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 882) 136 -5 8 753 869 897 872 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.9 1.4 88.0 94.3 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 11 7 9 33 41 45 56 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,627 COMMITMENTS 2,322 713 16 15,694 17,219 18,032 17,948 595 679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,471) -277 0 8 1,555 1,453 1,286 1,461 185 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 3.8 0.1 84.3 92.4 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 1 19 24 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,111 COMMITMENTS 2,285 4,276 746 13,763 11,795 16,794 16,817 317 294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) 115 120 -83 260 260 292 297 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 25.0 4.4 80.4 68.9 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 7 6 30 21 41 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,080 COMMITMENTS 105 392 170 1,805 1,465 2,080 2,027 0 53 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) -50 110 75 160 0 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 18.8 8.2 86.8 70.4 **** 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 2 11 17 15 21
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 537,206 COMMITMENTS 127,277 43,039 131,496 262,140 352,867 520,913 527,402 16,293 9,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42,536) 5,562 -8,768 -16,703 -15,453 -1,348 -26,594 -26,819 -15,942 -15,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 8.0 24.5 48.8 65.7 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 38 38 63 62 65 135 134
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 42,675 COMMITMENTS 775 0 135 34,225 34,890 35,135 35,025 7,540 7,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.3 80.2 81.8 82.3 82.1 17.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 1 17 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 12,990 COMMITMENTS 620 1,175 460 8,830 10,935 9,910 12,570 3,080 420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 9.0 3.5 68.0 84.2 76.3 96.8 23.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 3 16 14 19 18
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,431,805 COMMITMENTS 804,138 114,772 860,794 666,886 1382,974 2331,818 2358,540 99,987 73,265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98,799) -33,318 -10,423 -29,048 -24,669 -44,494 -87,035 -83,965 -11,764 -14,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 4.7 35.4 27.4 56.9 95.9 97.0 4.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 403) 171 94 174 94 111 351 311
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,937 COMMITMENTS 66,961 25,638 557 67,900 77,353 135,418 103,548 24,519 56,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,209) 1,023 1,247 0 -42 1,957 981 3,204 1,228 -995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 16.0 0.3 42.5 48.4 84.7 64.7 15.3 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 3 3 13 16 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,005 COMMITMENTS 59,062 105,082 62,828 76,171 38,798 198,061 206,708 13,944 5,297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,688) -303 -3,540 2,069 2,636 5,848 4,402 4,377 -714 -689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 49.6 29.6 35.9 18.3 93.4 97.5 6.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 22 22 29 22 23 58 60
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,680 COMMITMENTS 152 11,900 390 90,888 92,855 91,430 105,145 18,250 4,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,415) 0 300 0 -4,650 -540 -4,650 -240 3,235 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.8 0.4 82.9 84.7 83.4 95.9 16.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 17 15 18 18
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 22,872 COMMITMENTS 5,382 745 383 16,837 21,672 22,602 22,800 270 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,578) -287 -125 0 -3,193 -3,453 -3,480 -3,578 -98 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 3.3 1.7 73.6 94.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 2 2 17 21 24 24
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 259,703 COMMITMENTS 79,046 52,355 39,864 125,241 159,077 244,151 251,296 15,552 8,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,245) 3,646 -5,178 3,808 -1,167 7,331 6,287 5,961 -1,042 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 20.2 15.3 48.2 61.3 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 96 57 65 61 48 190 143
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,036 COMMITMENTS 19,325 2,694 1,914 6,008 23,517 27,247 28,125 1,789 911 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 398) 371 -369 60 -15 862 416 553 -18 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 9.3 6.6 20.7 81.0 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 164) 83 28 16 29 34 121 72
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 85,249 COMMITMENTS 61,146 19,393 2,485 13,752 61,119 77,383 82,997 7,866 2,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,123) 2,881 -501 -276 -1,122 1,834 1,483 1,057 -360 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 22.7 2.9 16.1 71.7 90.8 97.4 9.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 144 44 23 27 38 185 96
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 870,968 COMMITMENTS 194,043 283,457 130,897 470,620 382,877 795,560 797,231 75,408 73,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,512) -2,071 612 42 -19,293 -20,851 -21,322 -20,197 -1,190 -2,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 32.5 15.0 54.0 44.0 91.3 91.5 8.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 70 74 78 81 76 192 193
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,558 COMMITMENTS 51,788 98,565 37,436 116,333 77,479 205,557 213,480 17,001 9,078 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,941) 3,532 13,111 -7,584 -7,042 -15,500 -11,094 -9,973 2,153 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 44.3 16.8 52.3 34.8 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 473) 151 146 95 142 106 344 310
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 203,629 COMMITMENTS 63,200 57,880 26,167 86,061 105,506 175,428 189,553 28,201 14,076 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,573) -1,616 1,775 5,228 6,035 3,532 9,647 10,535 -74 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 28.4 12.9 42.3 51.8 86.2 93.1 13.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 215) 92 62 48 45 39 163 129
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 256,420 COMMITMENTS 113,187 65,886 47,977 75,737 130,427 236,901 244,290 19,519 12,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 712) 465 -2,088 -3,762 2,274 8,096 -1,023 2,246 1,735 -1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 25.7 18.7 29.5 50.9 92.4 95.3 7.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 126 77 93 51 57 238 187
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 528,154 COMMITMENTS 257,205 66,283 67,636 154,913 369,791 479,754 503,710 48,400 24,444 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,409) 5,345 -9,971 3,394 4,066 24,408 12,805 17,831 3,604 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 12.5 12.8 29.3 70.0 90.8 95.4 9.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 335) 178 77 75 46 58 262 177
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,016 COMMITMENTS 17,568 142 11 29,842 47,940 47,421 48,093 1,595 923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -406) -808 -444 11 442 5 -355 -428 -51 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 0.3 0.0 60.9 97.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 16 1 1 6 7 22 9
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,832 COMMITMENTS 49,373 26,246 4,592 52,401 95,370 106,366 126,208 38,466 18,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,430) -13,162 -3,760 867 68 -7,207 -12,227 -10,100 1,797 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 18.1 3.2 36.2 65.8 73.4 87.1 26.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 29 22 14 27 25 64 53
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,137 COMMITMENTS 17,063 32,851 1,233 37,672 22,105 55,968 56,189 13,169 12,948 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,514) -700 -4,837 143 -4,276 -1,060 -4,833 -5,754 -681 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 47.5 1.8 54.5 32.0 81.0 81.3 19.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 15 3 11 12 23 29
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,447 COMMITMENTS 127,065 32,244 638 61,812 159,534 189,515 192,416 6,932 4,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) 4,303 6,260 -51 -4,832 -6,215 -580 -6 510 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 16.4 0.3 31.5 81.2 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 64 42 3 12 19 77 63
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,118 COMMITMENTS 57,953 50,150 5,778 87,531 109,673 151,262 165,601 36,856 22,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,208) -6,211 926 -903 1,951 -6,322 -5,163 -6,299 -45 1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 26.7 3.1 46.5 58.3 80.4 88.0 19.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 38 27 17 31 33 78 70
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 271,271 COMMITMENTS 45,634 153,972 4,348 184,131 86,808 234,113 245,128 37,158 26,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,101) 3,335 -3,836 1,249 3,624 13,462 8,208 10,875 2,893 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 56.8 1.6 67.9 32.0 86.3 90.4 13.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 39 32 21 39 33 88 76
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,428 COMMITMENTS 23,765 25,802 4,028 4,936 6,094 32,729 35,924 6,699 3,504 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -994) -352 -1,168 293 -719 239 -778 -636 -216 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 65.4 10.2 12.5 15.5 83.0 91.1 17.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 138) 69 56 13 7 8 83 71
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 567,534 COMMITMENTS 229,273 103,147 13,231 237,072 405,640 479,576 522,018 87,958 45,516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,301) -1,512 -349 -292 1,416 -5,999 -388 -6,640 3,689 9,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 18.2 2.3 41.8 71.5 84.5 92.0 15.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 116 47 50 74 58 200 146
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,697 COMMITMENTS 17,871 15,453 122 15,923 19,378 33,916 34,953 1,781 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,126) 204 8,114 -9 7,564 73 7,759 8,178 367 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 43.3 0.3 44.6 54.3 95.0 97.9 5.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 6 4 5 5 21 14
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 432,343 COMMITMENTS 158,464 79,232 71,475 178,260 263,457 408,199 414,164 24,144 18,179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,776) -8,083 -880 -361 8,117 -203 -327 -1,444 -1,449 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 18.3 16.5 41.2 60.9 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 100 53 108 93 103 242 229
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,165 COMMITMENTS 3,195 950 664 3,994 6,470 7,853 8,084 3,312 3,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 250 0 258 0 258 250 42 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 8.5 5.9 35.8 57.9 70.3 72.4 29.7 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 2 5 9 11 14 18
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 16,483 COMMITMENTS 1,861 0 1,649 12,402 13,909 15,912 15,558 571 925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) -150 0 275 55 -145 180 130 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.0 10.0 75.2 84.4 96.5 94.4 3.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,017 COMMITMENTS 0 700 600 18,140 17,695 18,740 18,995 1,277 1,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,807) 0 0 0 1,657 1,857 1,657 1,857 150 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 3.0 90.6 88.4 93.6 94.9 6.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 17 19 18 20
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,483 COMMITMENTS 29,422 28,478 319 19,901 21,246 49,642 50,043 4,841 4,440 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 744) 774 2,050 86 -275 -1,636 585 500 159 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 52.3 0.6 36.5 39.0 91.1 91.9 8.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 39 19 5 10 13 51 36
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 425,271 COMMITMENTS 161,116 101,566 98,057 136,241 194,733 395,414 394,356 29,857 30,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -84,187) -26,092 -11,079 -43,597 -13,478 -28,945 -83,167 -83,621 -1,020 -566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 23.9 23.1 32.0 45.8 93.0 92.7 7.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231) 110 64 99 37 32 193 163
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,661 COMMITMENTS 10,022 1,978 2,911 203 8,975 13,136 13,864 1,525 797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) -363 -294 666 0 74 303 446 6 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 13.5 19.9 1.4 61.2 89.6 94.6 10.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 12 6 2 1 6 14 13
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 58,963 COMMITMENTS 23,250 13,677 968 25,572 36,791 49,790 51,436 9,173 7,527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,121) -2,444 -1,360 -33 -1,999 -3,416 -4,475 -4,809 354 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 23.2 1.6 43.4 62.4 84.4 87.2 15.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 40 14 7 31 26 73 45
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 117,925 COMMITMENTS 46,500 27,354 1,936 51,144 73,582 99,580 102,872 18,345 15,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,242) -4,887 -2,720 -66 -3,997 -6,831 -8,950 -9,617 708 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 23.2 1.6 43.4 62.4 84.4 87.2 15.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 40 14 7 31 26 73 45
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 911,935 4562,507 3253,275 ******** 6871,457 ******** ******** 775,2151585,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 831,270) -42,945 202,642 287,885 384,675 141,763 629,615 632,290 201,655 198,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 28.0 20.0 69.6 42.2 95.2 90.3 4.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 42 111 128 110 124 245 292
CFTC# 1330 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 6,050 COMMITMENTS 3,630 5,238 8 0 0 3,638 5,246 2,412 804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 865 598 -162 0 0 703 436 -357 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 86.6 0.1 0.0 0.0 60.1 86.7 39.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 29 18 2 0 0 31 18
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 743,270 COMMITMENTS 109,413 97,005 28,512 523,120 542,857 661,045 668,374 82,225 74,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,713) -9,228 2,895 -8,277 20,922 6,130 3,418 748 -6,131 -3,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 13.1 3.8 70.4 73.0 88.9 89.9 11.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 606) 141 123 83 233 256 410 429
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,811 COMMITMENTS 5,032 15,290 1,000 53,920 40,095 59,952 56,385 17,859 21,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) -1,105 -2,116 0 871 8,781 -234 6,665 404 -6,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 19.7 1.3 69.3 51.5 77.0 72.5 23.0 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 7 11 1 20 25 28 37
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,637 COMMITMENTS 0 1,523 0 21,015 20,445 21,015 21,968 1,622 669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,820) -226 -97 0 -1,612 -1,857 -1,838 -1,954 18 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 92.8 90.3 92.8 97.0 7.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 9 12 9 14
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: 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: 14,388 COMMITMENTS 2,017 0 0 10,046 13,786 12,063 13,786 2,325 602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 250 0 0 13 244 263 244 -9 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 0.0 69.8 95.8 83.8 95.8 16.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 11 9 15 9
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,297 COMMITMENTS 567,125 453,794 92,342 2345,998 2513,809 3005,465 3059,945 321,832 267,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,416) -56,149 9,520 -25,849 100,256 -13,256 18,258 -29,585 -32,674 15,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 13.6 2.8 70.5 75.6 90.3 92.0 9.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 600) 142 122 77 227 251 401 418 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: 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: 29,745 COMMITMENTS 13,236 0 0 13,375 29,285 26,611 29,285 3,134 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 298) 1,183 0 0 -619 220 564 220 -266 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 0.0 0.0 45.0 98.5 89.5 98.5 10.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 10 0 0 9 12 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,032 COMMITMENTS 2,557 1,126 0 10,046 12,266 12,603 13,392 1,429 640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 8.0 0.0 71.6 87.4 89.8 95.4 10.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 0 9 11 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: 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: 24,420 COMMITMENTS 0 1,742 0 23,636 21,584 23,636 23,326 784 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,151) 0 -300 0 -74 -2,098 -74 -2,398 -2,077 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 96.8 88.4 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 10 10 10 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 32,458 COMMITMENTS 14,597 1,528 765 16,989 30,076 32,351 32,369 107 89 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,030) 233 -1,340 325 455 2,191 1,013 1,176 17 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 4.7 2.4 52.3 92.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 9 5 5 12 17 24 24
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,209 COMMITMENTS 5,399 5,881 1,708 4,926 4,589 12,033 12,178 176 31 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -199) 312 18 -497 -36 270 -221 -209 22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 48.2 14.0 40.3 37.6 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 3 4 10 7 22 12
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,409 COMMITMENTS 4,964 4,431 2,728 2,327 2,388 10,019 9,547 390 862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) 70 50 -10 0 0 60 40 -19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 42.6 26.2 22.4 22.9 96.3 91.7 3.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 9 8 5 5 16 19
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,459 COMMITMENTS 12,598 14,256 742 27,134 24,424 40,474 39,423 5,984 7,036 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 453) -1,084 -1,508 -453 1,866 1,013 329 -949 124 1,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 30.7 1.6 58.4 52.6 87.1 84.9 12.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 248) 64 62 23 73 75 146 151
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,293 COMMITMENTS 62,989 71,282 3,712 135,670 122,119 202,371 197,113 29,922 35,180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,265) -5,419 -7,542 -2,264 9,328 5,063 1,645 -4,743 620 7,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 30.7 1.6 58.4 52.6 87.1 84.9 12.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 248) 64 62 23 73 75 146 151
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 49,107 COMMITMENTS 31,980 48,843 251 16,593 0 48,824 49,094 283 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,065) 1,777 2,072 0 240 0 2,017 2,072 48 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 99.5 0.5 33.8 0.0 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 34 9 2 3 0 38 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,159 COMMITMENTS 47,170 35,295 2,433 32,814 50,246 82,417 87,974 28,742 23,185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,808) -2,038 -4,832 -462 -151 1,283 -2,651 -4,011 -157 1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 31.8 2.2 29.5 45.2 74.1 79.1 25.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 29 17 13 25 22 59 47
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 528,216 COMMITMENTS 102,808 111,474 7,615 401,415 394,390 511,838 513,479 16,378 14,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,172) -6,693 -6,795 -404 -7,888 -8,295 -14,985 -15,494 -187 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 21.1 1.4 76.0 74.7 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 53 51 24 111 108 174 173
CFTC#239744 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,303 COMMITMENTS 2,650 206 0 9,360 12,310 12,010 12,516 1,293 787 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 19.9 1.5 0.0 70.4 92.5 90.3 94.1 9.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 1 0 8 7 12 8
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,512 COMMITMENTS 3,550 3,182 1 15,204 16,668 18,755 19,851 4,757 3,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 522) 719 774 -12 180 470 887 1,232 -365 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 13.5 0.0 64.7 70.9 79.8 84.4 20.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 10 6 1 17 17 28 23
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,484 COMMITMENTS 25,295 18,159 12 23,117 35,066 48,424 53,237 8,060 3,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,747) 2,610 426 -61 -877 1,382 1,672 1,747 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 32.1 0.0 40.9 62.1 85.7 94.3 14.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 7 1 18 9 38 17
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,171 COMMITMENTS 27,101 13,649 1,896 46,473 30,856 75,470 46,401 9,701 38,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,025) 1,206 1,696 -265 2,901 675 3,842 2,106 -817 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 16.0 2.2 54.6 36.2 88.6 54.5 11.4 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 28 13 5 32 26 63 41
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 268,676 COMMITMENTS 42,400 14,010 1,743 214,894 247,929 259,037 263,682 9,639 4,994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,309) -2,189 5,660 -324 -4,012 -11,825 -6,525 -6,489 216 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 5.2 0.6 80.0 92.3 96.4 98.1 3.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 29 14 6 77 55 107 74
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,040,289 COMMITMENTS 292,069 106,858 23,864 695,778 898,330 1011,711 1029,052 28,578 11,237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,564) -5,028 -10,374 201 5,347 10,147 520 -26 -2,084 -1,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 10.3 2.3 66.9 86.4 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 388) 144 41 29 166 94 320 154
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,641 COMMITMENTS 10,411 7,330 101 21,109 24,078 31,621 31,509 20 132 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,250) 41 575 3 1,234 647 1,278 1,225 -28 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 23.2 0.3 66.7 76.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 15 1 7 20 13 36
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,602 COMMITMENTS 23,630 5,783 0 2,943 20,772 26,573 26,555 29 47 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 955) 878 53 -6 104 898 976 945 -21 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.8 21.7 0.0 11.1 78.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 12 0 4 14 7 26
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,425 COMMITMENTS 12,559 6,648 48 8,037 24,548 20,644 31,244 14,781 4,181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4) 699 -294 -2 -301 300 396 4 -400 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 18.8 0.1 22.7 69.3 58.3 88.2 41.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 6 3 9 9 20 16
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 75,510 COMMITMENTS 13,817 2,502 661 49,960 68,088 64,438 71,251 11,072 4,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -925) -1,589 720 209 1,177 -2,254 -203 -1,325 -722 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 3.3 0.9 66.2 90.2 85.3 94.4 14.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 11 5 4 46 30 57 39
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,953 COMMITMENTS 12,356 4,648 717 5,315 16,149 18,388 21,514 7,565 4,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -103) 1,585 -1,836 358 -1,837 1,034 106 -444 -209 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 17.9 2.8 20.5 62.2 70.9 82.9 29.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 5 4 8 7 16 15
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: 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: 105,341 COMMITMENTS 23,373 2,940 24,066 57,647 78,114 105,086 105,120 255 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,837) 2,277 0 188 357 2,629 2,822 2,817 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 2.8 22.8 54.7 74.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 10 1 1 15 16 25 18
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,212 COMMITMENTS 4,170 801 152 25,804 29,259 30,126 30,212 86 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,873) 250 400 -18 1,641 1,491 1,873 1,873 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 2.7 0.5 85.4 96.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 2 2 26 14 33 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,880 COMMITMENTS 980 1,123 600 8,300 8,157 9,880 9,880 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 11.4 6.1 84.0 82.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 2 4 10 9 17 14
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,654 COMMITMENTS 527 1,945 617 10,868 9,664 12,012 12,226 642 428 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 322) 86 243 23 144 56 253 322 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 15.4 4.9 85.9 76.4 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 5 7 19 19 26 28
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,136 COMMITMENTS 1,449 5,617 2,093 10,272 6,260 13,814 13,970 322 166 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) -3 202 218 311 40 526 460 -66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 39.7 14.8 72.7 44.3 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 12 14 26 25 42 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,565 COMMITMENTS 471 1,119 358 1,386 908 2,215 2,385 350 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 99) 0 70 29 70 0 99 99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 43.6 14.0 54.0 35.4 86.4 93.0 13.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 6 4 17 11 26 20
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,117 COMMITMENTS 9,464 1,009 2,925 10,964 19,983 23,353 23,917 3,764 3,200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 123) 643 13 -238 -120 265 285 40 -162 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 3.7 10.8 40.4 73.7 86.1 88.2 13.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 4 17 18 23 22