CFTC Commitments of Traders

Futures Only 11/18/17


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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:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,679 COMMITMENTS 166,919 233,690 129,534 220,147 150,535 516,600 513,759 44,079 46,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,799) 2,721 -9,554 1,479 -11,861 131 -7,661 -7,944 -1,138 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 41.7 23.1 39.3 26.8 92.1 91.6 7.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 438) 137 140 140 100 108 319 330
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,282 COMMITMENTS 104,401 99,854 50,414 138,978 142,924 293,793 293,192 23,489 24,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,756) 1,307 -8,888 -7,711 -3,071 8,000 -9,475 -8,599 -4,281 -5,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 31.5 15.9 43.8 45.0 92.6 92.4 7.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 81 69 78 99 82 217 202
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 79,952 COMMITMENTS 16,828 9,829 6,775 41,915 51,113 65,518 67,717 14,434 12,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,965) 1,857 245 -257 -2,955 -1,072 -1,355 -1,084 -610 -881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 12.3 8.5 52.4 63.9 81.9 84.7 18.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 34 13 19 57 49 98 77
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,702,668 COMMITMENTS 411,670 536,783 269,798 814,379 692,765 1495,847 1499,346 206,821 203,322 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79,013) 19,631 57,744 -14,468 68,658 21,899 73,821 65,175 5,192 13,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 31.5 15.8 47.8 40.7 87.9 88.1 12.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 791) 192 183 185 318 316 607 605
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,215 COMMITMENTS 3,338 607 565 2,092 5,905 5,995 7,077 2,220 1,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 331) 266 -18 -94 239 214 411 102 -80 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 7.4 6.9 25.5 71.9 73.0 86.1 27.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 17 6 6 10 13 31 22
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 711,001 COMMITMENTS 173,060 121,173 121,829 367,849 382,545 662,738 625,547 48,263 85,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,487) 3,211 22,138 6,690 17,000 -5,779 26,901 23,049 -3,414 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 17.0 17.1 51.7 53.8 93.2 88.0 6.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 582) 137 152 179 162 208 413 464
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,565 COMMITMENTS 390 125 0 6,170 6,436 6,560 6,561 5 4 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 2 0 2 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.9 0.0 94.0 98.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 0 6 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,884 COMMITMENTS 13,715 22,853 20 34,149 25,011 47,884 47,884 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 28.6 47.7 0.0 71.3 52.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 10 2 10 6 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 56,822 COMMITMENTS 5,587 6,018 3,316 47,888 47,488 56,791 56,822 31 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,834) 120 -134 2,595 114 373 2,829 2,834 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 10.6 5.8 84.3 83.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 9 9 5 14 13 27 23
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,249 COMMITMENTS 2,639 886 0 31,605 33,363 34,244 34,249 5 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -500 0 0 0 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.6 0.0 92.3 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 0 9 9 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,495 COMMITMENTS 2,265 225 1,250 30,980 33,020 34,495 34,495 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 850) -100 75 950 0 -175 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.7 3.6 89.8 95.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 1 1 9 9 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,542 COMMITMENTS 5,613 20,833 387 31,542 16,322 37,542 37,542 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 500 1,150 0 0 -650 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 55.5 1.0 84.0 43.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 2 9 6 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,907 COMMITMENTS 4,442 11,170 0 21,465 14,737 25,907 25,907 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 750 0 -50 -800 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 43.1 0.0 82.9 56.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 9 0 8 4 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,231 COMMITMENTS 13,300 11,150 200 14,731 16,881 28,231 28,231 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -100 0 0 150 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 39.5 0.7 52.2 59.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 1 9 6 15 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,438 COMMITMENTS 10,295 5,600 100 10,043 14,738 20,438 20,438 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 27.4 0.5 49.1 72.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 3 1 7 6 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 53,274 COMMITMENTS 5,009 3,570 226 48,039 49,478 53,274 53,274 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,530) 479 24 26 1,025 1,480 1,530 1,530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 6.7 0.4 90.2 92.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 6 3 14 12 19 20
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 477,549 COMMITMENTS 130,138 54,104 113,773 198,633 283,817 442,544 451,694 35,005 25,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,169) 4,483 2,192 -6,395 9,759 13,783 7,847 9,580 322 -1,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 11.3 23.8 41.6 59.4 92.7 94.6 7.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 303) 98 71 111 79 74 240 222
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 802,225 COMMITMENTS 173,225 128,074 23,343 450,186 481,544 646,754 632,961 155,471 169,264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,918) -3,439 -9,225 5,512 37,550 37,392 39,623 33,679 -1,705 4,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 16.0 2.9 56.1 60.0 80.6 78.9 19.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167) 42 31 29 68 71 119 122
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 932,588 COMMITMENTS 51,899 154,229 36,006 726,460 645,897 814,365 836,132 118,223 96,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,916) 2,487 -6,058 12,584 24,672 31,544 39,743 38,070 -3,827 -2,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 16.5 3.9 77.9 69.3 87.3 89.7 12.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 14 11 17 74 72 101 91
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,544 COMMITMENTS 6,291 927 2,130 30,070 35,422 38,491 38,479 53 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,639) 169 162 188 2,282 2,289 2,639 2,639 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 2.4 5.5 78.0 91.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 2 9 35 42 47 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,764 COMMITMENTS 641 245 651 7,775 8,379 9,067 9,275 697 489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 969) 59 0 7 835 922 901 929 68 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.5 6.7 79.6 85.8 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 8 3 9 31 29 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,434 COMMITMENTS 903 132 395 7,843 8,492 9,141 9,019 293 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) -17 12 19 153 149 155 180 -30 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 1.4 4.2 83.1 90.0 96.9 95.6 3.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 2 7 31 35 39 43
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,482 COMMITMENTS 110 1,678 117 3,716 2,100 3,943 3,895 539 587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) -10 79 47 44 53 81 179 -18 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 37.4 2.6 82.9 46.9 88.0 86.9 12.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 6 4 19 15 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,671 COMMITMENTS 20 4,451 368 16,266 11,837 16,654 16,656 17 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 927) 0 595 -29 956 361 927 927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 26.7 2.2 97.6 71.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 5 5 19 23 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,156 COMMITMENTS 938 2,556 153 4,498 3,028 5,589 5,737 567 419 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 514) 24 83 76 372 381 472 540 42 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 41.5 2.5 73.1 49.2 90.8 93.2 9.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 6 4 22 19 32 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,086 COMMITMENTS 685 728 148 4,668 4,824 5,501 5,700 585 386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 167) 0 55 30 109 80 139 165 28 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 12.0 2.4 76.7 79.3 90.4 93.7 9.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 5 6 18 17 26 24
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 453,966 COMMITMENTS 127,732 64,981 95,957 174,540 261,476 398,229 422,414 55,737 31,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,728) 1,315 -1,798 11,455 6,427 6,099 19,197 15,756 -469 2,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 14.3 21.1 38.4 57.6 87.7 93.0 12.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 221) 70 39 78 80 93 192 179
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,404 COMMITMENTS 208 0 987 39,806 40,730 41,001 41,717 7,403 6,687 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,180) -662 0 562 1,750 668 1,650 1,230 530 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 2.0 82.2 84.1 84.7 86.2 15.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 18 17 19 18
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,084,377 COMMITMENTS 947,123 37,263 679,765 3424,529 4352,592 5051,417 5069,620 32,960 14,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60,902) 75,392 -78 -13,178 -6,647 71,944 55,567 58,688 5,335 2,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.7 13.4 67.4 85.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 224) 62 20 60 127 110 202 177
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 298,273 COMMITMENTS 32,411 137,141 68,656 194,665 91,841 295,732 297,638 2,541 635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,263) 5,582 3,406 6,062 3,619 5,795 15,263 15,263 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 46.0 23.0 65.3 30.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 13 11 18 27 24 47 46
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,035 COMMITMENTS 8,329 6,546 6,207 192,052 199,327 206,588 212,080 11,447 5,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,250) -154 58 957 4,238 2,126 5,041 3,141 -791 1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.0 2.8 88.1 91.4 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 3 3 30 25 34 30
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,699 COMMITMENTS 352 2,946 3,218 105,361 104,982 108,931 111,146 5,768 3,553 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,586) 139 -645 2,053 4,831 6,972 7,023 8,380 -437 -1,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.6 2.8 91.9 91.5 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 2 3 27 26 31 29
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,364 COMMITMENTS 1,767 456 2,423 224,442 226,075 228,632 228,954 10,732 10,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,929) 191 81 -408 -3,742 -5,864 -3,959 -6,191 30 2,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 1.0 93.8 94.4 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 3 24 22 27 25
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 840,141 COMMITMENTS 0 17,479 3,084 827,511 817,172 830,595 837,735 9,546 2,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,550) 0 -150 -368 6,641 7,363 6,273 6,845 277 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.4 98.5 97.3 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 0 3 3 50 35 53 38
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,700 COMMITMENTS 4,368 646 1,591 365,099 390,125 371,058 392,362 24,642 3,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,367) 0 211 652 1,330 3,479 1,982 4,342 1,385 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.4 92.3 98.6 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 1 2 33 41 36 43
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,621 COMMITMENTS 127 189 1,442 354,017 356,473 355,586 358,104 8,035 5,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,718) 0 -489 154 3,710 2,990 3,864 2,655 -1,146 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.4 97.4 98.0 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 1 1 2 41 39 43 41
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,497 COMMITMENTS 2,923 413 1,042 209,649 216,652 213,614 218,107 12,883 8,390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,425) -453 0 -18 2,172 3,006 1,701 2,988 1,724 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.5 92.6 95.7 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 1 2 33 34 36 37
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 76,472 COMMITMENTS 0 1,106 292 71,492 70,389 71,784 71,787 4,688 4,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1) 0 -1,088 16 12 798 28 -274 -29 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.4 93.5 92.0 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 22 21 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,484 COMMITMENTS 0 0 0 27,262 28,640 27,262 28,640 2,222 844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,666) 0 0 0 2,604 2,666 2,604 2,666 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 97.1 92.5 97.1 7.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 122,124 COMMITMENTS 0 834 1,997 113,351 114,333 115,348 117,164 6,776 4,960 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,453) 0 180 -4 5,271 924 5,267 1,100 186 4,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 1.6 92.8 93.6 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 162,459 COMMITMENTS 0 0 0 152,086 158,230 152,086 158,230 10,373 4,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 379) 0 0 0 792 379 792 379 -413 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 97.4 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 21 25 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,556 COMMITMENTS 1,264 0 793 94,339 91,843 96,396 92,636 3,160 6,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,529) 726 0 0 2,803 2,915 3,529 2,915 0 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.8 94.8 92.3 96.8 93.0 3.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 15 17 16
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,340 COMMITMENTS 13,680 210 0 15,000 28,140 28,680 28,350 660 990 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,340) 2,480 0 0 1,860 4,340 4,340 4,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 0.7 0.0 51.1 95.9 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 1 0 10 19 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 518,584 COMMITMENTS 86,631 5,790 3,572 408,285 498,525 498,488 507,887 20,096 10,697 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) 6,406 2,604 1,093 -11,522 -4,576 -4,023 -879 4,828 1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 1.1 0.7 78.7 96.1 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 7 6 7 51 50 64 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 141,126 COMMITMENTS 3,927 3,939 417 131,314 127,921 135,658 132,277 5,468 8,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,142) 0 3,477 293 6,525 5,953 6,818 9,723 1,324 -1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.8 0.3 93.0 90.6 96.1 93.7 3.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 2 2 21 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 64,299 COMMITMENTS 0 242 62 58,729 60,385 58,791 60,689 5,508 3,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 543) 0 242 62 573 543 635 847 -92 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 91.3 93.9 91.4 94.4 8.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 14 19 15 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,793 COMMITMENTS 806 2,066 0 98,528 93,281 99,334 95,347 459 4,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,162) 806 0 0 4,480 5,038 5,286 5,038 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.1 0.0 98.7 93.5 99.5 95.5 0.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 0 15 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 119,930 COMMITMENTS 38,816 5,310 0 80,784 113,810 119,600 119,120 330 810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,007) 806 0 0 2,201 3,007 3,007 3,007 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 4.4 0.0 67.4 94.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 14 2 0 26 41 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,924 COMMITMENTS 0 0 0 118,382 116,169 118,382 116,169 542 2,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 620) 0 0 0 770 496 770 496 -150 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 97.7 99.5 97.7 0.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 15 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 280,548 COMMITMENTS 2,713 441 1,268 273,373 273,369 277,354 275,078 3,194 5,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,395) 0 229 -72 6,615 4,779 6,543 4,936 -2,148 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.5 97.4 97.4 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 2 1 1 34 34 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 69,603 COMMITMENTS 756 0 1,532 59,191 63,781 61,479 65,313 8,124 4,290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,946) -400 0 310 1,853 2,670 1,763 2,980 183 -1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.2 85.0 91.6 88.3 93.8 11.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 13 15 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 105,288 COMMITMENTS 1,332 434 1,058 98,635 102,102 101,025 103,594 4,263 1,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,191) 0 0 0 1,098 1,371 1,098 1,371 93 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 1.0 93.7 97.0 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 1 18 22 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 35,974 COMMITMENTS 781 0 460 32,441 34,747 33,682 35,207 2,292 767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,682) 363 0 -19 1,347 1,939 1,691 1,920 -9 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.3 90.2 96.6 93.6 97.9 6.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 18 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 135,723 COMMITMENTS 10,462 0 408 117,267 126,812 128,137 127,220 7,586 8,503 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,021) -333 0 180 5,268 5,664 5,115 5,844 906 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.3 86.4 93.4 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 20 17 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,730 COMMITMENTS 0 0 0 107,881 111,324 107,881 111,324 6,849 3,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,626) 0 0 0 4,372 3,730 4,372 3,730 -746 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 97.0 94.0 97.0 6.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 21 16 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 60,341 COMMITMENTS 0 510 0 60,341 59,557 60,341 60,067 0 274 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 837) 0 0 0 837 713 837 713 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 **** 98.7 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 11 11 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 158,892 COMMITMENTS 3,316 18 261 146,710 152,822 150,287 153,101 8,605 5,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,817) 620 18 261 2,916 2,500 3,797 2,779 -980 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.2 92.3 96.2 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 20 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,775 COMMITMENTS 0 4,653 7,594 140,421 139,837 148,015 152,084 9,760 5,691 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 527) 0 926 283 300 -841 583 368 -56 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 4.8 89.0 88.6 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 2 3 30 24 33 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 183,509 COMMITMENTS 6,121 4,046 376 168,956 175,446 175,453 179,868 8,056 3,641 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,882) 62 -974 310 5,023 6,390 5,395 5,726 -513 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.2 0.2 92.1 95.6 95.6 98.0 4.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 2 3 1 31 36 34 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,570 COMMITMENTS 1,718 0 0 99,157 96,995 100,875 96,995 3,695 7,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,136) -62 0 0 1,778 986 1,716 986 420 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 94.8 92.8 96.5 92.8 3.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 0 21 23 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 97,457 COMMITMENTS 0 0 0 92,183 92,863 92,183 92,863 5,274 4,594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,617) 0 0 0 3,679 4,191 3,679 4,191 -62 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 95.3 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 63,678 COMMITMENTS 0 0 0 57,393 61,205 57,393 61,205 6,285 2,473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,282) 0 0 0 -2,392 -2,282 -2,392 -2,282 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 96.1 90.1 96.1 9.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 16 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 19,518 COMMITMENTS 0 810 0 18,978 16,868 18,978 17,678 540 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 682) 0 0 0 1,588 744 1,588 744 -906 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 97.2 86.4 97.2 90.6 2.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 3 0 14 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 146,342 COMMITMENTS 1,346 0 651 134,289 141,947 136,286 142,598 10,056 3,744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,902) 763 0 0 5,264 5,781 6,027 5,781 -125 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.4 91.8 97.0 93.1 97.4 6.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 1 23 17 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 77,217 COMMITMENTS 0 0 0 63,936 74,155 63,936 74,155 13,281 3,062 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,066) 0 0 0 4,224 2,066 4,224 2,066 -2,158 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.8 96.0 82.8 96.0 17.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 16 14 16
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,341,767 COMMITMENTS 353,681 417,103 464,459 462,397 420,555 1280,537 1302,117 61,230 39,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,322) -6,493 -28,467 11,744 -7,796 18,474 -2,545 1,751 1,223 -3,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 31.1 34.6 34.5 31.3 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 128 98 149 77 66 282 250
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 412,715 COMMITMENTS 231,103 180,678 40,777 126,943 176,380 398,823 397,835 13,892 14,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,583) 3,318 -177 1,008 8,687 10,999 13,013 11,830 -430 753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 43.8 9.9 30.8 42.7 96.6 96.4 3.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 19 16 25 34 36 67 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,782 COMMITMENTS 27,590 36,146 20,879 67,674 61,826 116,143 118,851 7,639 4,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,805) 2,513 635 117 -1,297 1,122 1,333 1,874 472 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 29.2 16.9 54.7 49.9 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 15 17 22 24 25 50 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,641 COMMITMENTS 1,256 9,901 9,067 36,318 27,673 46,641 46,641 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 655) 39 575 1,202 -586 -1,122 655 655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 21.2 19.4 77.9 59.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 7 11 15 11 13 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,042 COMMITMENTS 4,985 13,240 7,432 45,804 37,716 58,221 58,388 2,821 2,654 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 8.2 21.7 12.2 75.0 61.8 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 6 9 8 10 18 19
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,458 COMMITMENTS 18,507 10,014 8,493 20,154 29,489 47,154 47,996 1,304 462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -911) 706 738 -1,237 -416 -337 -947 -836 36 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 20.7 17.5 41.6 60.9 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 14 15 15 18 18 41 39
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,846 COMMITMENTS 3,998 377 520 968 4,603 5,486 5,500 360 346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 85 0 -25 40 135 100 110 25 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 6.4 8.9 16.6 78.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 1 7 6 9 20 16
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,164 COMMITMENTS 1,032 730 367 347 913 1,746 2,010 418 154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22) -193 -263 53 43 223 -97 13 75 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 33.7 17.0 16.0 42.2 80.7 92.9 19.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 8 8 8 25 19
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,850 COMMITMENTS 290 0 130 5,197 5,409 5,617 5,539 233 311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 304) -40 0 100 274 209 334 309 -30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 2.2 88.8 92.5 96.0 94.7 4.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 1 16 18 18 19
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,818 COMMITMENTS 8,176 2,133 4,940 35,310 41,478 48,426 48,551 392 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,674) 803 -166 254 2,457 3,468 3,514 3,556 160 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 4.4 10.1 72.3 85.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 23 8 14 48 53 75 72
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 401,742 COMMITMENTS 93,654 51,724 56,829 208,379 257,910 358,862 366,463 42,880 35,279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,696) 6,278 3,073 -4,878 9,176 11,513 10,576 9,708 1,120 1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 12.9 14.1 51.9 64.2 89.3 91.2 10.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 269) 75 62 78 98 89 214 201
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,319 COMMITMENTS 509 85 293 1,039 1,380 1,841 1,758 478 561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79) 43 0 -1 51 53 93 52 -14 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.7 12.6 44.8 59.5 79.4 75.8 20.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 2 6 14 14 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,165 COMMITMENTS 619 874 188 2,149 1,701 2,956 2,763 209 402 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 281) 80 6 -15 199 182 264 173 17 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 27.6 5.9 67.9 53.7 93.4 87.3 6.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 4 3 19 17 27 22
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 226,636 COMMITMENTS 79,717 28,574 18,935 113,827 166,115 212,479 213,624 14,157 13,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,301) -2,894 -6,039 -370 -6,705 -3,044 -9,969 -9,453 668 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 12.6 8.4 50.2 73.3 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 96 65 79 61 72 205 182
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,220,861 COMMITMENTS 610,579 11,352 67,842 517,012 1131,157 1195,433 1210,351 25,428 10,510 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,100) 4,502 823 522 6,599 10,243 11,623 11,588 -523 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 0.9 5.6 42.3 92.7 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 19 6 17 48 47 72 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,330 COMMITMENTS 16,747 50,631 26,773 167,603 130,009 211,123 207,413 4,207 7,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,368) -380 88 4,821 6,860 6,485 11,301 11,394 67 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 23.5 12.4 77.8 60.4 98.0 96.3 2.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 8 16 21 29 29 51 52
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,520 COMMITMENTS 3,040 4,312 880 18,360 17,088 22,280 22,280 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 352) 40 92 -80 392 340 352 352 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.1 3.9 81.5 75.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 9 4 7 6 14 17
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,805 COMMITMENTS 1,883 3,297 225 7,029 5,921 9,137 9,443 1,668 1,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 542) 89 426 36 484 34 609 496 -67 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 30.5 2.1 65.1 54.8 84.6 87.4 15.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 15 20 5 18 13 38 35
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,097 COMMITMENTS 2,690 2,295 152 3,746 5,704 6,588 8,151 2,509 946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,096) 667 52 7 364 996 1,038 1,055 58 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 25.2 1.7 41.2 62.7 72.4 89.6 27.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 20 16 8 19 13 44 32
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,846,853 COMMITMENTS 332,692 531,340 55,352 1338,551 1088,465 1726,595 1675,157 120,258 171,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43,652) -7,716 16,027 -17,978 69,908 44,851 44,214 42,900 -562 752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 28.8 3.0 72.5 58.9 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 299) 56 65 38 130 122 206 205
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,332,499 COMMITMENTS 788,176 713,340 139,676 2091,616 1958,157 3019,468 2811,173 313,031 521,326 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 141,401) 88,765 63,992 -24,525 67,987 130,241 132,227 169,708 9,174 -28,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 21.4 4.2 62.8 58.8 90.6 84.4 9.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 415) 80 99 62 155 195 271 320
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 437,165 COMMITMENTS 52,748 69,672 7,616 285,805 212,466 346,169 289,754 90,996 147,411 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,629) -1,859 10,313 1,687 650 -10,278 478 1,722 5,151 3,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 15.9 1.7 65.4 48.6 79.2 66.3 20.8 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 10 10 8 40 43 55 56
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,229,954 COMMITMENTS 677,047 912,791 129,948 2165,427 1768,745 2972,422 2811,484 257,532 418,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79,384) ******* 41,876 -9,139 -56,126 46,885 71,072 79,622 8,312 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 28.3 4.0 67.0 54.8 92.0 87.0 8.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 318) 50 80 48 127 157 209 253
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,406,961 COMMITMENTS 75,837 180,913 312,035 986,455 849,171 1374,327 1342,119 32,634 64,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,497) 1,612 12,627 9,396 32,129 27,387 43,137 49,410 -5,640 -11,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 12.9 22.2 70.1 60.4 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 20 49 45 64 74 114 141
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,616 COMMITMENTS 73 770 437 4,360 3,709 4,870 4,916 746 700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 324) -2 95 58 218 54 274 207 50 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.7 7.8 77.6 66.0 86.7 87.5 13.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 10 9 14 18 24 30
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,048 COMMITMENTS 12,397 9,633 653 9,673 10,287 22,723 20,573 2,325 4,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,697) 1,008 157 84 613 1,215 1,705 1,456 -8 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 38.5 2.6 38.6 41.1 90.7 82.1 9.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 18 21 17 19 21 48 48
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,168 COMMITMENTS 1,102 1,052 437 4,808 5,095 6,347 6,584 821 584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) 24 -86 81 28 140 133 135 -70 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 14.7 6.1 67.1 71.1 88.5 91.9 11.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 6 7 19 16 30 25
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,581 COMMITMENTS 128 2,717 24 2,134 479 2,286 3,220 1,295 361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 232) 1 206 9 90 8 100 223 132 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 75.9 0.7 59.6 13.4 63.8 89.9 36.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 8 3 9 5 13 15
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,494 COMMITMENTS 109,470 52,029 39,427 100,760 133,468 249,657 224,924 18,837 43,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,638) -7,126 -5,178 4,113 1,566 -661 -1,447 -1,726 -191 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 19.4 14.7 37.5 49.7 93.0 83.8 7.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 93 90 112 59 91 224 243
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,037 COMMITMENTS 176,150 37,607 53,564 131,206 240,235 360,920 331,406 25,117 54,631 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,200) -2,666 -2,451 3,146 2,216 1,232 2,696 1,927 504 1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 9.7 13.9 34.0 62.2 93.5 85.8 6.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 418) 142 76 120 88 166 286 322
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,901 COMMITMENTS 3,978 1,999 407 834 3,405 5,219 5,811 1,682 1,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 44 4 -9 -98 -57 -63 -62 53 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 29.0 5.9 12.1 49.3 75.6 84.2 24.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 36 18 6 14 24 56 44
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,000 COMMITMENTS 32,735 15,698 10,383 11,743 16,219 54,861 42,300 7,139 19,700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,612) -1,195 -1,793 -669 -879 -390 -2,743 -2,852 -869 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 25.3 16.7 18.9 26.2 88.5 68.2 11.5 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 70 66 58 48 81 159 177
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,342 COMMITMENTS 1,169 11,855 629 21,051 9,323 22,849 21,807 493 1,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,508) 131 979 39 1,331 352 1,501 1,370 7 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 50.8 2.7 90.2 39.9 97.9 93.4 2.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 9 16 9 21 22 37 40
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 67,996 COMMITMENTS 15,206 4,382 672 51,139 62,313 67,017 67,367 979 629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 0 0 0 -80 -80 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 6.4 1.0 75.2 91.6 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 9 6 9 33 30 47 40
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 34,957 COMMITMENTS 3,450 350 400 31,107 34,207 34,957 34,957 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 150 50 -150 940 1,040 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 1.0 1.1 89.0 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 2 2 23 20 30 24
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 21,334 COMMITMENTS 325 1,025 300 20,709 20,009 21,334 21,334 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,095) 0 0 0 1,095 1,095 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.8 1.4 97.1 93.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 18 18 19 20
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 169,100 COMMITMENTS 8,715 26,492 4,046 156,282 138,532 169,043 169,070 57 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 976) 970 185 -595 601 1,371 976 961 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.7 2.4 92.4 81.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 5 8 6 39 36 47 47
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,438 COMMITMENTS 2,727 10,325 900 53,801 46,213 57,428 57,438 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 41 50 0 109 100 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 18.0 1.6 93.7 80.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 5 5 17 21 28 29
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 28,051 COMMITMENTS 0 225 300 27,751 27,506 28,051 28,031 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,474) 0 0 0 1,474 1,474 1,474 1,474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 1.1 98.9 98.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 13 15 14 17
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 58,223 COMMITMENTS 1,775 3,650 510 55,779 53,858 58,064 58,018 159 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,660) 200 0 0 1,460 1,670 1,660 1,670 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.3 0.9 95.8 92.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 3 3 27 28 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 64,305 COMMITMENTS 1,795 1,250 360 61,941 62,635 64,096 64,245 209 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,755) -10 25 100 1,665 1,630 1,755 1,755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.9 0.6 96.3 97.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 4 5 32 26 38 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,610 COMMITMENTS 1,607 20,250 344 63,587 44,889 65,538 65,483 72 127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,165) -250 2,500 205 1,210 -1,540 1,165 1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 30.9 0.5 96.9 68.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 2 27 26 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 88,680 COMMITMENTS 2,547 20,850 0 86,132 65,560 88,679 86,410 1 2,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,210) -250 2,500 0 2,460 -2,390 2,210 110 0 2,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 23.5 0.0 97.1 73.9 **** 97.4 0.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 0 30 26 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,307 COMMITMENTS 500 0 0 32,807 33,187 33,307 33,187 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,675) -100 0 0 -973 -1,295 -1,073 -1,295 -602 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 99.6 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 21 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 35,593 COMMITMENTS 1,300 0 0 34,233 35,473 35,533 35,473 60 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) -350 -420 0 540 617 190 197 -260 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 96.2 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 0 24 22 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 22,432 COMMITMENTS 5,436 110 1,950 14,832 20,077 22,218 22,137 214 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,525) -100 -100 100 -295 -1,200 -295 -1,200 -1,230 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 0.5 8.7 66.1 89.5 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 3 19 22 25 26
CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,021 COMMITMENTS 100 350 0 42,921 42,551 43,021 42,901 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,258) 0 -50 0 -538 -276 -538 -326 -720 -932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.0 99.8 98.9 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 25 24 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,471 COMMITMENTS 1,950 250 0 45,581 48,001 47,531 48,251 940 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,973) -75 -600 -50 -2,643 -2,110 -2,768 -2,760 -205 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.0 94.0 99.0 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 0 26 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,454 COMMITMENTS 1,135 215 335 44,804 45,824 46,274 46,374 180 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 0.7 96.4 98.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 1 20 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,178 COMMITMENTS 1,875 1,715 175 51,128 51,228 53,178 53,118 0 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.2 0.3 96.1 96.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 1 23 15 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 84,567 COMMITMENTS 110 1,613 729 83,499 81,971 84,338 84,313 229 254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,098) 110 415 -94 2,072 1,777 2,088 2,098 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 0.9 98.7 96.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 2 29 28 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 106,243 COMMITMENTS 2,550 1,346 1,267 101,997 103,371 105,814 105,984 429 259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,650) -1,404 213 490 4,544 2,932 3,630 3,635 20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.3 1.2 96.0 97.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 8 5 29 31 37 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 33,174 COMMITMENTS 150 150 0 32,976 33,024 33,126 33,174 48 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,613) 50 50 0 2,543 2,563 2,593 2,613 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.0 99.4 99.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 12 13 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,104 COMMITMENTS 1,734 4,550 88 34,980 32,286 36,802 36,924 302 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265) -50 0 50 -265 -315 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 12.3 0.2 94.3 87.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 3 23 17 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 39,587 COMMITMENTS 3,070 1,400 1,950 34,117 36,237 39,137 39,587 450 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) -50 0 50 80 30 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.5 4.9 86.2 91.5 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 3 24 21 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 44,375 COMMITMENTS 150 2,925 100 44,065 41,345 44,315 44,370 60 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,955) 25 0 0 2,110 1,955 2,135 1,955 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.6 0.2 99.3 93.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 1 24 17 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,375 COMMITMENTS 150 2,310 0 37,156 34,925 37,306 37,235 69 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 1,415 1,185 1,415 1,185 -220 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.0 99.4 93.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 19 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 27,294 COMMITMENTS 1,715 2,195 87 25,123 24,992 26,925 27,274 369 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -251) -300 0 0 49 -131 -251 -131 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 8.0 0.3 92.0 91.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 2 1 22 22 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,534 COMMITMENTS 1,303 865 320 21,806 22,249 23,429 23,434 105 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) 0 0 0 143 143 143 143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.7 1.4 92.7 94.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 1 18 22 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 53,064 COMMITMENTS 340 7,050 775 51,713 45,174 52,828 52,999 236 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,092) 10 -140 -10 2,097 2,222 2,097 2,072 -5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 13.3 1.5 97.5 85.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 2 29 24 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,344 COMMITMENTS 50 3,070 245 36,639 34,017 36,934 37,332 410 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 852) 0 370 0 782 472 782 842 70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.2 0.7 98.1 91.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 3 1 26 21 29 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,547 COMMITMENTS 25 2,700 350 21,172 18,497 21,547 21,547 0 0 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 0.1 12.5 1.6 98.3 85.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 1 15 15 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,825 COMMITMENTS 1,625 0 0 13,780 15,805 15,405 15,805 420 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 415 0 415 0 -415 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 87.1 99.9 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 17 11 21 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,945 COMMITMENTS 1,420 0 0 14,265 15,925 15,685 15,925 260 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 150 0 0 285 0 435 0 -435 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.0 89.5 99.9 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 0 0 20 12 24 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 1,681 COMMITMENTS 656 205 0 984 1,476 1,640 1,681 41 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 39.0 12.2 0.0 58.5 87.8 97.6 **** 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 0 8 9 10 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,760 COMMITMENTS 820 0 0 12,880 13,510 13,700 13,510 60 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.6 98.2 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,900 COMMITMENTS 820 0 0 15,020 15,650 15,840 15,650 60 250 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 5.2 0.0 0.0 94.5 98.4 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 14 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,760 COMMITMENTS 160 375 325 23,124 23,060 23,609 23,760 151 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,119) -125 275 125 1,692 720 1,692 1,120 -573 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.6 1.4 97.3 97.1 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 1 19 16 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,527 COMMITMENTS 160 375 325 19,466 19,825 19,951 20,525 576 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) -125 275 125 361 50 361 450 91 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.8 1.6 94.8 96.6 97.2 **** 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 1 17 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,925 COMMITMENTS 0 50 0 8,895 8,745 8,895 8,795 30 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 0 0 665 355 665 355 -310 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 99.7 98.0 99.7 98.5 0.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,485 COMMITMENTS 0 0 0 7,455 7,355 7,455 7,355 30 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 98.3 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,524 COMMITMENTS 480 2,510 2 22,995 21,012 23,477 23,524 47 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 1,800 0 305 -1,490 305 310 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.7 0.0 97.8 89.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 16 18 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,227 COMMITMENTS 480 2,535 2 23,703 21,675 24,185 24,212 42 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 1,800 0 225 -1,570 225 230 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.5 0.0 97.8 89.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 1 18 19 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 108,246 COMMITMENTS 2,950 5,245 475 104,651 102,480 108,076 108,200 170 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 881) 1,910 -130 -145 -884 1,156 881 881 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.8 0.4 96.7 94.7 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 6 4 34 35 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,129 COMMITMENTS 3,285 7,090 180 117,499 113,817 120,964 121,087 165 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,203) 1,910 170 -145 -242 1,248 1,523 1,273 -320 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.9 0.1 97.0 94.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 8 4 38 32 43 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 223,170 COMMITMENTS 28,986 21,873 19,458 173,932 181,278 222,376 222,609 794 561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,050) 1,063 -683 808 -256 1,650 1,615 1,775 435 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.8 8.7 77.9 81.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 15 19 22 41 43 70 71 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,844 COMMITMENTS 2,895 25 50 37,606 40,744 40,551 40,819 293 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 790) 470 0 0 320 790 790 790 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.1 0.1 92.1 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 22 15 28 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 38,584 COMMITMENTS 2,595 25 115 35,611 38,419 38,321 38,559 263 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 760) 470 0 0 290 760 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.1 0.3 92.3 99.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 2 21 15 27 18
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 113,654 COMMITMENTS 19,500 0 1,832 92,302 111,822 113,634 113,654 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -866) 0 0 0 -866 -866 -866 -866 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 0.0 1.6 81.2 98.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 1 16 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,525 COMMITMENTS 0 0 0 25,735 25,805 25,735 25,805 3,790 3,720 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 0.0 0.0 0.0 87.2 87.4 87.2 87.4 12.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,544 COMMITMENTS 0 2,850 0 27,675 24,655 27,675 27,505 2,869 3,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 150 240 150 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.0 90.6 80.7 90.6 90.1 9.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 14 20 14 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,422 COMMITMENTS 0 2,850 0 27,241 24,181 27,241 27,031 2,181 2,391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 125 215 125 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.0 92.6 82.2 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 12 20 12 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,485 COMMITMENTS 0 12,270 0 27,690 15,630 27,690 27,900 2,795 2,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -245) 0 -900 0 25 925 25 25 -270 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.2 0.0 90.8 51.3 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 5 0 20 12 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,880 COMMITMENTS 0 11,190 0 28,115 17,135 28,115 28,325 2,765 2,555 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -240) 0 -300 0 65 365 65 65 -305 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 36.2 0.0 91.0 55.5 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 4 0 20 13 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,015 COMMITMENTS 775 970 400 33,665 33,435 34,840 34,805 2,175 2,210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 -100 -100 -100 -100 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.6 1.1 90.9 90.3 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,060 COMMITMENTS 775 1,020 400 30,950 30,720 32,125 32,140 1,935 1,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -300 -300 -300 -300 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.0 1.2 90.9 90.2 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 6,825 0 22,210 15,275 22,210 22,100 2,355 2,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 0 0 135 135 135 135 220 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.8 0.0 90.4 62.2 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 18 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,215 COMMITMENTS 40 180 190 18,125 18,995 18,355 19,365 3,860 2,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 0 0 0 20 150 20 150 -100 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.9 81.6 85.5 82.6 87.2 17.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,820 COMMITMENTS 110 180 180 17,235 17,745 17,525 18,105 3,295 2,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -170) 0 0 0 -55 -45 -55 -45 -115 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 0.9 82.8 85.2 84.2 87.0 15.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,110 COMMITMENTS 11,900 950 0 23,185 34,165 35,085 35,115 1,025 995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 505) 775 0 0 -270 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 2.6 0.0 64.2 94.6 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 21 12 24 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,980 COMMITMENTS 9,815 850 75 19,380 28,375 29,270 29,300 1,710 1,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 245) 525 0 0 -280 245 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 2.7 0.2 62.6 91.6 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 21 12 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 98,585 COMMITMENTS 9,095 225 2,255 79,560 88,145 90,910 90,625 7,675 7,960 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,410) -1,675 0 350 2,800 885 1,475 1,235 -65 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.2 2.3 80.7 89.4 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 2 23 27 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 86,945 COMMITMENTS 8,885 250 1,735 70,485 79,075 81,105 81,060 5,840 5,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,060) -825 0 175 2,145 1,320 1,495 1,495 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.3 2.0 81.1 90.9 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 2 2 22 26 26 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,805 COMMITMENTS 800 750 0 13,770 13,970 14,570 14,720 2,235 2,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.5 0.0 81.9 83.1 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 18 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,260 COMMITMENTS 2,125 0 0 13,910 16,225 16,035 16,225 1,225 1,035 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 12.3 0.0 0.0 80.6 94.0 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 3,500 550 41,190 37,810 41,740 41,860 6,365 6,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -175) 0 0 0 100 100 100 100 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 1.1 85.6 78.6 86.8 87.0 13.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 1 21 19 22 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,225 COMMITMENTS 300 875 225 24,475 24,020 25,000 25,120 5,225 5,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -300) 0 0 0 70 70 70 70 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.7 81.0 79.5 82.7 83.1 17.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 21 22 23
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,979 COMMITMENTS 861 67 246 1,303 2,200 2,410 2,513 569 466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 89) 66 0 -8 41 78 99 70 -10 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.2 8.3 43.7 73.9 80.9 84.4 19.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 1 8 18 20 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,872 COMMITMENTS 840 3,275 45 24,771 22,297 25,656 25,617 216 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 817) 336 120 -17 478 714 797 817 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 12.7 0.2 95.7 86.2 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 5 1 19 25 26 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,578 COMMITMENTS 11,046 2,722 5,434 92,203 100,974 108,683 109,130 895 448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,957) -396 122 277 2,925 2,494 2,806 2,893 151 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.5 5.0 84.1 92.1 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 25 13 20 68 66 102 91 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,981 COMMITMENTS 10,308 1,238 1,860 52,498 61,247 64,666 64,345 315 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) 0 209 0 764 305 764 514 50 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 1.9 2.9 80.8 94.3 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 6 6 26 34 35 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,050 COMMITMENTS 3,977 2,726 770 36,974 38,120 41,721 41,616 329 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,460) -545 -200 -111 2,106 1,741 1,450 1,430 10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.5 1.8 87.9 90.7 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 15 7 12 36 42 54 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,955 COMMITMENTS 612 536 314 10,642 10,833 11,568 11,683 387 272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,095) 115 0 41 974 1,109 1,130 1,150 -35 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.5 2.6 89.0 90.6 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 4 4 22 30 28 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,878 COMMITMENTS 1,081 2,422 1,144 13,650 12,979 15,875 16,545 1,003 333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 351) 30 -50 129 112 177 271 256 80 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 14.4 6.8 80.9 76.9 94.1 98.0 5.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 7 7 8 28 25 40 36
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,962 COMMITMENTS 113,698 90,974 167,111 326,289 360,830 607,098 618,915 21,864 10,047 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,344) -15,178 23 15,020 -17,208 -28,432 -17,366 -13,389 22 -3,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 14.5 26.6 51.9 57.4 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 35 49 65 66 63 141 138
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,627,570 COMMITMENTS 778,738 182,272 945,010 793,419 1407,503 2517,167 2534,785 110,403 92,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,593) 19,995 -31,265 46,571 -43,250 19,427 23,316 34,733 2,277 -9,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 6.9 36.0 30.2 53.6 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 447) 189 108 195 111 116 391 354
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,244 COMMITMENTS 54,793 30,431 4,102 63,744 59,961 122,639 94,494 19,605 47,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 623) 433 5,952 96 -1,426 -6,547 -897 -499 1,520 1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 21.4 2.9 44.8 42.2 86.2 66.4 13.8 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 7 6 14 15 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,476 COMMITMENTS 47,996 74,643 37,705 45,492 21,985 131,193 134,333 11,283 8,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,537) 2,111 727 1,209 1,329 2,413 4,649 4,349 -1,112 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 52.4 26.5 31.9 15.4 92.1 94.3 7.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 24 16 31 17 18 55 52
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 21,141 COMMITMENTS 2,202 0 0 17,901 21,006 20,103 21,006 1,038 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 492 0 0 105 705 597 705 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.0 84.7 99.4 95.1 99.4 4.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 0 0 25 20 31 20
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 237,019 COMMITMENTS 76,424 59,589 29,562 114,349 140,892 220,335 230,043 16,684 6,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,017) 4,079 -6,904 664 -18,610 -6,845 -13,867 -13,085 -150 -932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 25.1 12.5 48.2 59.4 93.0 97.1 7.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 260) 109 69 58 65 48 210 146
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,128 COMMITMENTS 27,159 4,696 2,490 4,453 27,557 34,102 34,743 2,026 1,385 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 478) -238 87 204 612 276 578 567 -100 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.2 13.0 6.9 12.3 76.3 94.4 96.2 5.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 183) 91 40 15 25 43 123 92
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 78,974 COMMITMENTS 53,160 27,684 3,064 13,780 44,758 70,004 75,506 8,970 3,468 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 594) 1,569 -1,703 278 -1,149 1,757 698 332 -104 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 35.1 3.9 17.4 56.7 88.6 95.6 11.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 271) 159 49 19 32 36 199 99
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 708,272 COMMITMENTS 181,273 172,908 71,920 388,190 401,427 641,383 646,255 66,889 62,017 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,508) 10,372 -33,715 -21,656 3,915 52,418 -7,369 -2,953 3,861 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 24.4 10.2 54.8 56.7 90.6 91.2 9.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 66 57 59 75 71 172 163
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 218,750 COMMITMENTS 49,565 83,712 42,453 113,291 84,781 205,309 210,946 13,441 7,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,433) -2,580 -3,748 -8,177 -9,680 -9,141 -20,437 -21,066 -996 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 38.3 19.4 51.8 38.8 93.9 96.4 6.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 446) 136 128 118 144 112 352 312
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 199,899 COMMITMENTS 98,070 28,897 25,532 51,730 132,178 175,332 186,607 24,567 13,292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,431) -1,802 -2,073 -289 -453 -1,646 -2,544 -4,008 -887 577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 14.5 12.8 25.9 66.1 87.7 93.4 12.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 87 41 44 34 40 140 111
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 283,153 COMMITMENTS 132,942 93,228 46,336 84,856 130,500 264,134 270,064 19,019 13,089 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,239) -7,385 -4,524 -8,075 -215 -4,210 -15,675 -16,809 -564 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 32.9 16.4 30.0 46.1 93.3 95.4 6.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 146 92 94 50 59 250 208
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 533,054 COMMITMENTS 271,496 76,412 91,605 122,703 338,494 485,804 506,511 47,250 26,543 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,789) -1,075 -369 -3,033 -446 58 -4,554 -3,344 765 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 14.3 17.2 23.0 63.5 91.1 95.0 8.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 360) 190 91 96 51 53 287 204
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,024 COMMITMENTS 20,598 4,812 44 24,559 40,948 45,201 45,804 1,823 1,220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,685) -8,140 -6,272 0 621 -1,077 -7,519 -7,349 -166 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 10.2 0.1 52.2 87.1 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 16 5 1 6 8 22 14
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,841 COMMITMENTS 70,473 23,138 4,247 35,157 93,122 109,877 120,507 33,964 23,334 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,865) -4,987 -1,433 -477 2,605 -1,371 -2,859 -3,281 -1,006 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 16.1 3.0 24.4 64.7 76.4 83.8 23.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 42 17 16 20 24 66 53
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,661 COMMITMENTS 19,470 47,453 1,149 54,318 7,007 74,937 55,609 6,724 26,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,545) -98 2,775 116 2,343 -396 2,361 2,495 184 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 58.1 1.4 66.5 8.6 91.8 68.1 8.2 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 12 20 3 9 8 23 29
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,739 COMMITMENTS 92,961 30,428 1,772 77,408 141,079 172,141 173,279 5,598 4,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 4,230 -1,328 -508 -2,843 1,921 879 85 -569 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.3 17.1 1.0 43.6 79.4 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 51 45 10 20 23 74 75
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,727 COMMITMENTS 53,147 57,680 11,497 80,930 82,014 145,574 151,191 31,153 25,536 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,241) 2,744 -1,921 1,667 -5,650 927 -1,239 673 -2 -1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 32.6 6.5 45.8 46.4 82.4 85.6 17.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 35 25 23 27 40 74 78
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 283,628 COMMITMENTS 49,347 185,346 9,710 207,213 45,266 266,270 240,322 17,358 43,306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,308) -4,989 3,162 1,112 258 -6,281 -3,619 -2,007 -689 -2,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 65.3 3.4 73.1 16.0 93.9 84.7 6.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 25 49 21 30 33 68 91
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,491 COMMITMENTS 27,241 29,992 2,480 7,611 11,521 37,332 43,993 9,159 2,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,574) -4,358 -1,382 -395 -193 -4,485 -4,946 -6,262 -628 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 64.5 5.3 16.4 24.8 80.3 94.6 19.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 76 43 12 13 7 97 55
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 467,842 COMMITMENTS 200,023 115,437 20,880 173,624 275,809 394,527 412,126 73,315 55,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,340) 18,688 19,557 -183 330 3,687 18,835 23,061 2,505 -1,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 24.7 4.5 37.1 59.0 84.3 88.1 15.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 250) 103 52 42 64 65 179 149
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,263 COMMITMENTS 14,779 5,152 25 7,610 17,936 22,414 23,113 1,849 1,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 271) -279 230 -52 506 -449 175 -271 96 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 21.2 0.1 31.4 73.9 92.4 95.3 7.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 13 11 1 6 4 19 16
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 441,738 COMMITMENTS 184,436 97,291 73,329 156,726 252,508 414,491 423,128 27,247 18,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,381) 3,616 -114 3,457 14,152 18,810 21,225 22,153 1,156 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 22.0 16.6 35.5 57.2 93.8 95.8 6.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 114 46 93 93 107 249 213
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,263 COMMITMENTS 6,400 165 505 4,086 8,023 10,991 8,693 2,272 4,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 543) 483 -510 50 -235 178 298 -282 245 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 1.2 3.8 30.8 60.5 82.9 65.5 17.1 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 1 5 8 10 15 16
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 12,034 COMMITMENTS 1,995 616 1,415 8,464 9,738 11,874 11,769 160 265 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 16.6 5.1 11.8 70.3 80.9 98.7 97.8 1.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 3 15 13 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,553 COMMITMENTS 0 175 175 12,300 11,281 12,475 11,631 1,078 1,922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,280) 0 25 100 915 615 1,015 740 265 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.3 90.8 83.2 92.0 85.8 8.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 12 13 13 14
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,690 COMMITMENTS 18,146 30,037 1,221 31,070 16,667 50,437 47,925 3,253 5,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,618) -797 -93 541 2,408 728 2,152 1,176 -534 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 55.9 2.3 57.9 31.0 93.9 89.3 6.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 26 37 8 16 10 45 52
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 657,946 COMMITMENTS 190,632 318,290 204,942 229,981 91,758 625,555 614,990 32,391 42,956 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,304) 6,301 -19,350 -7,592 -308 22,861 -1,599 -4,081 295 2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 48.4 31.1 35.0 13.9 95.1 93.5 4.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 91 131 106 42 35 193 217
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,319 COMMITMENTS 14,183 4,267 10 7,362 16,659 21,555 20,936 764 1,383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 562) 753 127 0 53 393 806 520 -244 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 19.1 0.0 33.0 74.6 96.6 93.8 3.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 12 9 1 5 6 18 15
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 79,161 COMMITMENTS 45,307 5,157 2,399 18,860 62,242 66,565 69,797 12,596 9,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,040) 158 -1,949 -34 446 2,935 570 953 471 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 6.5 3.0 23.8 78.6 84.1 88.2 15.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 48 17 6 28 30 78 51
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 158,321 COMMITMENTS 90,613 10,313 4,797 37,719 124,483 133,129 139,593 25,192 18,728 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,080) 315 -3,897 -67 891 5,869 1,139 1,905 941 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 6.5 3.0 23.8 78.6 84.1 88.2 15.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 48 17 6 28 30 78 51
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 855,752 3577,401 2398,662 9344,655 5949,852 ******** ******** 523,7551196,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 276,068) 20,398 210,257 20,765 213,578 16,524 254,741 247,546 21,327 28,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 27.3 18.3 71.2 45.3 96.0 90.9 4.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 37 121 115 118 134 241 297
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 720,635 COMMITMENTS 121,791 91,423 27,784 486,403 514,024 635,978 633,232 84,657 87,403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,672) 3,249 584 -4,614 423 7,076 -942 3,046 5,614 1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 12.7 3.9 67.5 71.3 88.3 87.9 11.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 623) 143 146 85 226 247 407 440
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 67,909 COMMITMENTS 8,070 8,228 201 41,353 36,032 49,624 44,461 18,285 23,448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 827) 33 -1,534 201 565 875 799 -458 28 1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 12.1 0.3 60.9 53.1 73.1 65.5 26.9 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 10 7 2 19 25 30 33
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: 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: 20,912 COMMITMENTS 0 268 0 19,415 19,996 19,415 20,264 1,497 648 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 1.3 0.0 92.8 95.6 92.8 96.9 7.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 11 11 11 12
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,263,629 COMMITMENTS 614,069 461,443 92,449 2225,250 2389,961 2931,768 2943,853 331,861 319,776 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,226) 6,038 549 -14,032 -711 31,004 -8,705 17,521 27,931 1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 14.1 2.8 68.2 73.2 89.8 90.2 10.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 616) 141 146 81 219 240 394 433 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: 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: 30,280 COMMITMENTS 12,874 330 0 14,756 29,325 27,630 29,655 2,650 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 457 330 0 253 10 710 340 -450 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 1.1 0.0 48.7 96.8 91.2 97.9 8.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 9 1 0 10 10 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: 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: 23,000 COMMITMENTS 526 1,456 0 20,653 20,661 21,179 22,117 1,821 883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) -4 35 0 484 858 480 893 45 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.3 0.0 89.8 89.8 92.1 96.2 7.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 0 12 11 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 25,068 COMMITMENTS 7,590 2,165 590 16,564 21,952 24,744 24,707 324 361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 921) 305 0 36 590 765 931 801 -10 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 8.6 2.4 66.1 87.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 4 3 12 14 19 21
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,638 COMMITMENTS 7,536 9,088 1,242 4,680 3,206 13,458 13,536 180 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 478) 466 300 34 -27 150 473 484 5 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 66.6 9.1 34.3 23.5 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 3 2 9 5 18 9
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,873 COMMITMENTS 5,252 4,442 2,670 3,371 4,025 11,293 11,137 580 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 382) 199 265 185 0 0 384 450 -2 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 37.4 22.5 28.4 33.9 95.1 93.8 4.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 11 11 7 10 26 26
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,261 COMMITMENTS 20,431 14,914 1,748 28,162 32,778 50,341 49,440 6,919 7,821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,121) 1,630 1,860 137 285 1 2,052 1,998 69 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 26.0 3.1 49.2 57.2 87.9 86.3 12.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 77 81 19 68 83 153 175
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,304 COMMITMENTS 102,157 74,568 8,741 140,809 163,890 251,707 247,199 34,597 39,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,604) 8,148 9,301 687 1,424 4 10,259 9,992 345 612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 26.0 3.1 49.2 57.2 87.9 86.3 12.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 77 81 19 68 83 153 175
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 95,005 COMMITMENTS 80,513 94,741 85 14,267 0 94,865 94,826 140 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 101) 125 -61 0 -45 0 80 -61 21 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.7 99.7 0.1 15.0 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 27 11 1 2 0 30 11
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,097 COMMITMENTS 73,155 29,123 3,047 23,527 68,430 99,729 100,600 26,368 25,497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 901) -1,989 -584 264 2,500 1,269 775 949 126 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 23.1 2.4 18.7 54.3 79.1 79.8 20.9 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 36 21 13 14 22 54 52
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 541,016 COMMITMENTS 153,398 150,145 9,997 356,095 368,897 519,490 529,039 21,526 11,977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -396) -1,889 -874 -387 1,326 2,756 -950 1,495 554 -1,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 27.8 1.8 65.8 68.2 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 302) 74 47 22 109 115 192 175
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,207 COMMITMENTS 4,630 8,135 285 54,109 52,031 59,024 60,451 9,183 7,756 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 314) 437 -2,048 7 -234 2,807 210 766 104 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 11.9 0.4 79.3 76.3 86.5 88.6 13.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 12 15 5 35 23 51 39
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,439 COMMITMENTS 17,142 10,892 171 15,590 26,639 32,903 37,702 8,536 3,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,534) 5 -1,465 -291 -1,361 1,224 -1,647 -532 113 -1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 26.3 0.4 37.6 64.3 79.4 91.0 20.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 19 10 2 17 13 37 24
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,602 COMMITMENTS 14,000 21,174 1,188 33,289 25,453 48,477 47,815 10,125 10,787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,681) -5,472 374 469 -1,544 -2,479 -6,547 -1,636 -134 -5,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 36.1 2.0 56.8 43.4 82.7 81.6 17.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 23 20 4 30 23 55 45
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 288,176 COMMITMENTS 66,418 8,465 3,828 208,445 270,328 278,691 282,621 9,485 5,555 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -482) -1,215 737 -48 263 -1,207 -1,000 -518 518 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 2.9 1.3 72.3 93.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 35 12 6 78 53 113 71
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,041,287 COMMITMENTS 306,952 135,494 18,461 689,055 874,866 1014,468 1028,821 26,819 12,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,522) -3,884 1,377 515 -11,778 -22,685 -15,147 -20,793 -2,375 3,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 13.0 1.8 66.2 84.0 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 130 45 33 150 84 293 149
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,857 COMMITMENTS 14,104 5,204 5 14,705 23,540 28,814 28,749 43 108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -362) -246 52 0 -130 -388 -376 -336 14 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 18.0 0.0 51.0 81.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 10 14 1 7 19 17 34
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,586 COMMITMENTS 21,037 5,240 381 2,109 17,852 23,527 23,473 59 113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,024) -619 -1,146 21 -445 100 -1,043 -1,025 19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.2 22.2 1.6 8.9 75.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 14 1 4 12 10 26
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,695 COMMITMENTS 11,484 4,907 874 10,625 27,053 22,983 32,834 12,712 2,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 695) -526 1,098 35 409 335 -82 1,468 777 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 13.7 2.4 29.8 75.8 64.4 92.0 35.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 8 7 5 10 6 21 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 93,562 COMMITMENTS 26,998 3,582 389 52,973 85,806 80,360 89,777 13,202 3,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 682) 464 637 -290 127 523 301 870 381 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.8 0.4 56.6 91.7 85.9 96.0 14.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 19 7 6 44 41 63 54
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: 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: 100,755 COMMITMENTS 10,370 5,272 27,649 62,712 67,832 100,731 100,753 24 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,940) 0 1,980 -1,960 20 -1,960 -1,940 -1,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 5.2 27.4 62.2 67.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 2 2 13 14 21 16
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,055 COMMITMENTS 4,300 926 108 20,536 24,021 24,944 25,055 111 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,709) 210 -250 0 1,519 1,959 1,729 1,709 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 3.7 0.4 82.0 95.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 2 1 26 15 33 17
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,013 COMMITMENTS 1,418 2,221 293 11,996 10,994 13,707 13,508 306 505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18) 59 -50 -97 20 129 -18 -18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 15.8 2.1 85.6 78.5 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 7 3 24 25 30 32
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,054 COMMITMENTS 1,651 3,595 1,431 7,600 5,825 10,682 10,851 372 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 434) 70 88 -35 407 366 442 419 -8 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 32.5 12.9 68.8 52.7 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 4 12 11 21 24 34 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,549 COMMITMENTS 446 485 80 683 734 1,209 1,299 340 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 228) 0 20 30 103 178 133 228 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 31.3 5.2 44.1 47.4 78.1 83.9 21.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 3 10 11 16 18
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,669 COMMITMENTS 8,207 609 1,326 13,819 20,269 23,352 22,204 2,317 3,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 521) 956 0 -75 -87 269 794 194 -273 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 2.4 5.2 53.8 79.0 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 4 17 17 23 23