CFTC Commitments of Traders

Futures+Options 2/24/18


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT TREASURY BONDS      

CBT 10-YR US T-NOTES      CBT 2-YR US T-NOTES         

CBT 30-DAY FED FUNDS      CBT 5-YR US T-NOTES         

CBT CORN                  CBT OATS                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

CME S&P 400 E-Mini        CME S&P CONSOLIDATED        

CRB INDEX                 CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        

IMM POUND STERLING        IMM RUSSIAN RUBLE           

IMM S&P 500 STK INDX      IMM S&P E MINI              

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP   

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp RBOB CALENDAR SWAP          

Russel 2000 Emini X $100  Russell 2000 Mini           

SING 180 380 Fuel Oil Swa SING JET KERO GASOIL SWAP   

UP DN GC ULSD VS HO SPR S                                               


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,559 COMMITMENTS 147,617 186,384 229,375 219,803 172,437 596,795 588,196 42,763 51,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,474) 1,021 10,470 -20,575 -3,968 -14,798 -23,521 -24,902 -1,953 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 29.1 35.9 34.4 27.0 93.3 92.0 6.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 443) 131 160 171 104 110 344 350
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,912 COMMITMENTS 88,859 59,303 86,176 135,482 165,054 310,518 310,532 26,394 26,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,788) 349 1,661 -1,095 -74 -3,446 -820 -2,880 -1,968 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 17.6 25.6 40.2 49.0 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 99 62 97 82 89 230 212
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 65,146 COMMITMENTS 12,196 12,275 5,856 33,549 33,483 51,601 51,614 13,545 13,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 228) -71 239 1,478 685 -430 2,093 1,286 -1,865 -1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 18.8 9.0 51.5 51.4 79.2 79.2 20.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 18 20 16 51 42 81 69
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,128,714 COMMITMENTS 439,847 312,821 610,972 842,485 946,693 1893,304 1870,485 235,410 258,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,765) 15,761 -17,722 28,528 -10,944 6,069 33,345 16,875 -9,580 6,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 14.7 28.7 39.6 44.5 88.9 87.9 11.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 853) 218 163 246 367 373 717 680
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,268 COMMITMENTS 2,283 19 356 1,160 4,567 3,799 4,942 2,468 1,325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -410) -33 -52 -334 -90 -152 -456 -537 47 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.3 5.7 18.5 72.9 60.6 78.9 39.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 11 2 5 8 9 21 14
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,004,294 COMMITMENTS 197,917 85,108 275,665 470,037 520,563 943,619 881,336 60,675 122,958 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 74,811) 37,311 -22,257 28,961 6,932 59,595 73,204 66,298 1,607 8,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 8.5 27.4 46.8 51.8 94.0 87.8 6.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 642) 182 156 233 208 250 512 538
CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,914 COMMITMENTS 11,715 21,933 0 34,199 23,981 45,914 45,914 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 47.8 0.0 74.5 52.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 11 0 10 6 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 41,541 COMMITMENTS 360 8,725 209 40,944 32,607 41,513 41,541 28 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -27) -100 25 0 63 -52 -37 -27 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 21.0 0.5 98.6 78.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 7 2 10 12 14 19
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 49,380 COMMITMENTS 5,539 6,253 1,856 41,968 41,271 49,363 49,380 17 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,945) 497 152 250 1,198 1,543 1,945 1,945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 12.7 3.8 85.0 83.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 10 7 8 11 12 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 43,797 COMMITMENTS 10,843 23,988 762 32,192 19,047 43,797 43,797 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 200 200 0 0 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 54.8 1.7 73.5 43.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 8 1 8 6 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 31,907 COMMITMENTS 7,457 18,085 0 24,450 13,822 31,907 31,907 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -100 15 0 100 0 0 15 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 56.7 0.0 76.6 43.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 0 9 7 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,827 COMMITMENTS 12,600 11,100 200 15,027 16,527 27,827 27,827 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 39.9 0.7 54.0 59.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 5 1 11 7 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 23,813 COMMITMENTS 11,535 7,125 100 12,178 16,588 23,813 23,813 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725) -25 725 0 750 0 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 29.9 0.4 51.1 69.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 7 1 7 7 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AN PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,450 COMMITMENTS 8,225 2,400 0 9,225 15,050 17,450 17,450 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -750 0 0 750 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 13.8 0.0 52.9 86.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 3 0 5 5 12 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,622 COMMITMENTS 5,597 5,225 0 22,025 22,397 27,622 27,622 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 18.9 0.0 79.7 81.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 1 0 11 6 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063BD NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 11,290 COMMITMENTS 6,680 2,240 0 4,610 9,050 11,290 11,290 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 100 100 0 0 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 19.8 0.0 40.8 80.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 6 0 5 6 11 12
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 539,130 COMMITMENTS 132,292 115,378 118,976 245,935 270,322 497,203 504,676 41,927 34,454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -852) 1,440 11,840 -7,782 4,984 -3,784 -1,358 273 506 -1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 21.4 22.1 45.6 50.1 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 366) 111 106 115 98 84 276 262
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,137,640 COMMITMENTS 171,586 130,246 187,050 628,873 606,879 987,509 924,175 150,131 213,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,939) 9,283 1,460 4,783 15,981 25,133 30,048 31,377 5,891 4,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.4 16.4 55.3 53.3 86.8 81.2 13.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 199) 43 45 53 91 90 158 164
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,009,498 COMMITMENTS 47,061 208,778 67,448 767,383 608,991 881,892 885,217 127,606 124,281 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70,130) 2,251 -1,224 31,075 26,620 28,202 59,946 58,053 10,184 12,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 20.7 6.7 76.0 60.3 87.4 87.7 12.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 16 17 23 70 72 100 101
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 28,488 COMMITMENTS 8,146 539 3,423 16,545 23,397 28,114 27,359 374 1,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 1.9 12.0 58.1 82.1 98.7 96.0 1.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 7 5 25 26 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 28,709 COMMITMENTS 2,071 9,234 1,473 22,166 17,274 25,710 27,981 2,999 728 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 32.2 5.1 77.2 60.2 89.6 97.5 10.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 4 2 25 14 28 19
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,545 COMMITMENTS 6,998 1,049 4,949 30,511 36,547 42,458 42,545 87 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) 318 -136 -41 146 600 423 423 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 2.5 11.6 71.7 85.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 5 8 36 40 48 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,863 COMMITMENTS 262 504 383 9,421 9,355 10,066 10,242 797 621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) -45 -5 -26 249 209 178 178 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.6 3.5 86.7 86.1 92.7 94.3 7.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 1 5 28 28 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,383 COMMITMENTS 483 68 412 6,896 7,496 7,791 7,976 592 407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 233) -23 3 30 278 209 285 242 -52 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.8 4.9 82.3 89.4 92.9 95.1 7.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 7 31 33 38 41
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,047 COMMITMENTS 123 1,826 141 3,126 718 3,390 2,685 657 1,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 45.1 3.5 77.2 17.7 83.8 66.3 16.2 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 4 3 11 7 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,550 COMMITMENTS 531 9,189 1,820 24,199 15,424 26,550 26,433 0 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 595) 0 0 0 595 595 595 595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 34.6 6.9 91.1 58.1 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 7 4 19 20 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,661 COMMITMENTS 1,401 3,543 184 5,334 3,566 6,919 7,293 742 368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 511) 169 189 39 283 218 491 446 20 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 46.2 2.4 69.6 46.5 90.3 95.2 9.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 10 8 9 29 24 44 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 7,299 COMMITMENTS 659 288 371 5,718 6,243 6,748 6,902 551 397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105) 10 0 0 74 105 84 105 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 3.9 5.1 78.3 85.5 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 3 18 17 24 21
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 455,773 COMMITMENTS 102,623 81,186 120,429 182,434 220,649 405,486 422,264 50,286 33,508 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 593) -8,697 -1,469 -739 10,419 2,167 982 -41 -389 634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 17.8 26.4 40.0 48.4 89.0 92.6 11.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 217) 60 48 82 83 93 191 184
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,318 COMMITMENTS 3,314 0 300 20,171 26,204 23,785 26,504 9,533 6,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 187) 500 0 0 -436 392 64 392 123 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.9 60.5 78.6 71.4 79.5 28.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 14 19 17 20
CFTC#023391 NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,228,555 COMMITMENTS 566,628 107,283 755,998 3862,267 4351,544 5184,893 5214,825 43,662 13,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,474) 3,684 -14,494 -13,397 34,882 53,103 25,169 25,212 1,305 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 2.1 14.5 73.9 83.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 212) 42 28 55 131 108 196 169
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,572,001 COMMITMENTS 66,615 109,476 882,988 618,044 578,418 1567,648 1570,882 4,353 1,119 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,085) 10,535 24,632 1,263 11,366 -2,619 23,164 23,276 -80 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 7.0 56.2 39.3 36.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 24 16 33 52 49 90 84
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,089 COMMITMENTS 7,130 11,158 4,564 257,825 259,276 269,519 274,998 12,570 7,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -803) -1,711 -358 884 -2,475 -4,180 -3,302 -3,654 2,499 2,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.0 1.6 91.4 91.9 95.5 97.5 4.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 4 4 3 28 26 33 32
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,554 COMMITMENTS 8,514 0 3,756 91,973 98,744 104,243 102,500 3,311 5,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,213) 3,219 0 608 -422 2,083 3,405 2,691 -192 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 3.5 85.5 91.8 96.9 95.3 3.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 0 2 29 27 31 29
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,977 COMMITMENTS 2,493 1,757 2,507 266,746 273,060 271,746 277,324 12,231 6,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,709) 2,373 -684 955 885 3,601 4,213 3,872 -504 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.9 93.9 96.2 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 2 2 32 29 35 32
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,283 COMMITMENTS 849 11,894 5,867 788,124 782,998 794,840 800,759 9,443 3,524 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,896) -53 -153 128 3,811 4,082 3,886 4,057 10 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.7 98.0 97.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 1 2 3 45 29 48 32
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,220 COMMITMENTS 4,717 0 986 440,891 456,275 446,594 457,261 20,626 9,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,026) 311 -299 -67 6,412 6,016 6,656 5,650 -630 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.2 94.4 97.7 95.6 97.9 4.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 0 1 39 41 42 42
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,899 COMMITMENTS 394 3,285 681 369,245 370,680 370,320 374,646 10,579 6,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,794) -900 -62 93 8,541 8,281 7,734 8,312 60 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 96.9 97.3 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 1 1 1 38 38 39 40
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,048 COMMITMENTS 1,814 9,445 5,918 258,188 259,240 265,920 274,603 16,128 7,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,746) -3,340 800 3,310 4,176 1,623 4,146 5,733 3,600 2,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.3 2.1 91.5 91.9 94.3 97.4 5.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 3 5 5 34 31 39 39
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 81,450 COMMITMENTS 565 0 482 76,046 77,142 77,093 77,624 4,357 3,826 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) 31 0 0 -61 1,318 -30 1,318 490 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.6 93.4 94.7 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 21 23 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 40,705 COMMITMENTS 448 0 0 35,847 38,678 36,295 38,678 4,410 2,027 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,077) 0 0 0 1,674 1,674 1,674 1,674 403 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 88.1 95.0 89.2 95.0 10.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 15 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,949 COMMITMENTS 1,295 1,016 816 154,777 159,099 156,888 160,931 7,061 3,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,686) 337 1,016 -429 3,748 3,104 3,656 3,691 30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.6 0.5 94.4 97.0 95.7 98.2 4.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 18 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 183,004 COMMITMENTS 1,471 5,075 0 172,066 173,961 173,537 179,036 9,467 3,968 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 998) 62 0 0 845 -318 907 -318 91 1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.8 0.0 94.0 95.1 94.8 97.8 5.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 1 0 22 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 117,252 COMMITMENTS 0 204 589 112,594 111,574 113,183 112,367 4,069 4,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 0 0 0 341 496 341 496 155 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 96.0 95.2 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 15 17 16 18
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,270 COMMITMENTS 1,928 2,302 0 24,230 23,592 26,158 25,894 112 376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,792) 808 2,022 0 5,124 3,814 5,932 5,836 -140 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.8 0.0 92.2 89.8 99.6 98.6 0.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 0 18 18 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 553,522 COMMITMENTS 10,240 4,291 4,631 530,946 535,765 545,817 544,687 7,705 8,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,483) 1,084 33 242 2,321 2,345 3,647 2,620 -164 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.8 0.8 95.9 96.8 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 6 3 4 50 45 57 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 180,342 COMMITMENTS 102 3,443 2,199 173,824 169,118 176,125 174,760 4,217 5,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,472) 102 -241 70 2,282 2,481 2,454 2,310 1,018 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 1.2 96.4 93.8 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 4 4 27 24 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,535 COMMITMENTS 0 549 155 78,559 74,997 78,714 75,701 4,821 7,834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -138) 0 -933 -821 -459 149 -1,280 -1,605 1,142 1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.2 94.0 89.8 94.2 90.6 5.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 17 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,129 COMMITMENTS 0 1,166 0 101,843 102,751 101,843 103,917 4,286 2,212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 96.0 96.8 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 11 14 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,300 COMMITMENTS 24,394 8,092 0 92,522 109,088 116,916 117,180 1,384 1,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,851) 62 0 0 6,789 6,851 6,851 6,851 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.8 0.0 78.2 92.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 4 6 0 25 34 29 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,353 COMMITMENTS 868 1,188 0 130,969 128,695 131,837 129,883 516 2,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,222) 0 124 0 5,346 4,974 5,346 5,098 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 0.0 99.0 97.2 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 1 0 26 20 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AN MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 21,241 COMMITMENTS 0 0 0 20,471 20,147 20,471 20,147 770 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,364) 0 0 0 1,420 1,296 1,420 1,296 -56 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 94.8 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 14 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 263,737 COMMITMENTS 1,041 1,610 1,223 256,391 251,036 258,655 253,869 5,082 9,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,579) -317 841 103 2,824 2,367 2,610 3,311 -31 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 0.5 97.2 95.2 98.1 96.3 1.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 2 1 31 29 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,233 COMMITMENTS 803 209 1,274 92,613 95,418 94,690 96,901 13,543 11,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,713) -497 13 100 8,073 6,091 7,676 6,204 1,037 2,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 1.2 85.6 88.2 87.5 89.5 12.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 2 16 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,757 COMMITMENTS 1,179 0 701 123,578 124,174 125,458 124,875 3,299 3,882 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,522) 401 0 -304 5,314 1,897 5,411 1,593 -889 2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.5 96.0 96.4 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 24 27 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,049 COMMITMENTS 10,083 0 670 128,202 139,827 138,955 140,497 6,094 4,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 428 0 0 -1,336 124 -908 124 1,063 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.5 88.4 96.4 95.8 96.9 4.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 0 1 23 20 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 112,925 COMMITMENTS 0 0 0 103,381 107,873 103,381 107,873 9,544 5,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 436) 0 0 0 492 399 492 399 -56 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 95.5 91.5 95.5 8.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 19 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 56,207 COMMITMENTS 0 0 0 55,151 55,319 55,151 55,319 1,056 888 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 918 918 918 918 372 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.4 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 15 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 172,287 COMMITMENTS 2,795 1,315 294 161,424 165,221 164,513 166,830 7,774 5,457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,051) 2,697 1,315 -135 3,199 3,786 5,761 4,966 -1,710 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.8 0.2 93.7 95.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 2 23 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 183,136 COMMITMENTS 234 4,288 8,308 162,445 165,055 170,987 177,651 12,149 5,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,542) 154 -1,238 221 -295 1,557 80 540 1,462 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.3 4.5 88.7 90.1 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 4 31 27 35 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,948 COMMITMENTS 0 0 0 24,268 25,388 24,268 25,388 1,680 560 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,294) 0 0 0 2,108 2,294 2,108 2,294 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 97.8 93.5 97.8 6.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 11 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 243,082 COMMITMENTS 4,982 1,929 1,676 232,121 232,925 238,779 236,530 4,303 6,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,320) 0 310 -91 4,575 3,661 4,484 3,880 -164 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.8 0.7 95.5 95.8 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 2 1 35 35 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CS TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 11,931 COMMITMENTS 0 0 0 11,253 11,151 11,253 11,151 678 780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,046) 0 0 0 1,984 2,046 1,984 2,046 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 93.5 94.3 93.5 5.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 114,442 COMMITMENTS 454 0 707 109,017 108,425 110,178 109,132 4,264 5,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,442) 183 0 31 12,268 11,837 12,482 11,868 -40 574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 95.3 94.7 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 1 21 26 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 98,083 COMMITMENTS 0 0 0 93,886 94,227 93,886 94,227 4,197 3,856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,069) 0 0 0 2,672 1,061 2,672 1,061 -1,603 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 96.1 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 21 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,530 COMMITMENTS 1,498 5,456 0 68,738 64,495 70,236 69,951 4,294 4,579 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,481) 0 5,456 0 5,388 25 5,388 5,481 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.3 0.0 92.2 86.5 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 16 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 33,997 COMMITMENTS 352 0 504 29,779 32,561 30,635 33,065 3,362 932 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,512) 352 -504 504 1,426 4,512 2,282 4,512 2,230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.5 87.6 95.8 90.1 97.3 9.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 15 14 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 165,459 COMMITMENTS 2,900 0 0 150,836 161,650 153,736 161,650 11,723 3,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 214) 0 0 0 152 0 152 0 62 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 91.2 97.7 92.9 97.7 7.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 0 25 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 78,946 COMMITMENTS 2,577 0 0 72,732 78,115 75,309 78,115 3,637 831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,688) 1,802 0 0 20,176 13,809 21,978 13,809 -8,290 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 92.1 98.9 95.4 98.9 4.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 0 21 18 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 124,922 COMMITMENTS 3,567 0 0 116,173 119,297 119,740 119,297 5,182 5,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,879) -92 0 0 2,033 747 1,941 747 -62 1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 93.0 95.5 95.9 95.5 4.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 12 17 13 17
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,386,101 COMMITMENTS 338,079 463,423 430,010 539,773 453,558 1307,862 1346,991 78,239 39,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,385) -9,859 10,017 6,049 -2,757 -18,520 -6,567 -2,454 -3,817 -7,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 33.4 31.0 38.9 32.7 94.4 97.2 5.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 350) 132 120 160 79 66 310 260
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 518,758 COMMITMENTS 77,267 61,835 180,489 252,790 273,569 510,547 515,893 8,211 2,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,248) 2,728 5,637 -6,817 1,520 -930 -2,570 -2,111 321 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 11.9 34.8 48.7 52.7 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 57 26 54 58 53 138 110
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 418,484 COMMITMENTS 227,398 150,525 52,281 122,674 205,928 402,354 408,734 16,130 9,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,780) 1,583 -200 3,434 -4,689 -1,846 328 1,388 1,452 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 36.0 12.5 29.3 49.2 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 24 16 27 39 38 76 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 145,055 COMMITMENTS 53,430 46,787 22,795 60,123 70,202 136,348 139,784 8,707 5,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,834) 4,230 5,297 1,633 1,991 1,395 7,854 8,325 -20 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 32.3 15.7 41.4 48.4 94.0 96.4 6.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 14 14 25 24 24 49 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 69,254 COMMITMENTS 15,732 12,222 41,338 11,997 15,300 69,067 68,860 187 394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,890) -1,399 -2,374 5,015 274 1,065 3,890 3,705 1 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 17.6 59.7 17.3 22.1 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 11 5 13 7 8 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P01 HENRY HUB NAT GAS FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,783 COMMITMENTS 5,226 9,747 14,770 27,281 24,004 47,277 48,521 2,506 1,262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 19.6 29.7 54.8 48.2 95.0 97.5 5.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 4 10 10 8 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 273,485 COMMITMENTS 26,315 27,172 87,380 159,542 158,558 273,236 273,110 248 374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 950) -853 -3,924 1,690 34 2,925 871 691 80 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 9.9 32.0 58.3 58.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 19 3 21 14 14 36 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,932 COMMITMENTS 8,142 17,488 4,053 46,413 36,527 58,608 58,068 1,324 1,864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,278) 311 1,665 0 979 -396 1,290 1,269 -12 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 29.2 6.8 77.4 60.9 97.8 96.9 2.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 8 7 11 11 19 22
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 44,005 COMMITMENTS 13,952 7,798 7,764 21,175 27,524 42,891 43,086 1,114 919 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,248) -449 264 372 1,372 685 1,295 1,321 -47 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 17.7 17.6 48.1 62.5 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 11 12 10 17 17 35 32
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,715 COMMITMENTS 2,626 1,182 474 1,703 3,702 4,803 5,358 912 357 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) -10 140 -105 245 230 130 265 110 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 20.7 8.3 29.8 64.8 84.0 93.8 16.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 4 7 6 8 16 16
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,052 COMMITMENTS 716 370 291 704 1,188 1,711 1,849 341 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -88) 23 -277 13 -109 254 -73 -10 -15 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 18.0 14.2 34.3 57.9 83.4 90.1 16.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 9 5 3 6 8 16 16
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,479 COMMITMENTS 820 120 70 4,316 5,005 5,206 5,195 273 284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 30 0 0 70 90 100 90 -40 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.2 1.3 78.8 91.3 95.0 94.8 5.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 3 16 16 21 19
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 66,094 COMMITMENTS 10,359 4,211 9,563 45,604 51,902 65,526 65,676 569 419 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,472) -156 188 1,312 3,270 2,920 4,427 4,421 46 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 6.4 14.5 69.0 78.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 18 14 18 53 62 82 86
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 557,582 COMMITMENTS 151,384 21,685 121,174 231,124 380,578 503,681 523,436 53,900 34,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,507) 14,340 -4,161 1,244 -2,230 17,293 13,354 14,375 5,153 4,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 3.9 21.7 41.5 68.3 90.3 93.9 9.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 319) 127 53 112 99 106 278 232
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,701 COMMITMENTS 178 472 209 2,819 2,260 3,206 2,941 495 760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71) -5 28 8 89 56 92 92 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 12.8 5.6 76.2 61.1 86.6 79.5 13.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 4 5 19 19 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265C JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270 COMMITMENTS 176 46 292 1,470 1,607 1,938 1,945 332 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 69) 0 5 -5 120 111 115 111 -46 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.0 12.9 64.8 70.8 85.4 85.7 14.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 4 17 18 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,443 COMMITMENTS 1,338 895 323 1,692 2,043 3,353 3,261 90 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 39 -10 29 127 146 195 165 -20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 26.0 9.4 49.1 59.3 97.4 94.7 2.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 7 7 7 18 17 29 27
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 308,506 COMMITMENTS 95,907 18,046 61,311 132,825 217,298 290,044 296,656 18,462 11,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,273) -3,032 -206 -2,554 -6,599 -8,794 -12,186 -11,554 -1,087 -1,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 5.8 19.9 43.1 70.4 94.0 96.2 6.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 143 58 112 77 84 276 210
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,170,356 COMMITMENTS 604,323 46,130 36,615 493,709 1074,932 1134,647 1157,677 35,709 12,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,950) 8,723 7,140 -469 -612 1,279 7,642 7,950 308 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 3.9 3.1 42.2 91.8 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 17 5 14 44 43 64 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,743 COMMITMENTS 15,702 28,652 17,943 139,304 125,677 172,949 172,272 5,794 6,471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) -833 -807 1,563 1,005 1,099 1,735 1,855 -490 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.0 10.0 77.9 70.3 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 9 12 15 29 27 47 45
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,796 COMMITMENTS 2,360 3,960 520 14,756 13,156 17,636 17,636 160 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 0 200 -120 40 -160 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 22.3 2.9 82.9 73.9 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 10 2 6 8 9 19
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,298 COMMITMENTS 1,192 2,234 959 6,054 5,344 8,205 8,536 2,093 1,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104) -169 332 238 129 -504 199 66 -94 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 21.7 9.3 58.8 51.9 79.7 82.9 20.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 16 22 17 20 14 45 45
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,192 COMMITMENTS 1,273 2,699 1,742 8,550 7,175 11,565 11,615 1,627 1,577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,075) 154 -340 -671 -343 250 -860 -760 -214 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 20.5 13.2 64.8 54.4 87.7 88.0 12.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 13 13 13 24 15 43 36
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,181,113 COMMITMENTS 386,753 525,049 243,849 1412,509 1231,545 2043,111 2000,443 138,002 180,670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,918) -23,578 5,522 13,565 21,667 8,906 11,653 27,993 8,264 -8,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 24.1 11.2 64.8 56.5 93.7 91.7 6.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347) 59 84 47 146 144 233 247
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,140,432 COMMITMENTS 544,853 834,470 1118,673 3109,121 2533,078 4772,648 4486,221 367,784 654,211 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 210,154) -15,652 -56,241 166,840 64,639 77,978 215,828 188,578 -5,674 21,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 16.2 21.8 60.5 49.3 92.8 87.3 7.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 457) 79 122 121 204 216 356 386
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,612 COMMITMENTS 78,941 76,023 13,118 376,033 318,691 468,092 407,832 103,520 163,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,826) -2,671 7,705 1,840 -5,224 -2,893 -6,055 6,652 14,881 2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 13.3 2.3 65.8 55.8 81.9 71.3 18.1 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 12 12 12 51 58 70 75
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,117,956 COMMITMENTS 511,035 964,596 600,140 2705,478 2108,928 3816,653 3673,664 301,303 444,293 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 237,223) -17,220 61,254 64,919 174,659 92,332 222,358 218,505 14,865 18,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 23.4 14.6 65.7 51.2 92.7 89.2 7.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 54 86 70 154 178 252 291
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,020,746 COMMITMENTS 299,285 318,530 437,438 1245,382 1205,735 1982,105 1961,703 38,641 59,043 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143,106) 36,046 -24,468 48,085 53,432 122,397 137,563 146,014 5,542 -2,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 15.8 21.6 61.6 59.7 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166) 35 49 59 66 73 133 154
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,914 COMMITMENTS 749 1,534 1,882 7,069 6,369 9,701 9,785 1,213 1,128 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 139) -40 -245 251 -93 81 117 86 22 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 14.1 17.2 64.8 58.4 88.9 89.7 11.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 10 10 22 20 32 35
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,857 COMMITMENTS 13,359 6,280 14,321 15,837 15,472 43,516 36,073 4,341 11,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,009) 175 641 568 59 327 801 1,536 208 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 13.1 29.9 33.1 32.3 90.9 75.4 9.1 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 22 22 24 33 28 68 61
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,394 COMMITMENTS 872 576 2,754 8,005 8,032 11,631 11,362 764 1,033 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,149) 20 27 430 662 684 1,112 1,142 37 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.6 22.2 64.6 64.8 93.8 91.7 6.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 10 11 26 21 39 35
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,597 COMMITMENTS 333 2,957 332 2,780 890 3,445 4,180 1,152 418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -213) -21 5 -38 -153 -152 -211 -185 -1 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 64.3 7.2 60.5 19.4 74.9 90.9 25.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 7 5 13 6 21 14
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,333 COMMITMENTS 66,467 42,834 78,579 104,078 110,458 249,124 231,871 22,209 39,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,863) -1,743 3,136 -13,553 -1,980 -5,755 -17,277 -16,171 -1,587 -2,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 15.8 29.0 38.4 40.7 91.8 85.5 8.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 104 78 125 87 96 258 250
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,145 COMMITMENTS 154,513 31,000 95,889 146,355 240,572 396,757 367,460 30,388 59,684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,188) 10,156 2,502 2,637 -3,076 3,348 9,716 8,487 472 1,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 7.3 22.4 34.3 56.3 92.9 86.0 7.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 450) 154 90 149 137 174 369 347
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,238 COMMITMENTS 3,909 1,419 1,239 1,177 4,156 6,326 6,814 1,912 1,424 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -117) -97 -119 -64 -29 4 -190 -179 73 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 17.2 15.0 14.3 50.5 76.8 82.7 23.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 35 11 11 20 25 61 44
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,879 COMMITMENTS 24,993 9,811 18,668 14,930 17,437 58,590 45,916 9,289 21,963 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,323) 883 477 1,302 -532 -529 1,654 1,251 669 1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 14.5 27.5 22.0 25.7 86.3 67.6 13.7 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 241) 70 51 83 63 81 185 184
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,108 COMMITMENTS 2,275 11,687 7,971 32,715 19,264 42,961 38,922 1,146 5,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -235) 61 -33 -80 -183 70 -203 -44 -33 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 26.5 18.1 74.2 43.7 97.4 88.2 2.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 14 20 15 28 34 50 61
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 77,182 COMMITMENTS 10,558 4,376 4,368 61,261 68,101 76,187 76,845 994 337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,212) 275 -51 294 651 976 1,220 1,218 -8 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 5.7 5.7 79.4 88.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 12 9 15 35 32 53 50
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,567 COMMITMENTS 3,750 760 1,400 37,355 40,407 42,505 42,567 62 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 0 -65 225 775 840 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.8 3.3 87.8 94.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 4 6 23 20 32 29
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 26,442 COMMITMENTS 1,300 1,685 1,275 23,867 23,482 26,442 26,442 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -84) -25 100 50 -109 -234 -84 -84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 6.4 4.8 90.3 88.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 4 20 18 25 22
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,687 COMMITMENTS 8,271 18,266 6,827 161,217 151,492 176,315 176,585 372 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 557) -28 -245 5 585 797 562 557 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.3 3.9 91.2 85.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 7 5 39 35 46 44
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,675 COMMITMENTS 3,071 9,950 1,261 55,218 48,159 59,550 59,370 125 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 318) 196 666 86 -89 -619 193 133 125 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 16.7 2.1 92.5 80.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 6 6 16 20 25 31
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,690 COMMITMENTS 0 850 0 37,690 36,840 37,690 37,690 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 -50 0 -50 0 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 **** 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 9 12 9 14
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 53,571 COMMITMENTS 1,575 5,015 860 51,001 47,559 53,436 53,434 135 137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -100 0 100 555 455 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 9.4 1.6 95.2 88.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 5 3 29 26 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 67,115 COMMITMENTS 2,086 2,840 1,330 63,485 62,944 66,901 67,114 214 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,712) -129 415 700 3,140 2,792 3,711 3,907 1 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.2 2.0 94.6 93.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 6 5 33 30 41 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 75,628 COMMITMENTS 590 990 890 74,008 73,388 75,488 75,268 140 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,526) -640 -110 450 2,716 2,186 2,526 2,526 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.3 1.2 97.9 97.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 3 23 24 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 104,287 COMMITMENTS 1,809 220 810 101,668 103,112 104,287 104,142 0 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,684) -171 -380 230 2,625 2,834 2,684 2,684 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.2 0.8 97.5 98.9 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 1 2 26 26 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,768 COMMITMENTS 315 0 0 29,448 29,533 29,763 29,533 5 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -435) 0 0 0 -435 -445 -435 -445 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.9 99.2 **** 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 0 24 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 34,370 COMMITMENTS 400 410 70 33,840 33,885 34,310 34,365 60 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -475) 0 0 0 -475 -475 -475 -475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.2 0.2 98.5 98.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 23 16 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 27,878 COMMITMENTS 10,496 806 2,478 14,506 24,293 27,480 27,577 398 301 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,209) 794 -89 -144 560 1,421 1,210 1,188 -1 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 2.9 8.9 52.0 87.1 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 10 3 5 21 23 32 30
CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,611 COMMITMENTS 25 175 0 37,571 37,336 37,596 37,511 15 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 0 0 0 345 345 345 345 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 99.9 99.3 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 0 27 23 28 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 43,577 COMMITMENTS 659 2,095 266 41,662 41,151 42,587 43,512 990 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 259 600 -59 -129 -480 71 61 45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.8 0.6 95.6 94.4 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 3 25 20 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,137 COMMITMENTS 2,579 0 1 40,322 42,976 42,902 42,977 235 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,318) 1,314 0 1 18 1,317 1,333 1,318 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.5 99.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 1 22 16 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,668 COMMITMENTS 2,155 1,600 0 46,513 46,918 48,668 48,518 0 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 600 0 0 40 640 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.3 0.0 95.6 96.4 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 0 24 19 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 79,279 COMMITMENTS 0 1,507 736 78,328 76,840 79,064 79,083 215 196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 6 45 310 314 355 365 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.9 98.8 96.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 1 28 26 29 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 110,924 COMMITMENTS 1,470 7,711 720 108,390 102,218 110,580 110,649 344 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,548) -75 1,221 -145 1,813 477 1,593 1,553 -45 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.0 0.6 97.7 92.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 10 6 29 27 38 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 34,415 COMMITMENTS 500 225 275 33,618 33,915 34,393 34,415 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 100 50 100 320 370 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.7 0.8 97.7 98.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 12 13 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 33,665 COMMITMENTS 1,790 1,975 1,340 30,280 30,185 33,410 33,500 255 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -605) -600 0 600 -605 -1,195 -605 -595 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.9 4.0 89.9 89.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 20 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 38,469 COMMITMENTS 6,565 1,200 1,360 30,079 35,894 38,004 38,454 465 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) -50 0 625 445 415 1,020 1,040 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 3.1 3.5 78.2 93.3 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 4 25 21 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,728 COMMITMENTS 96 2,689 71 43,439 40,441 43,606 43,201 122 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 0 -6 6 198 -141 204 -141 50 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 0.2 99.3 92.5 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 2 17 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,718 COMMITMENTS 50 2,225 0 37,658 35,423 37,708 37,648 10 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,982) 0 0 0 1,982 1,982 1,982 1,982 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.9 0.0 99.8 93.9 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 15 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,552 COMMITMENTS 2,350 1,500 60 27,635 28,992 30,045 30,552 507 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 241) -25 0 0 446 241 421 241 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 4.9 0.2 90.5 94.9 98.3 **** 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 2 24 20 30 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,817 COMMITMENTS 965 210 320 20,960 22,172 22,245 22,702 572 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) -15 0 0 20 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.9 1.4 91.9 97.2 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 1 16 17 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,442 COMMITMENTS 718 6,393 416 49,133 43,633 50,267 50,442 175 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) -25 -120 26 64 159 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 12.7 0.8 97.4 86.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 5 2 27 23 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,957 COMMITMENTS 135 2,458 542 38,000 35,937 38,677 38,937 280 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,633) 0 -25 -75 1,688 1,733 1,613 1,633 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.3 1.4 97.5 92.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 2 23 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,349 COMMITMENTS 0 875 0 21,179 20,474 21,179 21,349 170 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 99.2 95.9 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 12 17 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,725 COMMITMENTS 1,370 0 0 11,335 12,715 12,705 12,715 20 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 10 0 0 -35 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 0.0 89.1 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 0 0 19 12 23 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,790 COMMITMENTS 1,030 0 0 11,620 12,780 12,650 12,780 140 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 0 0 0 -35 -25 -35 -25 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 90.9 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 19 12 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 270,564 COMMITMENTS 0 17,333 32,383 237,715 220,615 270,098 270,331 466 233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -764) 0 -2,109 -1,278 514 2,623 -764 -764 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 12.0 87.9 81.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 15 14 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CN PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,790 COMMITMENTS 340 0 0 18,230 18,210 18,570 18,210 220 580 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.0 96.9 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 11 11 12 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,915 COMMITMENTS 150 480 75 21,507 21,360 21,732 21,915 183 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.2 0.3 98.1 97.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 1 19 15 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,125 COMMITMENTS 150 280 75 19,622 19,770 19,847 20,125 278 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.4 0.4 97.5 98.2 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 16 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,570 COMMITMENTS 660 50 0 5,900 6,455 6,560 6,505 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.8 0.0 89.8 98.2 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 16 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D5 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 5,815 COMMITMENTS 0 50 0 5,805 5,700 5,805 5,750 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.8 98.0 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 14 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,969 COMMITMENTS 372 3,010 0 24,197 21,914 24,569 24,924 400 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22) 0 0 0 22 22 22 22 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.1 0.0 96.9 87.8 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,432 COMMITMENTS 372 2,960 45 24,666 22,382 25,083 25,387 349 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 0 0 0 52 52 52 52 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.6 0.2 97.0 88.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 18 19 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 119,088 COMMITMENTS 3,772 880 3,043 111,915 114,990 118,730 118,913 358 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 825) 225 -400 310 210 840 745 750 80 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.7 2.6 94.0 96.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 5 6 7 32 35 40 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 131,908 COMMITMENTS 4,287 3,846 1,931 125,360 126,046 131,578 131,823 330 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 733) 180 395 -437 915 700 658 658 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.9 1.5 95.0 95.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 8 8 7 36 34 47 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 268,938 COMMITMENTS 30,247 13,459 15,718 222,457 239,575 268,422 268,753 517 186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,172) -749 890 431 -643 -2,141 -961 -820 -211 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 5.0 5.8 82.7 89.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 21 16 23 45 46 77 74 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 36,049 COMMITMENTS 3,553 325 120 32,060 35,559 35,733 36,004 316 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 400 50 -420 265 615 245 245 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.9 0.3 88.9 98.6 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 3 1 22 15 27 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,732 COMMITMENTS 2,418 200 860 30,138 32,627 33,416 33,687 316 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -450 -50 400 -185 -585 -235 -235 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.6 2.5 89.3 96.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 2 2 22 14 28 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643F2 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,640 COMMITMENTS 600 0 0 12,040 12,640 12,640 12,640 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 95.3 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 9 16 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643F3 PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,400 COMMITMENTS 600 0 0 11,800 12,400 12,400 12,400 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 95.2 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 9 16 9
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 189,386 COMMITMENTS 22,829 9,221 1,386 165,028 178,749 189,242 189,355 144 31 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,526) 77 -83 22 -1,631 -1,490 -1,533 -1,551 6 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 4.9 0.7 87.1 94.4 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 2 19 13 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,212 COMMITMENTS 735 4,050 100 27,392 24,177 28,227 28,327 3,985 3,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 12.6 0.3 85.0 75.1 87.6 87.9 12.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 13 16 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,080 COMMITMENTS 735 4,050 100 26,021 22,686 26,856 26,836 3,224 3,244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.5 0.3 86.5 75.4 89.3 89.2 10.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 1 12 16 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,515 COMMITMENTS 0 11,050 15 23,885 12,995 23,900 24,060 2,615 2,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,080) 0 50 0 940 890 940 940 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.7 0.1 90.1 49.0 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 6 1 20 13 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,675 COMMITMENTS 0 10,525 15 24,180 13,815 24,195 24,355 2,480 2,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.5 0.1 90.6 51.8 90.7 91.3 9.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 1 20 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,610 COMMITMENTS 400 480 400 31,595 31,535 32,395 32,415 4,215 4,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 1.1 86.3 86.1 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 4 15 12 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 625 505 250 30,025 30,185 30,900 30,940 3,530 3,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.5 0.7 87.2 87.7 89.7 89.9 10.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 2 3 14 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,250 COMMITMENTS 0 4,895 25 16,295 11,740 16,320 16,660 1,930 1,590 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.8 0.1 89.3 64.3 89.4 91.3 10.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 1 17 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,625 COMMITMENTS 0 4,335 25 15,245 11,250 15,270 15,610 2,355 2,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.6 0.1 86.5 63.8 86.6 88.6 13.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 1 17 11 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,025 COMMITMENTS 350 405 280 18,025 18,735 18,655 19,420 3,370 2,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.8 1.3 81.8 85.1 84.7 88.2 15.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 3 16 12 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,035 COMMITMENTS 340 455 200 16,100 17,000 16,640 17,655 3,395 2,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 1.0 80.4 84.9 83.1 88.1 16.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 3 16 10 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,860 COMMITMENTS 11,945 350 390 27,805 39,420 40,140 40,160 1,720 1,700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) -495 0 390 905 410 800 800 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.8 0.9 66.4 94.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 1 2 18 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,860 COMMITMENTS 10,210 350 275 24,430 34,310 34,915 34,935 1,945 1,925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) -845 0 200 1,100 255 455 455 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 0.9 0.7 66.3 93.1 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 2 18 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 99,055 COMMITMENTS 11,775 2,320 2,700 77,080 86,505 91,555 91,525 7,500 7,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 680 135 220 825 1,370 1,725 1,725 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.3 2.7 77.8 87.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 2 3 23 27 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,335 COMMITMENTS 11,725 2,320 2,055 68,355 77,730 82,135 82,105 9,200 9,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,220) 990 145 35 360 1,205 1,385 1,385 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.5 2.2 74.8 85.1 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 2 3 20 26 25 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,495 COMMITMENTS 600 3,600 175 17,555 14,735 18,330 18,510 2,165 1,985 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) -100 1,700 100 2,855 1,055 2,855 2,855 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.6 0.9 85.7 71.9 89.4 90.3 10.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,780 COMMITMENTS 1,575 175 0 14,270 15,885 15,845 16,060 935 720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.0 0.0 85.0 94.7 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 15 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,675 COMMITMENTS 0 1,625 925 38,980 37,355 39,905 39,905 7,770 7,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -220) 0 -1,200 0 -280 920 -280 -280 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 1.9 81.8 78.4 83.7 83.7 16.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 2 18 23 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,860 COMMITMENTS 1,675 600 25 20,720 21,915 22,420 22,540 9,440 9,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,450) 1,200 0 -300 390 1,590 1,290 1,290 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.9 0.1 65.0 68.8 70.4 70.7 29.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 1 17 22 19 24
CFTC#066413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 4,685 COMMITMENTS 211 433 440 3,221 3,157 3,872 4,030 813 655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 9.2 9.4 68.8 67.4 82.6 86.0 17.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 5 8 17 17 25 27
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 45,767 COMMITMENTS 3,085 605 71 38,093 40,735 41,249 41,411 4,518 4,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.3 0.2 83.2 89.0 90.1 90.5 9.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 2 2 21 24 28 27
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,582 COMMITMENTS 1,210 225 40 10,262 10,402 11,512 10,667 3,070 3,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 1.5 0.3 70.4 71.3 78.9 73.2 21.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 1 2 11 18 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 12,460 COMMITMENTS 705 285 331 9,754 9,888 10,790 10,504 1,670 1,956 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.3 2.7 78.3 79.4 86.6 84.3 13.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 4 3 21 23 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,633 COMMITMENTS 615 776 88 12,710 11,187 13,413 12,051 1,220 2,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.3 0.6 86.9 76.5 91.7 82.4 8.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 3 1 14 21 19 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 78,845 COMMITMENTS 5,622 3,899 3,565 60,994 63,885 70,181 71,349 8,664 7,496 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 4.9 4.5 77.4 81.0 89.0 90.5 11.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 12 12 17 50 50 70 71
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,936 COMMITMENTS 1,170 270 169 2,053 3,014 3,392 3,453 544 483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 192) 107 -23 43 66 170 216 190 -24 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 6.9 4.3 52.2 76.6 86.2 87.7 13.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 3 7 23 24 32 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,699 COMMITMENTS 290 4,431 55 30,189 26,127 30,534 30,613 165 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 0 0 0 940 940 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.4 0.2 98.3 85.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 7 1 16 24 18 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,864 COMMITMENTS 10,657 4,385 6,525 91,795 98,776 108,977 109,686 887 178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,664) -108 150 493 3,083 3,031 3,468 3,674 196 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.0 5.9 83.6 89.9 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 22 16 21 68 61 97 91 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,469 COMMITMENTS 8,863 2,661 243 40,363 45,943 49,469 48,847 0 622 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -548) 0 75 0 -548 -623 -548 -548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.4 0.5 81.6 92.9 **** 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 7 3 27 32 35 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,653 COMMITMENTS 2,661 549 422 26,096 27,966 29,179 28,937 474 716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 882) 136 -5 8 753 869 897 872 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.9 1.4 88.0 94.3 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 11 7 9 33 41 45 56 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,627 COMMITMENTS 2,322 713 16 15,694 17,219 18,032 17,948 595 679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,471) -277 0 8 1,555 1,453 1,286 1,461 185 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 3.8 0.1 84.3 92.4 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 1 19 24 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,111 COMMITMENTS 2,285 4,276 746 13,763 11,795 16,794 16,817 317 294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) 115 120 -83 260 260 292 297 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 25.0 4.4 80.4 68.9 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 7 6 30 21 41 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665W MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,080 COMMITMENTS 105 392 170 1,805 1,465 2,080 2,027 0 53 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) -50 110 75 160 0 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 18.8 8.2 86.8 70.4 **** 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 2 11 17 15 21
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 728,824 COMMITMENTS 126,290 33,105 231,116 354,745 454,189 712,150 718,410 16,674 10,414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -96,409) 9,391 -8,860 -56,066 -33,630 -15,428 -80,305 -80,354 -16,103 -16,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 4.5 31.7 48.7 62.3 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 40 37 65 63 66 138 136
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 42,675 COMMITMENTS 775 0 135 34,225 34,890 35,135 35,025 7,540 7,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.3 80.2 81.8 82.3 82.1 17.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 1 17 16 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 12,990 COMMITMENTS 620 1,175 460 8,830 10,935 9,910 12,570 3,080 420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 9.0 3.5 68.0 84.2 76.3 96.8 23.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 3 16 14 19 18
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,181,058 COMMITMENTS 806,918 76,128 1256,146 1005,582 1762,833 3068,646 3095,107 112,411 85,951 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -267,648) -18,938 -14,120 -155,556 -73,815 -79,840 -248,309 -249,516 -19,339 -18,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 2.4 39.5 31.6 55.4 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 445) 200 109 233 101 114 399 372
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,617 COMMITMENTS 25,206 4,043 34,741 31,320 52,388 91,267 91,172 349 445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,967) -22,690 -1,919 -2,317 -1,907 -22,940 -26,914 -27,177 -53 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 4.4 37.9 34.2 57.2 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 4 4 14 19 18 25
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,937 COMMITMENTS 66,961 25,638 557 67,900 77,353 135,418 103,548 24,519 56,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,209) 1,023 1,247 0 -42 1,957 981 3,204 1,228 -995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 16.0 0.3 42.5 48.4 84.7 64.7 15.3 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 3 3 13 16 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,334 COMMITMENTS 3,747 389 5,511 3,068 6,402 12,326 12,302 2,007 2,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,821) 185 -288 -1,696 -1,415 -806 -2,926 -2,789 105 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 2.7 38.4 21.4 44.7 86.0 85.8 14.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 5 11 7 8 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,139 COMMITMENTS 53,572 0 16,908 64,644 111,044 135,124 127,952 15,015 22,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,406) 4,913 0 -300 1,095 5,580 5,708 5,280 1,698 2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 0.0 11.3 43.1 74.0 90.0 85.2 10.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 9 0 8 21 20 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 250,571 COMMITMENTS 59,809 107,922 86,626 89,944 50,451 236,380 244,999 14,191 5,572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,348) -218 -2,845 3,681 3,570 6,133 7,032 6,969 -684 -621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 43.1 34.6 35.9 20.1 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 22 23 35 23 23 63 63 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,977 COMMITMENTS 4,342 34,859 21,280 57,124 26,546 82,746 82,685 231 292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,757) 25 -2,057 2,273 449 2,533 2,748 2,749 9 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 42.0 25.6 68.8 32.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 5 7 18 17 27 26
CFTC#0676A5 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,680 COMMITMENTS 152 11,900 390 90,888 92,855 91,430 105,145 18,250 4,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,415) 0 300 0 -4,650 -540 -4,650 -240 3,235 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.8 0.4 82.9 84.7 83.4 95.9 16.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 17 15 18 18
CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 22,872 COMMITMENTS 5,382 745 383 16,837 21,672 22,602 22,800 270 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,578) -287 -125 0 -3,193 -3,453 -3,480 -3,578 -98 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 3.3 1.7 73.6 94.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 2 2 17 21 24 24
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 294,659 COMMITMENTS 78,263 50,982 62,214 138,153 172,401 278,630 285,597 16,028 9,061 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,541) 3,770 -5,265 8,404 1,428 9,970 13,602 13,109 -1,062 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 17.3 21.1 46.9 58.5 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235) 93 66 76 61 49 194 156
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,015 COMMITMENTS 19,522 2,594 2,357 6,336 24,143 28,214 29,094 1,801 921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 439) 547 -409 -37 -37 1,034 473 587 -34 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 8.6 7.9 21.1 80.4 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 86 26 21 36 36 130 78
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 88,598 COMMITMENTS 61,009 17,478 5,105 14,587 63,635 80,701 86,218 7,898 2,381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,001) 2,793 -1,286 654 -1,073 2,546 2,373 1,913 -372 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 19.7 5.8 16.5 71.8 91.1 97.3 8.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 145 43 30 30 39 194 98
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 958,093 COMMITMENTS 192,869 278,205 180,765 504,981 421,752 878,614 880,722 79,478 77,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70,099) 7,183 5,206 -32,508 -42,440 -40,751 -67,765 -68,053 -2,334 -2,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 29.0 18.9 52.7 44.0 91.7 91.9 8.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252) 75 75 87 87 81 207 204
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 254,798 COMMITMENTS 49,738 97,578 55,802 130,636 91,750 236,176 245,129 18,622 9,669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,284) 2,452 13,642 -4,597 -4,964 -14,399 -7,109 -5,354 2,825 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 38.3 21.9 51.3 36.0 92.7 96.2 7.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 516) 180 158 136 146 121 390 364
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 225,595 COMMITMENTS 61,087 57,563 39,435 94,518 113,504 195,041 210,502 30,554 15,093 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,775) -1,935 1,990 5,366 6,281 3,344 9,712 10,700 62 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 25.5 17.5 41.9 50.3 86.5 93.3 13.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229) 98 70 70 47 43 182 151
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 260,811 COMMITMENTS 112,439 66,071 50,691 77,849 131,585 240,979 248,347 19,833 12,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 516) 17 -2,465 -3,364 2,247 7,955 -1,100 2,125 1,616 -1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 25.3 19.4 29.8 50.5 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 129 78 102 51 57 243 195
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 774,163 COMMITMENTS 269,719 62,493 191,315 256,717 487,682 717,752 741,490 56,411 32,672 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,841) 5,032 -9,744 7,018 9,179 28,448 21,229 25,722 6,612 2,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 8.1 24.7 33.2 63.0 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 382) 206 96 143 52 69 320 248
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,016 COMMITMENTS 17,568 142 11 29,842 47,940 47,421 48,093 1,595 923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -406) -808 -444 11 442 5 -355 -428 -51 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 0.3 0.0 60.9 97.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 16 1 1 6 7 22 9
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,753 COMMITMENTS 49,890 25,520 15,401 59,242 103,852 124,533 144,773 40,220 19,981 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,303) -11,492 -3,298 147 -849 -6,821 -12,195 -9,972 1,892 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 15.5 9.3 36.0 63.0 75.6 87.9 24.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 32 21 21 29 26 73 56
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,611 COMMITMENTS 17,063 32,851 1,233 37,746 22,287 56,042 56,371 13,570 13,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,490) -700 -4,837 143 -4,277 -1,060 -4,834 -5,754 -656 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 47.2 1.8 54.2 32.0 80.5 81.0 19.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 15 3 11 13 23 30
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 197,048 COMMITMENTS 127,065 32,215 787 62,212 159,892 190,064 192,894 6,983 4,153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4) 4,303 6,239 -14 -4,792 -6,155 -503 70 507 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 16.3 0.4 31.6 81.1 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 64 43 4 13 21 79 66
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,990 COMMITMENTS 57,986 47,875 36,486 111,959 135,836 206,431 220,197 38,559 24,793 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 168) -8,389 70 3,490 5,187 -4,834 288 -1,274 -120 1,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 19.5 14.9 45.7 55.4 84.3 89.9 15.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 41 26 28 32 42 87 84
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,102 COMMITMENTS 46,908 153,793 29,848 198,232 101,936 274,988 285,576 39,115 28,526 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,066) 2,477 -4,544 5,426 4,510 14,059 12,413 14,941 2,653 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 49.0 9.5 63.1 32.5 87.5 90.9 12.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128) 40 35 31 41 38 97 88
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,608 COMMITMENTS 23,861 25,799 4,051 4,940 6,172 32,852 36,022 6,756 3,586 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -971) -341 -1,173 270 -721 235 -792 -668 -180 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.2 65.1 10.2 12.5 15.6 82.9 90.9 17.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 139) 71 55 13 7 8 84 71
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 661,807 COMMITMENTS 228,853 99,496 59,768 279,114 449,264 567,735 608,529 94,072 53,279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,086) -2,817 -1,845 2,064 5,546 -1,339 4,792 -1,121 4,294 10,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 15.0 9.0 42.2 67.9 85.8 91.9 14.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 120 56 72 80 69 218 180
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,697 COMMITMENTS 17,871 15,453 122 15,923 19,378 33,916 34,953 1,781 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,126) 204 8,114 -9 7,564 73 7,759 8,178 367 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 43.3 0.3 44.6 54.3 95.0 97.9 5.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 6 4 5 5 21 14
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 438,098 COMMITMENTS 158,001 77,379 76,607 178,953 265,697 413,561 419,684 24,537 18,414 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,512) -8,252 -1,349 204 8,164 85 116 -1,060 -1,628 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 17.7 17.5 40.8 60.6 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 104 49 111 95 104 246 231
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,165 COMMITMENTS 3,195 950 664 3,994 6,470 7,853 8,084 3,312 3,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 0 250 0 258 0 258 250 42 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 8.5 5.9 35.8 57.9 70.3 72.4 29.7 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 2 5 9 11 14 18
CFTC#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 16,483 COMMITMENTS 1,861 0 1,649 12,402 13,909 15,912 15,558 571 925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) -150 0 275 55 -145 180 130 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.0 10.0 75.2 84.4 96.5 94.4 3.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,017 COMMITMENTS 0 700 600 18,140 17,695 18,740 18,995 1,277 1,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,807) 0 0 0 1,657 1,857 1,657 1,857 150 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 3.0 90.6 88.4 93.6 94.9 6.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 17 19 18 20
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,483 COMMITMENTS 29,422 28,478 319 19,901 21,246 49,642 50,043 4,841 4,440 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 744) 774 2,050 86 -275 -1,636 585 500 159 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 52.3 0.6 36.5 39.0 91.1 91.9 8.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 39 19 5 10 13 51 36
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 425,271 COMMITMENTS 161,116 101,566 98,057 136,241 194,733 395,414 394,356 29,857 30,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -84,187) -26,092 -11,079 -43,597 -13,478 -28,945 -83,167 -83,621 -1,020 -566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 23.9 23.1 32.0 45.8 93.0 92.7 7.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231) 110 64 99 37 32 193 163
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,661 COMMITMENTS 10,022 1,978 2,911 203 8,975 13,136 13,864 1,525 797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) -363 -294 666 0 74 303 446 6 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 13.5 19.9 1.4 61.2 89.6 94.6 10.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 12 6 2 1 6 14 13
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 60,538 COMMITMENTS 23,229 13,929 1,644 26,227 37,251 51,100 52,825 9,438 7,713 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,272) -2,217 -1,206 -331 -2,027 -3,440 -4,575 -4,978 303 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 23.0 2.7 43.3 61.5 84.4 87.3 15.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 41 15 10 31 28 75 50
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 121,077 COMMITMENTS 46,458 27,859 3,289 52,453 74,503 102,200 105,650 18,877 15,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,544) -4,433 -2,412 -663 -4,054 -6,880 -9,150 -9,955 606 1,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 23.0 2.7 43.3 61.5 84.4 87.3 15.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 41 15 10 31 28 75 50
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 769,074 3458,937 ******** ******** ******** ******** ******** 816,0341662,981 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1887,548) -96,555 -86,986 ******** 537,434 520,708 ******** ******** 196,583 203,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 10.6 51.3 43.9 33.0 97.5 94.9 2.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 328) 66 116 151 118 129 277 317
CFTC#1330E1 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 6,050 COMMITMENTS 3,630 5,238 8 0 0 3,638 5,246 2,412 804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 865 598 -162 0 0 703 436 -357 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 86.6 0.1 0.0 0.0 60.1 86.7 39.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 29 18 2 0 0 31 18
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 982,534 COMMITMENTS 109,339 98,073 169,512 603,086 622,128 881,937 889,713 100,597 92,821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -101,039) -7,677 2,624 -64,676 -17,548 -30,871 -89,902 -92,923 -11,138 -8,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 10.0 17.3 61.4 63.3 89.8 90.6 10.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 650) 170 137 175 253 267 499 504
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 124,370 COMMITMENTS 4,943 15,371 25,061 68,889 55,544 98,893 95,976 25,476 28,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,682) -1,388 -2,266 -13,858 -11,016 -2,234 -26,262 -18,358 -419 -8,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 12.4 20.2 55.4 44.7 79.5 77.2 20.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 10 14 21 31 33 54 56
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,637 COMMITMENTS 0 1,523 0 21,015 20,445 21,015 21,968 1,622 669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,820) -226 -97 0 -1,612 -1,857 -1,838 -1,954 18 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 92.8 90.3 92.8 97.0 7.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 9 12 9 14
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,388 COMMITMENTS 2,017 0 0 10,046 13,786 12,063 13,786 2,325 602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 250 0 0 13 244 263 244 -9 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 0.0 69.8 95.8 83.8 95.8 16.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 11 9 15 9
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,290,823 COMMITMENTS 575,575 467,105 668,658 2670,987 2832,920 3915,220 3968,682 375,603 322,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -371,789) -43,001 12,897 -242,535 -32,661 -143,186 -318,197 -372,824 -53,592 1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 10.9 15.6 62.2 66.0 91.2 92.5 8.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 640) 166 135 170 248 265 488 496 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,745 COMMITMENTS 13,236 0 0 13,375 29,285 26,611 29,285 3,134 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 298) 1,183 0 0 -619 220 564 220 -266 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 0.0 0.0 45.0 98.5 89.5 98.5 10.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 10 0 0 9 12 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874I E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,032 COMMITMENTS 2,557 1,126 0 10,046 12,266 12,603 13,392 1,429 640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 8.0 0.0 71.6 87.4 89.8 95.4 10.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 0 9 11 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 24,420 COMMITMENTS 0 1,742 0 23,636 21,584 23,636 23,326 784 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,151) 0 -300 0 -74 -2,098 -74 -2,398 -2,077 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 96.8 88.4 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 10 10 10 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 32,458 COMMITMENTS 14,597 1,528 765 16,989 30,076 32,351 32,369 107 89 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,030) 233 -1,340 325 455 2,191 1,013 1,176 17 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 4.7 2.4 52.3 92.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 9 5 5 12 17 24 24
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,209 COMMITMENTS 5,399 5,881 1,708 4,926 4,589 12,033 12,178 176 31 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -199) 312 18 -497 -36 270 -221 -209 22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 48.2 14.0 40.3 37.6 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 3 4 10 7 22 12
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,409 COMMITMENTS 4,964 4,431 2,728 2,327 2,388 10,019 9,547 390 862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) 70 50 -10 0 0 60 40 -19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 42.6 26.2 22.4 22.9 96.3 91.7 3.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 9 8 5 5 16 19
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,961 COMMITMENTS 12,843 14,364 2,483 28,271 25,516 43,597 42,363 6,364 7,598 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -845) -1,159 -1,484 -951 1,296 214 -814 -2,221 -32 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 28.8 5.0 56.6 51.1 87.3 84.8 12.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 64 65 30 78 81 155 163
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,805 COMMITMENTS 64,216 71,820 12,414 141,354 127,579 217,985 211,813 31,820 37,992 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,227) -5,797 -7,422 -4,753 6,480 1,068 -4,069 -11,107 -159 6,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 28.8 5.0 56.6 51.1 87.3 84.8 12.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 64 65 30 78 81 155 163
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 49,107 COMMITMENTS 31,980 48,843 251 16,593 0 48,824 49,094 283 13 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,065) 1,777 2,072 0 240 0 2,017 2,072 48 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 99.5 0.5 33.8 0.0 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 34 9 2 3 0 38 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,963 COMMITMENTS 48,292 35,379 15,224 42,694 60,849 106,210 111,451 30,753 25,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,729) -2,193 -4,681 -920 -410 260 -3,523 -5,342 -206 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 25.8 11.1 31.2 44.4 77.5 81.4 22.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 31 20 22 29 25 69 58
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 536,699 COMMITMENTS 103,223 111,566 13,461 403,038 396,352 519,722 521,379 16,977 15,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,984) -5,602 -5,794 -3,223 -8,152 -8,553 -16,977 -17,570 -7 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 20.8 2.5 75.1 73.8 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 53 51 26 112 110 176 176
CFTC#239744 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,303 COMMITMENTS 2,650 206 0 9,360 12,310 12,010 12,516 1,293 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.5 0.0 70.4 92.5 90.3 94.1 9.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 1 0 8 7 12 8
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,512 COMMITMENTS 3,550 3,182 1 15,204 16,668 18,755 19,851 4,757 3,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 522) 719 774 -12 180 470 887 1,232 -365 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 13.5 0.0 64.7 70.9 79.8 84.4 20.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 10 6 1 17 17 28 23
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,484 COMMITMENTS 25,295 18,159 12 23,117 35,066 48,424 53,237 8,060 3,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,747) 2,610 426 -61 -877 1,382 1,672 1,747 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 32.1 0.0 40.9 62.1 85.7 94.3 14.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 7 1 18 9 38 17
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,171 COMMITMENTS 27,101 13,649 1,896 46,473 30,856 75,470 46,401 9,701 38,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,025) 1,206 1,696 -265 2,901 675 3,842 2,106 -817 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 16.0 2.2 54.6 36.2 88.6 54.5 11.4 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 28 13 5 32 26 63 41
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 268,676 COMMITMENTS 42,400 14,010 1,743 214,894 247,929 259,037 263,682 9,639 4,994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,309) -2,189 5,660 -324 -4,012 -11,825 -6,525 -6,489 216 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 5.2 0.6 80.0 92.3 96.4 98.1 3.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 29 14 6 77 55 107 74
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,040,851 COMMITMENTS 292,099 106,854 24,132 696,042 898,628 1012,273 1029,614 28,578 11,237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,505) -5,032 -10,334 213 5,399 10,154 579 33 -2,084 -1,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 10.3 2.3 66.9 86.3 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 388) 145 40 30 167 94 322 154
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,641 COMMITMENTS 10,411 7,330 101 21,109 24,078 31,621 31,509 20 132 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,250) 41 575 3 1,234 647 1,278 1,225 -28 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 23.2 0.3 66.7 76.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 15 1 7 20 13 36
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,602 COMMITMENTS 23,630 5,783 0 2,943 20,772 26,573 26,555 29 47 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 955) 878 53 -6 104 898 976 945 -21 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.8 21.7 0.0 11.1 78.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 12 0 4 14 7 26
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,425 COMMITMENTS 12,559 6,648 48 8,037 24,548 20,644 31,244 14,781 4,181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4) 699 -294 -2 -301 300 396 4 -400 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 18.8 0.1 22.7 69.3 58.3 88.2 41.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 6 3 9 9 20 16
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 75,510 COMMITMENTS 13,817 2,502 661 49,960 68,088 64,438 71,251 11,072 4,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -925) -1,589 720 209 1,177 -2,254 -203 -1,325 -722 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 3.3 0.9 66.2 90.2 85.3 94.4 14.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 11 5 4 46 30 57 39
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,257 COMMITMENTS 12,636 4,928 741 5,315 16,149 18,692 21,818 7,565 4,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -72) 1,616 -1,805 358 -1,837 1,034 137 -413 -209 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 18.8 2.8 20.2 61.5 71.2 83.1 28.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 8 5 5 8 7 17 16
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 105,341 COMMITMENTS 23,373 2,940 24,066 57,647 78,114 105,086 105,120 255 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,837) 2,277 0 188 357 2,629 2,822 2,817 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 2.8 22.8 54.7 74.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 10 1 1 15 16 25 18
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,212 COMMITMENTS 4,170 801 152 25,804 29,259 30,126 30,212 86 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,873) 250 400 -18 1,641 1,491 1,873 1,873 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 2.7 0.5 85.4 96.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 2 2 26 14 33 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,880 COMMITMENTS 980 1,123 600 8,300 8,157 9,880 9,880 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 11.4 6.1 84.0 82.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 2 4 10 9 17 14
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,654 COMMITMENTS 527 1,945 617 10,868 9,664 12,012 12,226 642 428 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 322) 86 243 23 144 56 253 322 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 15.4 4.9 85.9 76.4 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 5 7 19 19 26 28
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,136 COMMITMENTS 1,449 5,617 2,093 10,272 6,260 13,814 13,970 322 166 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) -3 202 218 311 40 526 460 -66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 39.7 14.8 72.7 44.3 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 12 14 26 25 42 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,565 COMMITMENTS 471 1,119 358 1,386 908 2,215 2,385 350 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 99) 0 70 29 70 0 99 99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 43.6 14.0 54.0 35.4 86.4 93.0 13.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 6 4 17 11 26 20
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 2/20/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,117 COMMITMENTS 9,464 1,009 2,925 10,964 19,983 23,353 23,917 3,764 3,200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 123) 643 13 -238 -120 265 285 40 -162 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 3.7 10.8 40.4 73.7 86.1 88.2 13.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 4 17 18 23 22