CFTC Commitments of Traders

Futures Only 6/16/18


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CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 540,509 COMMITMENTS 175,498 125,782 142,186 188,789 224,738 506,473 492,706 34,036 47,803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,565) 8,176 -1,344 -3,350 -12,293 -4,321 -7,467 -9,015 902 2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 23.3 26.3 34.9 41.6 93.7 91.2 6.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 425) 131 126 147 87 120 310 328
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 21,750 COMMITMENTS 8,870 0 300 12,380 21,350 21,550 21,650 200 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,460) 1,010 -380 100 1,400 2,900 2,510 2,620 -50 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 0.0 1.4 56.9 98.2 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 1 11 15 17 16
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,320 COMMITMENTS 100,789 24,318 65,053 104,587 178,823 270,429 268,194 22,891 25,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,589) 403 -2,873 -8,589 -7,448 -2,469 -15,634 -13,931 1,045 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 8.3 22.2 35.7 61.0 92.2 91.4 7.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 92 45 84 71 90 204 193
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 54,966 COMMITMENTS 12,574 12,288 895 28,879 26,609 42,348 39,792 12,618 15,174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -616) -1,552 1,229 -462 550 -2,014 -1,464 -1,247 848 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 22.4 1.6 52.5 48.4 77.0 72.4 23.0 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 21 12 9 44 32 69 49
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,963,233 COMMITMENTS 655,972 369,322 319,721 817,196 1048,159 1792,889 1737,202 170,344 226,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,702) 28,511 71,900 -43,096 -17,764 -49,386 -32,349 -20,582 6,647 -5,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 18.8 16.3 41.6 53.4 91.3 88.5 8.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 909) 232 153 208 327 387 667 673
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,260 COMMITMENTS 1,111 1,208 364 1,398 2,003 2,873 3,575 2,387 1,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13) -166 160 193 455 -151 482 202 -469 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 23.0 6.9 26.6 38.1 54.6 68.0 45.4 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 7 3 9 7 16 17
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 923,162 COMMITMENTS 232,068 140,412 162,452 471,438 521,186 865,958 824,050 57,204 99,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,569) 6,311 41,604 8,192 -8,689 -37,677 5,814 12,119 4,755 -1,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 15.2 17.6 51.1 56.5 93.8 89.3 6.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 688) 200 152 194 197 254 503 529
CFTC# 5603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 31,873 COMMITMENTS 15,212 3,077 880 626 8,491 16,718 12,448 15,155 19,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -196) -769 -321 296 0 -302 -473 -327 277 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 9.7 2.8 2.0 26.6 52.5 39.1 47.5 60.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 8 4 2 19 7 30
CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 39,946 COMMITMENTS 7,860 27,106 595 31,491 12,245 39,946 39,946 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) 0 105 45 -340 -445 -295 -295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 67.9 1.5 78.8 30.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 11 2 12 7 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 29,178 COMMITMENTS 2,460 5,295 50 26,652 23,833 29,162 29,178 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) 500 0 0 -205 295 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 18.1 0.2 91.3 81.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 5 1 8 10 14 15
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 69,543 COMMITMENTS 6,167 11,112 6,197 57,177 52,234 69,541 69,543 2 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,255) 365 1,133 -165 3,075 2,287 3,275 3,255 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 16.0 8.9 82.2 75.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 11 11 7 14 12 31 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 46,697 COMMITMENTS 10,793 24,788 762 35,142 21,147 46,697 46,697 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 400 0 400 0 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 53.1 1.6 75.3 45.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 9 1 8 6 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 41,197 COMMITMENTS 9,497 27,035 0 31,700 14,162 41,197 41,197 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 400 0 400 0 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 65.6 0.0 76.9 34.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 7 0 9 7 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 31,022 COMMITMENTS 11,600 15,498 200 19,222 15,324 31,022 31,022 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 37.4 50.0 0.6 62.0 49.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 4 1 10 8 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 30,768 COMMITMENTS 13,620 16,875 100 17,048 13,793 30,768 30,768 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 44.3 54.8 0.3 55.4 44.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 7 1 7 8 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 21,245 COMMITMENTS 9,020 3,855 0 12,225 17,390 21,245 21,245 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 42.5 18.1 0.0 57.5 81.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 3 0 7 4 14 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072 COMMITMENTS 5,497 5,275 0 21,575 21,797 27,072 27,072 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 19.5 0.0 79.7 80.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 0 11 5 15 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 14,900 COMMITMENTS 9,100 1,950 0 5,800 12,950 14,900 14,900 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 61.1 13.1 0.0 38.9 86.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 2 0 7 4 14 6 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,440 COMMITMENTS 9,430 16,290 0 16,010 9,150 25,440 25,440 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 37.1 64.0 0.0 62.9 36.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 8 0 5 6 10 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 19,383 COMMITMENTS 4,093 525 1,462 13,828 17,396 19,383 19,383 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725) 35 85 515 175 125 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 2.7 7.5 71.3 89.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 2 15 9 19 14
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 506,204 COMMITMENTS 142,007 159,804 108,306 216,214 206,594 466,527 474,704 39,677 31,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,920) 3,187 14,690 -16,838 6,696 -5,515 -6,955 -7,663 1,035 1,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 31.6 21.4 42.7 40.8 92.2 93.8 7.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 377) 92 124 121 90 77 269 277
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,757 COMMITMENTS 118,352 114,165 22,316 547,353 501,236 688,021 637,717 129,736 180,040 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,113) 19,870 -2,486 -1,930 -1,090 6,081 16,850 1,665 -7,737 7,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 14.0 2.7 66.9 61.3 84.1 78.0 15.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 48 21 19 88 86 140 122
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,026,646 COMMITMENTS 77,627 270,258 41,586 782,303 617,718 901,516 929,562 125,130 97,084 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,239) 1,629 9,835 1,198 -5,276 -7,009 -2,449 4,024 1,210 -5,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 26.3 4.1 76.2 60.2 87.8 90.5 12.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128) 17 20 21 70 68 96 100
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 20,512 COMMITMENTS 4,227 244 2,511 13,527 17,595 20,265 20,350 247 162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 603) 88 0 -198 593 821 483 623 120 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 1.2 12.2 65.9 85.8 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 4 6 23 25 32 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 26,271 COMMITMENTS 2,160 7,212 1,842 22,027 17,019 26,029 26,073 242 198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,645) -40 78 65 1,492 1,430 1,517 1,573 128 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 27.5 7.0 83.8 64.8 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 4 3 29 19 36 24
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,737 COMMITMENTS 8,568 962 5,456 37,592 45,243 51,616 51,661 121 76 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,365) 808 90 167 1,344 2,067 2,319 2,324 46 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.9 10.5 72.7 87.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 10 5 8 37 41 50 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,971 COMMITMENTS 372 1,845 1,669 10,042 8,648 12,083 12,162 888 809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) -25 41 143 -61 -101 57 83 43 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 14.2 12.9 77.4 66.7 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 8 22 23 32 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,399 COMMITMENTS 678 52 1,158 7,718 8,642 9,554 9,852 845 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,463) -30 7 98 1,360 1,359 1,428 1,464 35 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.5 11.1 74.2 83.1 91.9 94.7 8.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 5 2 8 29 36 37 44
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,966 COMMITMENTS 417 1,669 318 3,907 1,920 4,642 3,907 324 1,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 349) 175 10 14 120 323 309 347 40 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 33.6 6.4 78.7 38.7 93.5 78.7 6.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 6 5 14 15 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,951 COMMITMENTS 304 9,470 4,562 27,815 18,826 32,681 32,858 270 93 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,488) 80 1,503 493 675 -508 1,248 1,488 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 28.7 13.8 84.4 57.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 6 24 21 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,487 COMMITMENTS 1,025 2,493 384 4,321 3,241 5,730 6,118 757 369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 376) 36 -3 46 283 514 365 557 11 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 38.4 5.9 66.6 50.0 88.3 94.3 11.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 9 7 10 25 21 40 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,582 COMMITMENTS 449 128 862 4,712 5,270 6,023 6,260 559 322 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 267) 82 -78 100 85 230 267 252 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.9 13.1 71.6 80.1 91.5 95.1 8.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 2 4 15 17 22 22
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 416,105 COMMITMENTS 113,945 79,348 87,570 163,203 221,380 364,718 388,298 51,387 27,807 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,841) -6,489 -2,281 -4,714 16,286 16,506 5,083 9,511 3,758 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 19.1 21.0 39.2 53.2 87.7 93.3 12.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 218) 75 40 82 72 79 192 169
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,877 COMMITMENTS 800 3,345 750 22,754 25,537 24,304 29,632 9,573 4,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) 0 500 0 411 -109 411 391 269 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 9.9 2.2 67.2 75.4 71.7 87.5 28.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 2 17 17 19 19
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,326,525 COMMITMENTS 538,213 112,512 573,857 4177,230 4627,071 5289,300 5313,440 37,225 13,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,357) 5,794 -3,088 -31,526 55,669 59,778 29,937 25,164 -3,580 1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.1 10.8 78.4 86.9 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 221) 58 17 53 133 109 203 167
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 152,856 COMMITMENTS 32,609 17,367 42,450 72,979 92,083 148,038 151,900 4,818 956 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,138) 370 178 1,389 361 571 2,120 2,138 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 11.4 27.8 47.7 60.2 96.8 99.4 3.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 10 7 16 27 26 43 43
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,093 COMMITMENTS 773 6,041 237 260,049 261,659 261,059 267,937 11,034 4,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) -457 -217 -10 2,535 306 2,068 79 -2,009 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.2 0.1 95.6 96.2 95.9 98.5 4.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 1 29 27 30 31
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,680 COMMITMENTS 3,461 31 6,581 100,594 103,350 110,636 109,962 4,044 4,718 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,912) -282 -434 783 2,200 3,020 2,701 3,369 211 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 5.7 87.7 90.1 96.5 95.9 3.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 1 4 22 24 26 28
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,995 COMMITMENTS 2,027 5,169 1,939 339,740 337,797 343,706 344,905 9,289 8,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,407) -97 33 9 13,185 13,827 13,097 13,869 310 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.5 0.5 96.2 95.7 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 4 3 27 32 30 38
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 858,717 COMMITMENTS 3,679 7,008 7,930 835,072 840,072 846,681 855,010 12,036 3,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,905) 1,835 -3 341 19,661 22,168 21,837 22,506 1,068 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.9 97.2 97.8 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 1 2 43 27 47 29
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 451,968 COMMITMENTS 5,432 2,718 210 419,519 441,693 425,161 444,621 26,807 7,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -266) -123 -302 30 -266 -747 -359 -1,019 93 753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.0 92.8 97.7 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 2 1 1 35 41 37 43
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 522,165 COMMITMENTS 4,209 2,202 797 502,911 513,007 507,917 516,006 14,248 6,159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,486) -26 277 33 4,686 7,151 4,693 7,461 1,793 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.4 0.2 96.3 98.2 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 4 2 4 35 39 41 43
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,635 COMMITMENTS 1,325 7,533 300 294,714 290,095 296,339 297,928 7,296 5,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,709) -956 324 -62 8,887 6,805 7,869 7,067 -1,160 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.5 0.1 97.1 95.5 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 3 2 43 37 45 42
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 97,555 COMMITMENTS 875 2,101 2,382 88,484 88,536 91,741 93,019 5,814 4,536 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,974) 0 -1,004 -119 2,365 4,281 2,246 3,158 728 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.2 2.4 90.7 90.8 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 22 20 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 51,293 COMMITMENTS 700 0 0 49,246 50,719 49,946 50,719 1,347 574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,393) 0 0 0 1,393 1,239 1,393 1,239 0 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 96.0 98.9 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 0 17 15 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 194,736 COMMITMENTS 0 2,426 1,370 180,884 185,838 182,254 189,634 12,482 5,102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 136) 0 816 -185 -1,321 -243 -1,506 388 1,642 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.7 92.9 95.4 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 17 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 167,466 COMMITMENTS 2,091 1,510 0 156,455 156,209 158,546 157,719 8,920 9,747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 236 0 -7 -2 -2,343 227 -2,350 288 2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.9 0.0 93.4 93.3 94.7 94.2 5.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 1 0 25 21 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 195,146 COMMITMENTS 0 0 0 187,281 190,065 187,281 190,065 7,865 5,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,641) 0 0 0 12,578 11,521 12,578 11,521 -937 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 97.4 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 15 16 15 16
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,523 COMMITMENTS 3,942 1,344 240 19,936 23,189 24,118 24,773 1,405 750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 558) 868 0 0 -465 558 403 558 155 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.3 0.9 78.1 90.9 94.5 97.1 5.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 11 15 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 566,842 COMMITMENTS 18,377 17,149 3,844 534,381 538,937 556,602 559,930 10,240 6,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,779) 3,331 1,423 -400 -3,087 989 -156 2,012 2,935 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 0.7 94.3 95.1 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 6 6 7 49 50 59 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 245,924 COMMITMENTS 248 6,839 897 240,461 228,207 241,606 235,943 4,318 9,981 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,180) 248 2,641 -184 12,170 9,885 12,234 12,342 -54 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 0.4 97.8 92.8 98.2 95.9 1.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 6 3 28 28 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 37,447 COMMITMENTS 848 1,770 0 35,196 34,522 36,044 36,292 1,403 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,662) 0 0 0 1,662 1,662 1,662 1,662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.7 0.0 94.0 92.2 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 15 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 86,397 COMMITMENTS 0 1,109 0 79,018 77,513 79,018 78,622 7,379 7,775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -475) 0 -64 0 -291 -820 -291 -884 -184 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 91.5 89.7 91.5 91.0 8.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 16 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 139,072 COMMITMENTS 2,832 1,970 0 128,899 134,344 131,731 136,314 7,341 2,758 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,812) 372 248 0 6,584 7,192 6,956 7,440 856 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.4 0.0 92.7 96.6 94.7 98.0 5.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 140,731 COMMITMENTS 9,042 5,502 0 127,805 134,257 136,847 139,759 3,884 972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,688) 372 372 0 7,196 6,854 7,568 7,226 120 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.9 0.0 90.8 95.4 97.2 99.3 2.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 2 5 0 30 30 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 179,509 COMMITMENTS 720 570 0 177,367 176,715 178,087 177,285 1,422 2,224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 481) 0 0 0 846 603 846 603 -365 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.0 98.8 98.4 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 2 0 22 18 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 268,288 COMMITMENTS 92 732 915 264,036 255,082 265,043 256,729 3,245 11,559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,175) 0 246 0 4,687 3,778 4,687 4,024 488 1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.3 98.4 95.1 98.8 95.7 1.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 1 33 28 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 104,776 COMMITMENTS 1,534 0 1,142 88,325 90,176 91,001 91,318 13,775 13,458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,816) 1,534 -104 -107 -71 1,379 1,356 1,168 1,460 1,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 1.1 84.3 86.1 86.9 87.2 13.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 19 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,419 COMMITMENTS 307 0 1,161 159,035 156,746 160,503 157,907 2,916 5,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) -302 0 -33 1,985 1,683 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.7 97.3 95.9 98.2 96.6 1.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 1 21 24 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,566 COMMITMENTS 8,821 0 827 138,437 152,146 148,085 152,973 9,481 4,593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,109) 572 0 114 1,390 3,107 2,076 3,221 33 -1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.5 87.9 96.6 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 2 19 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,150 COMMITMENTS 0 0 0 101,179 100,899 101,179 100,899 9,971 10,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) 0 0 0 303 -4,371 303 -4,371 -519 4,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 90.8 91.0 90.8 9.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 19 16 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 199,969 COMMITMENTS 1,703 1,477 542 194,898 186,136 197,143 188,155 2,826 11,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 830) 47 321 -13 264 690 298 998 532 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.7 0.3 97.5 93.1 98.6 94.1 1.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 2 22 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 159,743 COMMITMENTS 0 3,405 918 146,348 148,716 147,266 153,039 12,477 6,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,989) 0 1,065 -302 8,377 7,002 8,075 7,765 -86 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.6 91.6 93.1 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 3 2 32 28 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 230,552 COMMITMENTS 4,542 1,654 1,503 215,785 218,440 221,830 221,597 8,722 8,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34) -184 -759 -122 1,349 859 1,043 -22 -1,009 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.7 0.7 93.6 94.7 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 1 1 31 28 35 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 150,119 COMMITMENTS 113 0 1,389 145,310 143,661 146,812 145,050 3,307 5,069 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 556) 113 -68 -82 556 675 587 525 -31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.9 96.8 95.7 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 22 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 152,210 COMMITMENTS 0 0 0 148,470 144,994 148,470 144,994 3,740 7,216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,352) 0 0 0 1,166 1,228 1,166 1,228 186 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 95.3 97.5 95.3 2.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 21 18 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 64,671 COMMITMENTS 2,240 1,257 0 53,482 62,162 55,722 63,419 8,949 1,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 -62 0 400 462 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.9 0.0 82.7 96.1 86.2 98.1 13.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 0 14 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 48,193 COMMITMENTS 0 971 0 46,174 46,068 46,174 47,039 2,019 1,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,240) 0 248 0 1,272 1,114 1,272 1,362 -32 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 95.8 95.6 95.8 97.6 4.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 17 16 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 145,461 COMMITMENTS 1,469 0 0 121,837 137,836 123,306 137,836 22,155 7,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 83.8 94.8 84.8 94.8 15.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 18 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 85,984 COMMITMENTS 6,938 5,992 964 74,069 76,621 81,971 83,577 4,013 2,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,283) 492 0 120 3,192 3,195 3,804 3,315 -521 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.0 1.1 86.1 89.1 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 1 23 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 181,117 COMMITMENTS 4,682 0 0 173,876 178,967 178,558 178,967 2,559 2,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,256) 0 0 0 3,194 3,748 3,194 3,748 62 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 96.0 98.8 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 15 17 16 17
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,495,048 COMMITMENTS 341,387 402,512 530,948 550,028 529,088 1422,363 1462,548 72,685 32,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -76,016) -9,134 -7,446 -26,584 -42,953 -40,025 -78,671 -74,055 2,655 -1,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 26.9 35.5 36.8 35.4 95.1 97.8 4.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 319) 130 78 155 71 66 297 236
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 405,708 COMMITMENTS 229,884 164,474 41,398 116,113 186,685 387,395 392,557 18,313 13,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,597) 4,079 489 -309 -1,542 3,935 2,228 4,115 2,369 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 40.5 10.2 28.6 46.0 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 19 20 23 33 32 64 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 84,767 COMMITMENTS 12,787 9,595 19,151 44,936 47,885 76,874 76,631 7,893 8,136 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 593) -102 -75 -260 680 541 318 206 275 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.3 22.6 53.0 56.5 90.7 90.4 9.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 11 12 18 24 23 43 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 37,022 COMMITMENTS 2,678 6,495 6,911 27,164 23,520 36,753 36,926 269 96 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,564) -1,031 172 1,709 920 -321 1,598 1,560 -34 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 17.5 18.7 73.4 63.5 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 13 5 16 12 11 28 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,549 COMMITMENTS 3,277 12,925 4,082 45,907 36,112 53,266 53,119 2,283 2,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,433) 0 -405 232 3,188 3,468 3,420 3,295 13 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 23.3 7.3 82.6 65.0 95.9 95.6 4.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 10 8 10 10 19 21
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,460 COMMITMENTS 12,609 11,701 5,823 19,998 20,858 38,430 38,382 1,030 1,078 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 747) -151 295 563 441 119 853 977 -106 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 29.7 14.8 50.7 52.9 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 9 12 12 18 15 36 30
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,390 COMMITMENTS 1,292 879 396 2,259 2,783 3,947 4,058 443 332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 175 45 -10 100 159 265 194 -121 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 20.0 9.0 51.5 63.4 89.9 92.4 10.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 5 6 7 10 16 18
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,884 COMMITMENTS 603 456 346 699 779 1,648 1,581 236 303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11) 114 206 -59 -26 -173 29 -26 -18 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.2 18.4 37.1 41.3 87.5 83.9 12.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 10 6 5 7 7 20 15
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,497 COMMITMENTS 399 580 161 3,661 3,450 4,221 4,191 276 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 47) 0 180 0 67 -165 67 15 -20 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.9 3.6 81.4 76.7 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 2 16 16 19 20
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,152 COMMITMENTS 10,504 3,613 4,362 37,046 44,005 51,912 51,980 240 172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,501) 386 414 375 4,783 4,729 5,544 5,518 -43 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 6.9 8.4 71.0 84.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 18 11 12 52 54 76 72
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 511,108 COMMITMENTS 158,204 34,092 100,587 205,658 340,221 464,449 474,900 46,659 36,208 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,222) -7,585 3,301 4,524 -4,132 -16,420 -7,193 -8,595 971 2,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 6.7 19.7 40.2 66.6 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 316) 106 51 111 96 104 262 237
CFTC# 3265 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,367 COMMITMENTS 190 25 361 1,429 1,486 1,980 1,872 387 495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 3 -3 47 -52 -33 -2 11 22 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.1 15.3 60.4 62.8 83.7 79.1 16.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 3 16 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,330 COMMITMENTS 1,463 225 376 2,263 3,495 4,102 4,096 228 234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 170 35 -21 73 218 222 232 48 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 5.2 8.7 52.3 80.7 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 4 5 18 19 24 27
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 309,608 COMMITMENTS 140,030 17,084 28,990 116,183 254,107 285,203 300,181 24,405 9,427 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,937) -391 3,062 -8,432 -4,118 -5,301 -12,941 -10,671 2,004 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 5.5 9.4 37.5 82.1 92.1 97.0 7.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 175 55 84 65 80 280 189
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,135,567 COMMITMENTS 606,552 31,191 37,450 450,503 1047,979 1094,505 1116,620 41,062 18,947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,845) 11,885 4,738 202 -79 10,905 12,008 15,845 3,837 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 2.7 3.3 39.7 92.3 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 17 7 16 37 36 58 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,807 COMMITMENTS 16,884 16,382 17,024 137,037 134,655 170,945 168,061 4,862 7,746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,650) 272 770 -566 4,668 4,448 4,374 4,652 276 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 9.3 9.7 77.9 76.6 97.2 95.6 2.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 9 13 27 24 41 38
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,312 COMMITMENTS 2,340 3,220 360 14,612 13,732 17,312 17,312 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 13.5 18.6 2.1 84.4 79.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 8 4 8 9 15 17
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,951 COMMITMENTS 2,365 4,338 735 5,719 3,947 8,819 9,020 2,132 1,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 971) 157 981 178 461 -122 796 1,037 175 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 39.6 6.7 52.2 36.0 80.5 82.4 19.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 20 17 9 21 13 43 38
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,385 COMMITMENTS 5,969 1,330 394 7,126 12,957 13,489 14,681 2,896 1,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -467) -297 -402 -112 125 -202 -284 -716 -183 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 8.1 2.4 43.5 79.1 82.3 89.6 17.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 28 9 9 18 12 51 26
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,787,365 COMMITMENTS 409,900 427,471 59,276 1192,136 1132,052 1661,312 1618,799 126,053 168,566 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,866) -17,486 3,575 -11,076 5,312 -19,989 -23,250 -27,490 -2,616 1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 23.9 3.3 66.7 63.3 92.9 90.6 7.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 328) 55 67 28 143 142 211 224
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,411,549 COMMITMENTS 561,002 896,996 141,342 2381,173 1834,905 3083,517 2873,243 328,032 538,306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -112,239) -38,375 -99,927 10,356 -84,298 -50,116 -112,317 -139,687 78 27,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 26.3 4.1 69.8 53.8 90.4 84.2 9.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 454) 71 110 52 180 211 276 348
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 535,746 COMMITMENTS 63,544 50,136 8,017 364,816 300,659 436,377 358,812 99,369 176,934 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,774) 2,083 -2,261 2,796 10,334 13,539 15,213 14,074 -5,439 -4,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 9.4 1.5 68.1 56.1 81.5 67.0 18.5 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 15 11 6 54 56 72 70
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,760,964 COMMITMENTS 558,305 1100,486 170,523 2776,595 2076,700 3505,423 3347,709 255,541 413,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80,207) 23,933 -3,891 18,615 37,791 47,335 80,339 62,059 -132 18,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 29.3 4.5 73.8 55.2 93.2 89.0 6.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 341) 52 69 31 143 173 215 253
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,942,691 COMMITMENTS 297,006 193,116 481,319 1136,161 1209,475 1914,486 1883,910 28,205 58,781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57,495) 69,091 11,064 15,364 -28,619 23,933 55,836 50,361 1,659 7,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 9.9 24.8 58.5 62.3 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 29 41 56 57 72 117 146
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,162 COMMITMENTS 759 897 124 4,557 4,560 5,440 5,581 722 581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154) -9 10 9 151 119 151 138 3 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 14.6 2.0 74.0 74.0 88.3 90.6 11.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 10 6 22 18 31 29
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,552 COMMITMENTS 12,540 5,283 1,503 6,281 10,472 20,324 17,258 2,228 5,294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 849) 616 853 13 209 -375 838 491 11 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 23.4 6.7 27.9 46.4 90.1 76.5 9.9 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 23 17 19 16 24 50 50
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,262 COMMITMENTS 879 789 388 4,535 4,620 5,802 5,797 460 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 201) 16 31 -21 185 159 180 169 21 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 12.6 6.2 72.4 73.8 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 9 8 26 20 38 32
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,614 COMMITMENTS 71 2,672 10 2,693 677 2,774 3,359 840 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 267) 0 167 0 309 88 309 255 -42 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 73.9 0.3 74.5 18.7 76.8 92.9 23.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 5 1 13 3 16 9
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,320 COMMITMENTS 64,692 81,409 51,524 100,934 70,464 217,150 203,397 18,170 31,923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,497) 5,031 611 -6,879 -531 2,365 -2,379 -3,903 -1,118 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 34.6 21.9 42.9 29.9 92.3 86.4 7.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 83 103 107 60 75 212 233
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,448 COMMITMENTS 110,731 91,994 55,805 136,326 145,744 302,862 293,543 28,586 37,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,230) 3,523 -2,421 -716 -3,028 -937 -221 -4,074 -4,009 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 27.8 16.8 41.1 44.0 91.4 88.6 8.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 405) 110 108 125 109 131 292 313
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,889 COMMITMENTS 3,352 1,502 437 1,334 3,330 5,123 5,269 1,766 1,620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 68) -2 -54 26 86 26 110 -2 -42 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 21.8 6.3 19.4 48.3 74.4 76.5 25.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 28 10 8 15 17 49 33
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,121 COMMITMENTS 13,302 13,158 9,512 15,266 9,871 38,080 32,541 6,041 11,580 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,061) -235 -413 1,451 177 -515 1,393 523 -332 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 29.8 21.6 34.6 22.4 86.3 73.8 13.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187) 46 61 46 43 45 118 131
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,664 COMMITMENTS 1,450 11,921 546 20,827 9,920 22,823 22,387 841 1,277 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 598) -10 336 -6 591 150 575 480 23 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 50.4 2.3 88.0 41.9 96.4 94.6 3.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 9 10 8 18 25 33 37
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 44,438 COMMITMENTS 9,657 2,937 87 33,608 40,901 43,352 43,925 1,086 513 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 42 0 0 -317 0 -275 0 275 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 6.6 0.2 75.6 92.0 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 8 6 3 27 27 36 35
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 45,186 COMMITMENTS 4,075 1,043 725 40,376 43,338 45,176 45,106 10 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 909) -550 115 25 1,434 829 909 969 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.3 1.6 89.4 95.9 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 6 6 25 20 34 28
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 22,871 COMMITMENTS 345 1,275 680 21,846 20,916 22,871 22,871 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) 0 -100 0 -150 -50 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.6 3.0 95.5 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 2 20 17 24 20
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 165,821 COMMITMENTS 9,543 22,606 3,839 152,208 139,116 165,590 165,561 231 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,548) -150 -700 0 -1,398 -848 -1,548 -1,548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 13.6 2.3 91.8 83.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 7 7 5 36 36 45 46
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,344 COMMITMENTS 957 7,763 776 53,491 46,805 55,224 55,344 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,937) -540 221 125 -796 -2,283 -1,211 -1,937 -726 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.0 1.4 96.7 84.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 8 5 20 17 30 25
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,595 COMMITMENTS 300 25 25 32,270 32,545 32,595 32,595 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,425) 0 25 0 -1,356 -725 -1,356 -700 -69 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 0.1 99.0 99.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 12 13 15 15
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 47,150 COMMITMENTS 4,950 2,050 565 41,469 44,355 46,984 46,970 166 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 0 0 0 405 445 405 445 25 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.3 1.2 88.0 94.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 4 1 25 28 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 77,316 COMMITMENTS 13,409 2,955 1,246 62,381 73,101 77,036 77,302 280 14 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,055) 635 0 0 2,430 3,055 3,065 3,055 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 3.8 1.6 80.7 94.5 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 4 4 31 32 39 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 68,169 COMMITMENTS 2,885 840 1,285 63,523 65,779 67,693 67,904 476 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 910) 0 -20 20 880 920 900 920 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.2 1.9 93.2 96.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 3 3 25 25 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 100,417 COMMITMENTS 3,650 170 890 95,247 99,207 99,787 100,267 630 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,604) 0 0 0 1,574 1,614 1,574 1,614 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.2 0.9 94.9 98.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 1 1 27 27 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,925 COMMITMENTS 425 130 20 29,480 29,555 29,925 29,705 0 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,670) -25 -55 0 -1,225 -1,560 -1,250 -1,615 -420 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.4 0.1 98.5 98.8 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 22 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 29,160 COMMITMENTS 1,030 300 0 27,860 28,465 28,890 28,765 270 395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,025) -45 0 0 -1,090 -1,405 -1,135 -1,405 110 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.0 0.0 95.5 97.6 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 0 19 18 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 11,130 COMMITMENTS 875 350 50 10,205 10,730 11,130 11,130 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129) -471 150 0 600 -21 129 129 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.1 0.4 91.7 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 1 16 8 20 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 47,356 COMMITMENTS 12,383 949 3,898 30,635 42,020 46,916 46,867 440 489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,279) 2,348 -305 -1,381 -2,204 417 -1,237 -1,269 -42 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 2.0 8.2 64.7 88.7 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 14 4 12 25 29 41 43
CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,278 COMMITMENTS 525 725 0 39,753 39,498 40,278 40,223 0 55 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,125) 105 -120 -5 -1,225 -990 -1,125 -1,115 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.8 0.0 98.7 98.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 3 0 28 23 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 42,670 COMMITMENTS 3,205 2,616 570 38,255 39,484 42,030 42,670 640 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,697) -290 -53 -175 -3,202 -3,469 -3,667 -3,697 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 6.1 1.3 89.7 92.5 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 5 3 24 21 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,444 COMMITMENTS 1,760 315 620 43,574 44,899 45,954 45,834 490 610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,190) 180 0 0 795 1,335 975 1,335 215 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.7 1.3 93.8 96.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 21 15 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,373 COMMITMENTS 1,915 2,300 550 50,428 49,978 52,893 52,828 480 545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,500) 510 0 0 835 1,705 1,345 1,705 155 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 4.3 1.0 94.5 93.6 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 1 21 16 24 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 77,979 COMMITMENTS 558 730 769 76,489 76,477 77,816 77,976 163 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,967) 558 -382 -473 -1,869 -1,902 -1,784 -2,757 -1,183 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 1.0 98.1 98.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 2 1 27 28 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 115,272 COMMITMENTS 1,936 4,140 2,333 110,710 108,789 114,979 115,262 293 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,592) 701 -2,444 644 -4,353 -2,632 -3,008 -4,432 -1,584 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.6 2.0 96.0 94.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 7 4 27 25 34 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 51,845 COMMITMENTS 200 225 25 51,620 51,595 51,845 51,845 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,475) 0 -125 0 -2,250 -1,475 -2,250 -1,600 -225 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.4 0.0 99.6 99.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 1 13 15 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,849 COMMITMENTS 2,730 1,525 500 34,864 36,749 38,094 38,774 755 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) 0 0 0 -230 -290 -230 -290 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 3.9 1.3 89.7 94.6 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 21 19 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 42,414 COMMITMENTS 8,618 3,500 630 32,701 38,264 41,949 42,394 465 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -810) -530 500 0 -590 -1,330 -1,120 -830 310 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 8.3 1.5 77.1 90.2 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 3 2 24 22 32 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 39,111 COMMITMENTS 10 2,486 52 38,950 36,163 39,012 38,701 99 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.1 99.6 92.5 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 15 15 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 32,104 COMMITMENTS 0 1,435 0 32,044 30,239 32,044 31,674 60 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 99.8 94.2 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,158 COMMITMENTS 845 2,305 70 32,757 31,773 33,672 34,148 486 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -50 -100 50 555 605 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.7 0.2 95.9 93.0 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 3 21 21 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,509 COMMITMENTS 500 145 125 21,495 22,179 22,120 22,449 389 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 0.6 95.5 98.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 17 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 51,753 COMMITMENTS 1,714 7,511 100 49,844 44,075 51,658 51,686 95 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -584) 40 277 0 -624 -860 -584 -583 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 14.5 0.2 96.3 85.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 4 3 27 24 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 43,186 COMMITMENTS 40 3,310 160 42,634 39,668 42,834 43,138 352 48 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 0 0 0 -90 -110 -90 -110 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.7 0.4 98.7 91.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 3 2 24 19 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,766 COMMITMENTS 2,450 530 25 19,023 21,193 21,498 21,748 268 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -145) 0 9 -75 -70 -79 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 2.4 0.1 87.4 97.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 1 12 15 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,165 COMMITMENTS 870 1,050 0 17,200 17,115 18,070 18,165 95 0 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 5.8 0.0 94.7 94.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 0 15 9 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,935 COMMITMENTS 600 4,600 50 20,080 16,285 20,730 20,935 205 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 22.0 0.2 95.9 77.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 17 9 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,185 COMMITMENTS 720 0 0 21,285 22,125 22,005 22,125 180 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 95.9 99.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,900 COMMITMENTS 850 25 100 19,639 20,775 20,589 20,900 311 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 0 0 310 310 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.1 0.5 94.0 99.4 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 1 14 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,720 COMMITMENTS 850 25 100 15,543 16,595 16,493 16,720 227 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.1 0.6 93.0 99.3 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 14 11 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,915 COMMITMENTS 600 4,375 125 9,895 6,330 10,620 10,830 295 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 40.1 1.1 90.7 58.0 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 14 10 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,585 COMMITMENTS 600 1,325 75 6,685 6,100 7,360 7,500 225 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 0 0 0 110 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.5 1.0 88.1 80.4 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 13 10 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,711 COMMITMENTS 1,175 2,770 255 38,734 37,686 40,164 40,711 547 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 -300 180 -44 325 136 205 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.8 0.6 95.1 92.6 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,780 COMMITMENTS 1,175 2,770 255 38,801 37,755 40,231 40,780 549 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -220) 0 -300 180 -469 -100 -289 -220 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.8 0.6 95.1 92.6 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 1 19 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 113,231 COMMITMENTS 6,414 1,344 3,601 102,953 108,021 112,968 112,966 263 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,473) -700 65 580 2,593 1,818 2,473 2,463 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.2 3.2 90.9 95.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 10 2 7 32 27 43 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 132,148 COMMITMENTS 12,654 2,809 1,901 117,348 127,438 131,903 132,148 245 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,663) -300 390 180 3,783 3,093 3,663 3,663 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 2.1 1.4 88.8 96.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 11 5 7 34 32 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 259,289 COMMITMENTS 26,535 35,356 16,780 215,500 207,123 258,815 259,259 474 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,430) -164 491 503 -2,777 -3,437 -2,438 -2,443 8 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 13.6 6.5 83.1 79.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 24 14 17 41 45 72 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,728 COMMITMENTS 2,278 425 175 29,012 31,128 31,465 31,728 263 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -330) 0 0 0 -330 -260 -330 -260 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.3 0.6 91.4 98.1 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 1 20 8 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 30,491 COMMITMENTS 1,358 380 695 28,175 29,416 30,228 30,491 263 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -330) 0 0 0 -330 -260 -330 -260 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 2.3 92.4 96.5 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 20 8 23 11
CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,478 COMMITMENTS 13,760 5,240 600 39,176 47,732 53,536 53,572 5,942 5,906 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) 75 -280 -125 850 1,258 800 853 163 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 8.8 1.0 65.9 80.3 90.0 90.1 10.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 1 16 21 19 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 57,130 COMMITMENTS 15,680 5,240 600 35,561 45,911 51,841 51,751 5,289 5,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 859) -95 -280 -25 605 715 485 410 374 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.2 1.1 62.2 80.4 90.7 90.6 9.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 14 21 17 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,565 COMMITMENTS 810 8,700 140 16,395 8,755 17,345 17,595 3,220 2,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,715) -15 -370 -35 -1,630 -1,245 -1,680 -1,650 -35 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 42.3 0.7 79.7 42.6 84.3 85.6 15.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 1 15 10 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,415 COMMITMENTS 410 8,700 0 16,000 7,925 16,410 16,625 3,005 2,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,960) -50 -355 0 -1,810 -1,515 -1,860 -1,870 -100 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 44.8 0.0 82.4 40.8 84.5 85.6 15.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 16 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,491 COMMITMENTS 12,595 600 0 14,868 26,583 27,463 27,183 3,028 3,308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,020) -325 0 0 -493 -838 -818 -838 -202 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 2.0 0.0 48.8 87.2 90.1 89.2 9.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 10 14 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,265 COMMITMENTS 4,630 1,230 0 29,335 32,735 33,965 33,965 2,300 2,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,460) -475 -355 -25 -1,815 -1,935 -2,315 -2,315 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 3.4 0.0 80.9 90.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,525 COMMITMENTS 4,705 1,180 0 25,870 29,395 30,575 30,575 1,950 1,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,225) -475 -355 -25 -1,525 -1,645 -2,025 -2,025 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.6 0.0 79.5 90.4 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,710 COMMITMENTS 2,275 345 210 20,895 23,615 23,380 24,170 1,330 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,565) 435 100 -685 -2,575 -1,645 -2,825 -2,230 260 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 0.8 84.6 95.6 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 16 16 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,455 COMMITMENTS 2,225 245 260 20,705 23,365 23,190 23,870 1,265 585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,805) 325 0 -575 -1,320 -890 -1,570 -1,465 -235 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.0 1.1 84.7 95.5 94.8 97.6 5.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 15 15 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,850 COMMITMENTS 8,355 1,975 540 26,885 33,535 35,780 36,050 1,070 800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,245) -490 25 -25 -845 -1,115 -1,360 -1,115 115 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 5.4 1.5 73.0 91.0 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 2 1 15 8 18 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,725 COMMITMENTS 8,800 1,975 125 23,525 30,500 32,450 32,600 1,275 1,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,065) -215 -25 0 -690 -755 -905 -780 -160 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 5.9 0.4 69.8 90.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 2 1 14 9 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 97,130 COMMITMENTS 9,840 2,160 2,915 77,155 84,775 89,910 89,850 7,220 7,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,075) -960 0 -10 -3,170 -4,185 -4,140 -4,195 65 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.2 3.0 79.4 87.3 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 1 2 20 25 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 88,295 COMMITMENTS 8,885 2,290 2,320 69,975 76,510 81,180 81,120 7,115 7,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,950) -1,260 -10 0 -1,860 -3,165 -3,120 -3,175 -830 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.6 2.6 79.3 86.7 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 2 2 19 24 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,885 COMMITMENTS 2,800 3,350 200 24,075 23,595 27,075 27,145 1,810 1,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -25 0 0 -765 -720 -790 -720 -50 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.6 0.7 83.3 81.7 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 1 16 20 19 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,400 COMMITMENTS 2,675 1,475 0 19,060 20,210 21,735 21,685 665 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) -200 0 0 -165 -295 -365 -295 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 6.6 0.0 85.1 90.2 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 0 13 17 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,200 COMMITMENTS 300 705 1,175 42,360 42,015 43,835 43,895 10,365 10,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) -80 105 -105 95 -90 -90 -90 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.3 2.2 78.2 77.5 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 2 18 22 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,785 COMMITMENTS 2,120 400 100 26,395 28,405 28,615 28,905 11,170 10,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,090) -210 0 0 -620 -740 -830 -740 -260 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.0 0.3 66.3 71.4 71.9 72.7 28.1 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 1 15 21 18 22
CFTC# 66413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,719 COMMITMENTS 99 298 89 2,900 2,533 3,088 2,920 631 799 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) -3 21 -13 52 -18 36 -10 29 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 8.0 2.4 78.0 68.1 83.0 78.5 17.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 3 4 19 20 23 26
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 38,656 COMMITMENTS 3,868 1,251 831 33,558 36,321 38,257 38,403 399 253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 704) -30 85 397 337 177 704 659 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.2 2.1 86.8 94.0 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 6 3 5 30 29 38 35
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,682 COMMITMENTS 573 436 192 13,803 13,449 14,568 14,077 114 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 554) 40 20 -160 664 694 544 554 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.0 1.3 94.0 91.6 99.2 95.9 0.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 4 20 23 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,084 COMMITMENTS 279 738 385 9,988 9,671 10,652 10,794 432 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) 20 -172 -38 174 405 156 195 39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.7 3.5 90.1 87.3 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 4 4 6 29 31 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 17,451 COMMITMENTS 299 1,070 310 16,772 15,901 17,381 17,281 70 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 883) -12 78 49 846 714 883 841 0 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.1 1.8 96.1 91.1 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 4 1 19 27 22 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 71,877 COMMITMENTS 7,356 5,098 5,009 59,380 61,339 71,745 71,446 132 431 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,385) -137 -428 -63 1,755 2,081 1,555 1,590 -170 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 7.1 7.0 82.6 85.3 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 15 17 26 54 57 84 86
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,473 COMMITMENTS 528 148 157 2,929 3,716 3,614 4,021 859 452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153) -2 2 -38 122 128 82 92 71 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 3.3 3.5 65.5 83.1 80.8 89.9 19.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 3 22 24 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,095 COMMITMENTS 586 3,996 577 43,754 40,039 44,917 44,612 178 483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 695) -161 -885 156 700 1,444 695 715 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.9 1.3 97.0 88.8 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 2 8 3 23 31 28 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 121,158 COMMITMENTS 7,468 10,178 7,835 105,257 102,575 120,560 120,588 598 570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,491) -241 -608 332 3,415 3,763 3,506 3,487 -15 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.4 6.5 86.9 84.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 20 16 26 70 66 102 97 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,653 COMMITMENTS 7,648 2,850 138 35,630 40,330 43,416 43,318 237 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 78) 255 -439 5 -152 542 108 108 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 6.5 0.3 81.6 92.4 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 7 4 28 35 37 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,744 COMMITMENTS 3,507 2,275 662 32,650 34,342 36,819 37,279 925 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 7 -164 149 1,411 1,607 1,567 1,592 53 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 6.0 1.8 86.5 91.0 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 11 3 8 46 40 59 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,537 COMMITMENTS 2,065 499 120 16,102 17,443 18,287 18,062 250 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 470) -320 -322 47 753 730 480 455 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 2.7 0.6 86.9 94.1 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 2 3 19 27 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,914 COMMITMENTS 6,000 5,229 849 13,272 14,446 20,121 20,524 793 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 519) 28 -6 56 428 408 512 458 7 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 25.0 4.1 63.5 69.1 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 9 5 29 21 37 31
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 662,175 COMMITMENTS 136,257 60,494 151,102 352,841 437,113 640,200 648,709 21,975 13,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,537) -6,840 8,814 15,116 -568 -16,112 7,708 7,818 829 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 9.1 22.8 53.3 66.0 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 44 37 64 64 66 139 138
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 44,289 COMMITMENTS 2,690 0 60 41,539 44,229 44,289 44,289 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 792) 0 0 0 792 792 792 792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.1 93.8 99.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 0 1 24 26 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 15,085 COMMITMENTS 2,010 55 550 12,435 14,430 14,995 15,035 90 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,185) 755 0 -35 465 1,290 1,185 1,255 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.4 3.6 82.4 95.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 3 18 20 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 188,693 COMMITMENTS 3,729 0 0 176,292 175,691 180,021 175,691 8,672 13,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,144) 3,729 0 0 15,145 16,504 18,874 16,504 -2,730 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 93.4 93.1 95.4 93.1 4.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 12 13 12
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,524,439 COMMITMENTS 720,342 125,049 858,594 819,735 1460,483 2398,671 2444,126 125,768 80,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,388) 10,978 -739 -21,981 -9,679 -2,217 -20,682 -24,937 -1,706 2,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 5.0 34.0 32.5 57.9 95.0 96.8 5.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 418) 186 75 204 109 115 380 339
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,851 COMMITMENTS 67,264 29,874 658 87,448 93,274 155,370 123,806 19,481 51,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,726) 813 26 0 947 2,041 1,760 2,067 -34 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 17.1 0.4 50.0 53.3 88.9 70.8 11.1 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 4 3 14 17 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,297 COMMITMENTS 59,215 98,141 63,407 75,753 39,597 198,375 201,145 10,922 8,152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,402) 713 -2,196 13,265 2,783 302 16,761 11,371 -4,359 1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 46.9 30.3 36.2 18.9 94.8 96.1 5.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 23 25 31 25 26 65 66
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,516 COMMITMENTS 0 0 0 155,587 158,991 155,587 158,991 24,929 21,525 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 86.2 88.1 86.2 88.1 13.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 22,436 COMMITMENTS 2,875 2,377 260 19,064 19,386 22,199 22,023 237 413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) 0 0 0 85 30 85 30 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 10.6 1.2 85.0 86.4 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 3 2 19 25 24 28
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 255,203 COMMITMENTS 86,425 40,947 29,183 126,985 177,988 242,593 248,118 12,610 7,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -44,147) -7,542 -1,327 -17,659 -17,608 -24,065 -42,809 -43,051 -1,338 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 16.0 11.4 49.8 69.7 95.1 97.2 4.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 100 54 76 59 48 199 156
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,391 COMMITMENTS 16,770 3,408 188 5,631 19,539 22,589 23,135 1,802 1,256 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,446) 2,668 881 -34 -502 1,454 2,132 2,301 314 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 14.0 0.8 23.1 80.1 92.6 94.9 7.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 73 33 9 21 36 99 74
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 85,886 COMMITMENTS 45,489 41,928 5,794 23,639 33,807 74,922 81,529 10,964 4,357 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,402) 250 -1,165 1,185 -729 801 706 821 696 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 48.8 6.7 27.5 39.4 87.2 94.9 12.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 268) 137 69 28 35 33 187 117
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 986,065 COMMITMENTS 245,125 221,916 174,233 487,816 528,375 907,174 924,524 78,891 61,541 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,621) 629 3,634 650 -14,205 -13,593 -12,926 -9,309 1,305 -2,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 22.5 17.7 49.5 53.6 92.0 93.8 8.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 76 72 86 87 86 211 205
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 279,371 COMMITMENTS 63,089 95,746 60,816 138,340 114,282 262,245 270,844 17,126 8,527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,504) 2,280 13,271 31 9,504 399 11,815 13,701 1,689 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 34.3 21.8 49.5 40.9 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 493) 163 146 118 149 118 379 334
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 230,163 COMMITMENTS 101,133 51,403 27,232 70,970 138,352 199,335 216,987 30,828 13,176 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,558) 16,063 -14,233 7,097 -4,793 25,042 18,367 17,906 191 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 22.3 11.8 30.8 60.1 86.6 94.3 13.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 217) 102 52 58 33 37 161 130
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 285,593 COMMITMENTS 128,503 57,966 60,031 79,252 150,778 267,786 268,775 17,807 16,818 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,243) 15,729 -7,101 17,885 -13,307 10,368 20,307 21,152 936 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 20.3 21.0 27.7 52.8 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 322) 135 99 98 49 62 246 217
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 448,695 COMMITMENTS 192,752 72,512 48,368 159,416 300,003 400,536 420,883 48,159 27,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,946) 7,431 -1,393 -2,344 -4,608 1,632 479 -2,105 -2,425 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 16.2 10.8 35.5 66.9 89.3 93.8 10.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 337) 183 78 79 46 51 265 178
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,791 COMMITMENTS 12,875 775 536 15,420 27,604 28,831 28,915 2,960 2,876 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,311) 431 -23 311 3,635 3,820 4,377 4,108 -66 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 2.4 1.7 48.5 86.8 90.7 91.0 9.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 2 6 8 14 13
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,985 COMMITMENTS 30,168 45,156 9,301 89,911 69,870 129,380 124,327 27,605 32,658 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,332) -5,098 -6,149 4,346 -506 -186 -1,258 -1,989 -74 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 28.8 5.9 57.3 44.5 82.4 79.2 17.6 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 21 32 14 27 27 57 64
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 101,245 COMMITMENTS 13,020 50,265 5,937 76,863 15,519 95,820 71,721 5,425 29,524 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 378) -3,329 -5,300 5,461 -1,032 75 1,100 236 -722 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 49.6 5.9 75.9 15.3 94.6 70.8 5.4 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 9 25 8 15 13 26 44
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 214,278 COMMITMENTS 64,923 86,623 11,452 133,850 108,843 210,225 206,918 4,053 7,360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,180) -5,063 5,527 3,541 13,969 2,914 12,447 11,982 -267 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 40.4 5.3 62.5 50.8 98.1 96.6 1.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167) 45 82 20 19 20 78 112
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 269,609 COMMITMENTS 69,254 58,285 24,227 149,396 149,576 242,877 232,088 26,732 37,521 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,200) -9,323 -12,947 14,746 23,410 27,389 28,833 29,188 1,367 1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 21.6 9.0 55.4 55.5 90.1 86.1 9.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 37 34 25 26 40 73 92
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,877 COMMITMENTS 60,609 55,557 2,500 79,424 67,648 142,533 125,705 24,344 41,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,429) 8,549 60 -3,119 17,062 15,033 22,492 11,974 -2,063 8,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 33.3 1.5 47.6 40.5 85.4 75.3 14.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 34 30 20 36 34 77 77
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,907 COMMITMENTS 35,074 30,411 3,426 4,077 13,878 42,577 47,715 7,330 2,192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,958) 1,233 984 1,271 2,490 2,899 4,994 5,154 -36 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 60.9 6.9 8.2 27.8 85.3 95.6 14.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 80 28 14 8 6 98 40
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 599,561 COMMITMENTS 236,617 148,392 19,517 269,450 366,976 525,584 534,885 73,977 64,676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,274) -3,287 -2,276 960 21,071 23,995 18,744 22,679 4,530 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 24.8 3.3 44.9 61.2 87.7 89.2 12.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 96 72 52 79 66 192 174
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,440 COMMITMENTS 8,503 37,029 17 33,296 3,781 41,816 40,827 1,624 2,613 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 983) 1,439 -297 -98 -82 623 1,259 228 -276 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 85.2 0.0 76.6 8.7 96.3 94.0 3.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 13 16 3 5 8 19 26
CFTC#111415 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 17,260 COMMITMENTS 6,462 1,081 1,800 3,484 12,452 11,746 15,333 5,514 1,927 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 37.4 6.3 10.4 20.2 72.1 68.1 88.8 31.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 3 6 6 13 13 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 464,552 COMMITMENTS 150,918 65,050 93,238 195,471 292,119 439,627 450,407 24,925 14,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,840) -16,867 -8,902 978 2,868 -5,297 -13,021 -13,221 -819 -619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 14.0 20.1 42.1 62.9 94.6 97.0 5.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 103 49 106 88 103 245 219
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,777 COMMITMENTS 3,657 210 366 5,486 7,712 9,509 8,288 2,268 3,489 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 31.1 1.8 3.1 46.6 65.5 80.7 70.4 19.3 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 1 2 10 11 14 14
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,101 COMMITMENTS 11,345 0 0 12,615 23,806 23,960 23,806 1,141 1,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) -625 0 0 1,075 50 450 50 -25 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 0.0 0.0 50.3 94.8 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 19 17 21 17
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,699 COMMITMENTS 34,836 27,830 461 26,548 30,169 61,845 58,460 2,854 6,239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,634) 1,529 -1,094 -678 1,515 4,461 2,366 2,689 268 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 43.0 0.7 41.0 46.6 95.6 90.4 4.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 18 42 9 15 13 40 57
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 444,998 COMMITMENTS 136,760 190,106 95,683 185,741 128,625 418,184 414,414 26,814 30,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,530) 6,971 24,128 564 8,320 -8,258 15,855 16,434 1,675 1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 42.7 21.5 41.7 28.9 94.0 93.1 6.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234) 89 85 88 44 37 178 174
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,282 COMMITMENTS 10,442 2,657 583 0 7,415 11,025 10,655 1,257 1,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 139) 713 -31 -95 -578 115 40 -11 99 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.0 21.6 4.7 0.0 60.4 89.8 86.8 10.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 11 7 4 0 4 12 14
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 57,351 COMMITMENTS 17,535 5,497 2,791 28,456 41,085 48,782 49,372 8,569 7,979 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,496) 1,190 -2,027 2,656 4,083 6,491 7,928 7,121 568 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.6 4.9 49.6 71.6 85.1 86.1 14.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 38 16 14 36 36 80 61
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 114,701 COMMITMENTS 35,069 10,993 5,582 56,912 82,169 97,563 98,744 17,138 15,957 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,992) 2,379 -4,053 5,312 8,165 12,982 15,856 14,241 1,136 2,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.6 4.9 49.6 71.6 85.1 86.1 14.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 38 16 14 36 36 80 61
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 837,266 4165,492 2992,396 ******** 6834,854 ******** ******** 627,6701331,447 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,790) 23,371 -105,791 -62,123 15,068 147,734 -23,684 -20,180 -12,106 -15,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 27.2 19.5 70.9 44.6 95.9 91.3 4.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 47 108 117 111 127 242 284
CFTC# 1330 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 5,970 COMMITMENTS 2,873 4,818 517 0 0 3,390 5,335 2,580 635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 352) 156 175 99 0 0 255 274 97 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 80.7 8.7 0.0 0.0 56.8 89.4 43.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 27 28 11 0 0 38 29
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 2,643 COMMITMENTS 1,805 2,182 19 0 0 1,824 2,201 819 442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 87) 92 3 -8 0 0 84 -5 3 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 82.6 0.7 0.0 0.0 69.0 83.3 31.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 12 20 2 0 0 13 21
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 808,289 COMMITMENTS 110,693 65,988 37,881 506,804 566,642 655,378 670,511 152,912 137,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43,992) 4,346 1,775 6,760 26,594 31,144 37,700 39,679 6,292 4,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 8.2 4.7 62.7 70.1 81.1 83.0 18.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 574) 151 104 105 243 237 436 405
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 126,061 COMMITMENTS 14,597 3,778 264 92,720 35,246 107,581 39,288 18,480 86,773 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,287) 1,114 2 -104 9,023 8,231 10,033 8,129 254 2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.0 0.2 73.6 28.0 85.3 31.2 14.7 68.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 8 5 29 15 39 26
CFTC#138747 E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Discr OPEN INTEREST: 8,645 COMMITMENTS 640 1,461 0 6,809 6,583 7,449 8,044 1,196 601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 16.9 0.0 78.8 76.1 86.2 93.0 13.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 12 9 13 11
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 26,364 COMMITMENTS 0 2,508 0 24,681 22,977 24,681 25,485 1,683 879 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 888) 0 -37 0 15 859 15 822 873 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.5 0.0 93.6 87.2 93.6 96.7 6.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 0 12 17 12 20
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 32,174 COMMITMENTS 6,691 0 0 22,551 31,197 29,242 31,197 2,932 977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,361) -1,210 0 -1 8,038 6,977 6,827 6,976 534 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 0.0 70.1 97.0 90.9 97.0 9.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 13 13 18 13
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,411,142 COMMITMENTS 531,316 361,886 137,248 2070,420 2656,981 2738,984 3156,115 672,158 255,027 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168,525) 16,895 9,601 33,585 87,853 114,565 138,333 157,751 30,192 10,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 10.6 4.0 60.7 77.9 80.3 92.5 19.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 571) 150 104 104 236 234 427 402 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 46,045 COMMITMENTS 3,081 0 16 40,564 45,362 43,661 45,378 2,384 667 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,497) -21 0 -392 12,390 12,957 11,977 12,565 520 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 88.1 98.5 94.8 98.6 5.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 0 1 15 15 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,633 COMMITMENTS 3,239 1,417 0 7,655 10,357 10,894 11,774 1,739 859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,601) 625 0 0 2,979 2,442 3,604 2,442 -1,003 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 11.2 0.0 60.6 82.0 86.2 93.2 13.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 1 0 11 15 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 33,235 COMMITMENTS 0 1,978 0 32,148 30,266 32,148 32,244 1,087 991 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,318) 0 627 0 4,387 3,425 4,387 4,052 -69 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 96.7 91.1 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 17 10 17 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 31,498 COMMITMENTS 13,391 1,310 1,028 16,738 28,910 31,157 31,248 341 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,011) 693 8 -140 458 1,143 1,011 1,011 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 4.2 3.3 53.1 91.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 4 5 14 19 24 27
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,308 COMMITMENTS 5,275 3,929 1,342 7,251 8,991 13,868 14,262 440 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 274) 115 3 45 145 261 305 309 -31 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 27.5 9.4 50.7 62.8 96.9 99.7 3.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 5 6 11 6 22 14
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,198 COMMITMENTS 4,402 4,554 2,469 3,091 2,738 9,962 9,761 236 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 48) -247 -120 130 160 50 43 60 5 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 44.7 24.2 30.3 26.8 97.7 95.7 2.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 10 7 5 5 15 18
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,502 COMMITMENTS 13,376 11,694 808 36,925 38,266 51,110 50,769 7,392 7,733 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,560) -968 -428 89 6,898 6,393 6,019 6,055 541 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 20.0 1.4 63.1 65.4 87.4 86.8 12.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 62 57 21 83 93 149 167
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,508 COMMITMENTS 66,882 58,469 4,042 184,624 191,332 255,548 253,843 36,960 38,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,801) -4,840 -2,139 445 34,490 31,967 30,095 30,273 2,706 2,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 20.0 1.4 63.1 65.4 87.4 86.8 12.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 62 57 21 83 93 149 167
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 74,110 COMMITMENTS 62,963 71,208 2,885 8,027 0 73,875 74,093 235 17 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,483) 529 -1,034 2,590 -1,593 0 1,526 1,556 -43 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.0 96.1 3.9 10.8 0.0 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 30 9 3 2 0 34 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,724 COMMITMENTS 45,318 60,553 5,968 65,457 36,391 116,743 102,912 20,981 34,812 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,148) -6,401 -11,374 2,876 -5,197 2,339 -8,722 -6,159 2,574 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 44.0 4.3 47.5 26.4 84.8 74.7 15.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 18 33 19 21 21 52 60
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 635,406 COMMITMENTS 165,866 97,259 13,059 420,111 495,504 599,036 605,822 36,370 29,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,035) 895 1,679 2,671 56,002 54,585 59,568 58,935 12,467 13,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 15.3 2.1 66.1 78.0 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 78 51 34 136 117 230 187
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,221 COMMITMENTS 6,747 8,898 186 18,160 17,769 25,093 26,853 6,128 4,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,795) -11,261 2,876 -3,258 -2,124 -17,848 -16,643 -18,230 -1,152 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 28.5 0.6 58.2 56.9 80.4 86.0 19.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 15 5 2 14 9 30 15
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,027 COMMITMENTS 14,139 4,834 957 25,570 17,062 40,666 22,853 8,361 26,174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,295) 3,399 -17,825 -3,717 -15,275 -11,184 -15,593 -32,726 -13,702 3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.9 2.0 52.2 34.8 82.9 46.6 17.1 53.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 9 2 19 18 34 28
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 350,424 COMMITMENTS 52,520 9,624 6,081 273,235 321,342 331,836 337,047 18,588 13,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,528) -556 -2,331 2,249 30,169 31,746 31,862 31,664 8,666 8,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.7 1.7 78.0 91.7 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 32 13 11 79 66 116 86
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,165,907 COMMITMENTS 250,266 83,931 41,030 793,166 978,976 1084,462 1103,937 81,445 61,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 151,553) -6,277 5,814 20,012 98,872 88,012 112,607 113,838 38,946 37,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 7.2 3.5 68.0 84.0 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 402) 130 57 39 176 117 325 195
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,760 COMMITMENTS 3,308 12,804 12,096 28,276 18,796 43,680 43,696 80 64 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,120) -1,725 -1,260 11,847 -42 -448 10,080 10,139 40 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 29.3 27.6 64.6 43.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 6 15 2 7 19 14 35
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,285 COMMITMENTS 17,385 8,382 1,757 2,127 11,116 21,269 21,255 16 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,695) -803 -441 1,757 736 430 1,690 1,746 5 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.7 39.4 8.3 10.0 52.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 13 2 3 14 11 28
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,308 COMMITMENTS 14,741 4,226 886 10,030 30,031 25,657 35,143 13,651 4,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,280) 730 -115 548 926 2,363 2,204 2,796 76 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 10.8 2.3 25.5 76.4 65.3 89.4 34.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 12 6 5 10 10 24 19
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 98,698 COMMITMENTS 18,496 4,195 518 67,011 89,580 86,025 94,293 12,673 4,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,593) -80 324 191 13,182 13,497 13,293 14,012 1,300 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 4.3 0.5 67.9 90.8 87.2 95.5 12.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 14 7 5 46 37 61 48
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 111,404 COMMITMENTS 11,517 2,940 250 99,605 108,121 111,372 111,311 32 93 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) -22,468 0 -23,056 46,322 23,930 798 874 -24 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.6 0.2 89.4 97.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 1 1 16 18 26 20
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,912 COMMITMENTS 6,542 637 559 19,775 25,678 26,876 26,874 36 38 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 252) -150 0 125 277 117 252 242 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 2.4 2.1 73.5 95.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 3 4 29 17 37 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,715 COMMITMENTS 1,460 1,447 400 7,855 7,868 9,715 9,715 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.9 4.1 80.9 81.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 2 3 15 12 23 16
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,187 COMMITMENTS 249 3,306 2,390 11,386 8,142 14,025 13,838 162 349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33) 13 -124 47 -27 110 33 33 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 23.3 16.8 80.3 57.4 98.9 97.5 1.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 9 9 25 25 34 37
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,525 COMMITMENTS 3,872 4,169 1,511 8,810 8,799 14,193 14,479 332 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,364) 602 309 -42 804 1,077 1,364 1,344 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 28.7 10.4 60.7 60.6 97.7 99.7 2.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 12 11 10 26 23 43 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,191 COMMITMENTS 313 669 225 1,311 839 1,849 1,733 342 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 216) -30 -50 0 224 246 194 196 22 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 30.5 10.3 59.8 38.3 84.4 79.1 15.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 8 2 14 9 18 18
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,150 COMMITMENTS 10,064 857 2,480 16,543 26,189 29,087 29,526 5,063 4,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,079) 320 142 233 1,299 1,439 1,852 1,814 227 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 2.5 7.3 48.4 76.7 85.2 86.5 14.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 2 4 17 18 23 22