CFTC Commitments of Traders

Futures+Options 9/15/18


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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      

CBOT MINI SOYBEANS        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 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 Russell 2000 Mini     CME S&P 400 E-Mini          

CME S&P CONSOLIDATED      CRUDE OIL AVG PRICE OPTIO   

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 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          

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: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,719 COMMITMENTS 126,082 107,655 212,228 215,593 225,244 553,903 545,128 38,815 47,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,479) -10,223 9,575 14,893 11,375 -8,227 16,045 16,242 -566 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.2 35.8 36.4 38.0 93.5 92.0 6.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 459) 152 137 170 120 136 364 367
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 19,718 COMMITMENTS 3,194 400 1,000 15,324 17,365 19,518 18,765 200 953 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,529) 210 -100 -450 -1,389 -1,316 -1,629 -1,866 100 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.0 5.1 77.7 88.1 99.0 95.2 1.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 1 3 16 16 25 20
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,014 COMMITMENTS 87,373 36,849 61,909 111,023 160,425 260,304 259,183 24,710 25,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,787) -4,014 7,190 12,310 3,001 -8,261 11,298 11,239 489 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 12.9 21.7 39.0 56.3 91.3 90.9 8.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 84 47 72 84 95 205 188
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 59,213 COMMITMENTS 12,646 14,809 3,611 33,244 27,984 49,501 46,404 9,712 12,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) -1,046 1,053 1,132 36 -2,227 122 -42 95 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 25.0 6.1 56.1 47.3 83.6 78.4 16.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 22 16 13 46 36 75 59
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,085,115 COMMITMENTS 410,415 404,174 571,153 901,212 886,527 1882,781 1861,855 202,334 223,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,454) -10,055 -7,444 17,112 21,128 18,050 28,185 27,718 -1,731 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 19.4 27.4 43.2 42.5 90.3 89.3 9.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 894) 224 164 221 361 415 689 712
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,016,904 COMMITMENTS 137,381 215,235 298,117 511,073 402,374 946,571 915,726 70,333 101,178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,256) -440 8,559 12,951 16,327 7,052 28,838 28,562 1,419 1,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 21.2 29.3 50.3 39.6 93.1 90.1 6.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 696) 173 211 249 220 230 542 568
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 19,467 COMMITMENTS 10,078 3,723 134 11 4,757 10,223 8,614 9,244 10,853 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -856) 19 -144 10 0 -720 29 -854 -885 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 19.1 0.7 0.1 24.4 52.5 44.2 47.5 55.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 8 2 2 13 5 22
CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 17,085 COMMITMENTS 290 3,810 0 16,755 13,259 17,045 17,069 40 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 64) 0 0 0 64 64 64 64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 22.3 0.0 98.1 77.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 4 0 10 9 13 13
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 71,774 COMMITMENTS 9,851 11,119 6,529 55,383 54,118 71,763 71,766 11 8 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -248) 479 -729 507 -1,008 -25 -23 -248 -225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 15.5 9.1 77.2 75.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 13 9 10 17 15 37 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 48,160 COMMITMENTS 8,718 24,947 800 38,642 22,413 48,160 48,160 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 18.1 51.8 1.7 80.2 46.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 9 1 10 7 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 44,162 COMMITMENTS 8,782 31,350 0 35,380 12,812 44,162 44,162 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 100 0 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 71.0 0.0 80.1 29.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 8 0 11 7 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 29,266 COMMITMENTS 3,180 15,748 100 25,986 13,418 29,266 29,266 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) 100 204 0 212 108 312 312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 53.8 0.3 88.8 45.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 7 1 9 9 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AN PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 31,295 COMMITMENTS 7,320 7,005 0 23,975 24,290 31,295 31,295 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 800) 100 300 0 700 500 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 22.4 0.0 76.6 77.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 0 11 3 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,122 COMMITMENTS 5,397 5,275 0 21,725 21,847 27,122 27,122 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -100 0 0 0 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 19.4 0.0 80.1 80.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 0 12 5 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AS CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 16,123 COMMITMENTS 3,143 810 0 12,980 15,313 16,123 16,123 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 387) 342 -3 0 45 389 387 387 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 5.0 0.0 80.5 95.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 5 0 12 11 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063B1 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 23,985 COMMITMENTS 9,300 4,865 0 14,685 19,120 23,985 23,985 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12) 0 -85 0 12 97 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 20.3 0.0 61.2 79.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 3 0 8 4 14 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063BD NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 27,370 COMMITMENTS 7,980 18,020 0 19,390 9,350 27,370 27,370 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 29.2 65.8 0.0 70.8 34.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 7 0 7 6 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CD RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,414 COMMITMENTS 3,033 3,038 592 34,789 34,784 38,414 38,414 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,183) 75 122 -151 9,260 9,213 9,183 9,183 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 7.9 1.5 90.6 90.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 2 17 15 19 21
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 596,612 COMMITMENTS 103,040 170,492 163,681 290,053 227,718 556,775 561,892 39,836 34,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 39,898) -1,787 9,505 13,462 26,916 14,550 38,591 37,517 1,307 2,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 28.6 27.4 48.6 38.2 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 360) 86 123 119 98 74 262 269
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,014,616 COMMITMENTS 118,912 174,956 112,804 625,043 531,396 856,758 819,156 157,858 195,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,894) 13,182 18,016 6,965 -17,274 -26,823 2,873 -1,841 -7,767 -3,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 17.2 11.1 61.6 52.4 84.4 80.7 15.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 191) 49 25 48 99 94 161 154
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,032,334 COMMITMENTS 98,013 322,061 28,543 762,676 576,003 889,232 926,607 143,102 105,727 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,111) -6,990 -4,809 -3,057 -6,057 -13,715 -16,104 -21,581 -7,006 -1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 31.2 2.8 73.9 55.8 86.1 89.8 13.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 19 20 23 72 62 102 94
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 21,937 COMMITMENTS 1,668 869 4,388 15,854 16,590 21,910 21,847 27 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,006) 24 148 395 1,597 1,468 2,016 2,011 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 4.0 20.0 72.3 75.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 2 4 21 21 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 21,570 COMMITMENTS 475 8,097 1,079 19,409 12,394 20,963 21,570 607 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 877) -105 760 105 857 12 857 877 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 37.5 5.0 90.0 57.5 97.2 **** 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 3 21 16 26 21
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,871 COMMITMENTS 9,204 898 6,191 25,461 33,693 40,856 40,782 15 89 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,095) 771 -224 -257 -4,528 -3,477 -4,014 -3,958 -81 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 2.2 15.1 62.3 82.4 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 8 6 9 22 37 34 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,536 COMMITMENTS 312 1,648 1,577 8,070 6,707 9,959 9,932 577 604 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,348) 80 190 -332 -907 -1,124 -1,159 -1,266 -189 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 15.6 15.0 76.6 63.7 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 4 5 23 21 32 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,724 COMMITMENTS 627 178 1,364 7,211 7,765 9,202 9,307 522 417 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,690) -266 128 -93 -2,206 -2,687 -2,565 -2,652 -125 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.8 14.0 74.2 79.9 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 1 6 29 37 35 43
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,680 COMMITMENTS 50 1,871 216 2,836 895 3,102 2,982 578 698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -634) -221 -32 -132 -358 -413 -711 -577 77 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 50.8 5.9 77.1 24.3 84.3 81.0 15.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 7 4 10 11 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,576 COMMITMENTS 265 3,704 3,720 19,101 15,672 23,086 23,096 490 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,652) -38 -1,507 -329 -4,525 -3,110 -4,892 -4,946 240 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 15.7 15.8 81.0 66.5 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 6 3 23 17 27 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,972 COMMITMENTS 860 3,190 175 4,013 2,197 5,048 5,562 924 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,010) -82 -60 -320 -588 -574 -990 -954 -20 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 53.4 2.9 67.2 36.8 84.5 93.1 15.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 9 7 24 18 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 4,834 COMMITMENTS 108 782 354 3,712 3,525 4,174 4,661 660 173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -734) -294 198 -213 -296 -672 -803 -687 69 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 16.2 7.3 76.8 72.9 86.3 96.4 13.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 2 18 18 20 21
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 440,184 COMMITMENTS 93,926 52,908 93,463 202,772 265,221 390,160 411,592 50,024 28,592 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,120) -6,232 -2,136 1,940 14,094 9,738 9,801 9,542 -1,681 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 12.0 21.2 46.1 60.3 88.6 93.5 11.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 218) 63 46 81 80 87 187 184
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,994 COMMITMENTS 400 8,845 450 25,070 20,013 25,920 29,308 8,074 4,686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,928) -1,075 -1,760 0 -3,733 -3,527 -4,808 -5,287 -1,120 -641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 26.0 1.3 73.7 58.9 76.2 86.2 23.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 1 17 13 18 16
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,378,147 COMMITMENTS 309,243 111,199 722,418 4303,493 4531,781 5335,154 5365,398 42,993 12,749 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51,032) -66,551 47,032 2,242 115,911 2,142 51,602 51,416 -570 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.1 13.4 80.0 84.3 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223) 42 30 57 140 111 207 174
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 812,537 COMMITMENTS 33,174 66,682 393,208 381,235 350,658 807,617 810,548 4,920 1,989 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,486) -4,340 -1,944 8,482 8,334 5,941 12,476 12,480 10 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 8.2 48.4 46.9 43.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 16 15 23 52 51 80 77
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,134 COMMITMENTS 50 5,029 490 256,705 256,899 257,245 262,418 8,889 3,716 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,330) -1,052 -1,335 -60 -10,180 -10,946 -11,292 -12,341 -1,038 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.2 96.5 96.5 96.7 98.6 3.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 2 31 29 33 33
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,550 COMMITMENTS 7,962 288 1,577 103,861 105,664 113,400 107,529 4,150 10,021 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,497) -1,020 288 -505 -8,851 -9,894 -10,376 -10,111 -121 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.2 1.3 88.4 89.9 96.5 91.5 3.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 1 3 20 24 26 27
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,987 COMMITMENTS 1,413 2,929 1,170 328,045 329,519 330,628 333,618 11,359 8,369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,322) 730 -2,118 -817 -24,790 -20,147 -24,877 -23,082 2,555 760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.9 0.3 95.9 96.4 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 3 2 29 30 32 34
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 841,955 COMMITMENTS 4,146 6,914 8,834 817,390 822,117 830,370 837,865 11,585 4,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,330) 344 -330 -677 -12,531 3,598 -12,864 2,591 -2,466 -17,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 1.0 97.1 97.6 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 2 2 3 43 27 47 30
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 425,925 COMMITMENTS 0 3,019 0 401,573 417,412 401,573 420,431 24,352 5,494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,698) -1,080 456 -30 -28,647 -26,831 -29,757 -26,405 1,059 -2,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 94.3 98.0 94.3 98.7 5.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 0 2 0 36 43 36 45
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 499,164 COMMITMENTS 2,949 1,826 2,051 480,422 489,196 485,422 493,073 13,742 6,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,094) -1,235 -737 -341 -37,477 -36,941 -39,053 -38,019 959 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.4 96.2 98.0 97.2 98.8 2.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 3 3 4 33 40 39 44
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,621 COMMITMENTS 0 13,607 0 294,675 282,113 294,675 295,720 6,946 5,901 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,188) 0 1,658 -123 -16,926 -18,690 -17,049 -17,155 -139 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 97.7 93.5 97.7 98.0 2.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 0 4 0 40 34 40 38
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,602 COMMITMENTS 3,299 0 3,384 97,891 103,231 104,574 106,615 5,028 2,987 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,532) 228 0 -31 -5,572 -7,081 -5,375 -7,112 -2,157 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 3.1 89.3 94.2 95.4 97.3 4.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 26 25 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 36,472 COMMITMENTS 0 0 0 35,448 36,472 35,448 36,472 1,024 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,055) 0 0 0 -11,590 -11,900 -11,590 -11,900 -465 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 **** 97.2 **** 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 16 16 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 227,435 COMMITMENTS 222 529 1,823 218,973 220,794 221,018 223,146 6,417 4,289 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,499) 132 234 -227 2,068 -526 1,973 -519 -3,472 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.8 96.3 97.1 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 1 2 19 24 21 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 174,361 COMMITMENTS 0 3,443 0 165,103 163,229 165,103 166,672 9,258 7,689 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,196) 0 0 0 -9,914 -9,387 -9,914 -9,387 -282 -809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 94.7 93.6 94.7 95.6 5.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 0 28 23 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 249,739 COMMITMENTS 0 0 0 244,932 244,925 244,932 244,925 4,807 4,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,067) 0 0 0 -8,497 -10,013 -8,497 -10,013 -570 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.1 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 18 17 18 17
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 21,883 COMMITMENTS 686 608 124 19,987 20,575 20,797 21,307 1,086 576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,028) -3,507 -465 -368 -8,048 -11,222 -11,923 -12,055 -105 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.8 0.6 91.3 94.0 95.0 97.4 5.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 2 1 18 15 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 586,467 COMMITMENTS 14,109 15,537 1,251 559,780 564,388 575,140 581,176 11,327 5,291 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,053) -1,225 -2,672 -1,104 -35,347 -31,169 -37,676 -34,945 2,623 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.6 0.2 95.4 96.2 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 5 4 4 52 52 59 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 233,163 COMMITMENTS 39 19,502 1,205 224,495 208,038 225,739 228,745 7,424 4,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,916) 39 894 544 -10,307 -10,722 -9,724 -9,284 -192 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 0.5 96.3 89.2 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 1 5 3 31 29 34 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,027 COMMITMENTS 0 450 0 26,752 26,941 26,752 27,391 1,275 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,985) -38 272 -272 -7,935 -7,489 -8,245 -7,489 260 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 95.5 96.1 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 11 11 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,470 COMMITMENTS 1,298 0 571 63,512 64,057 65,381 64,628 5,089 5,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,124) 1,298 -491 300 -10,161 -8,813 -8,563 -9,004 -1,561 -1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.8 90.1 90.9 92.8 91.7 7.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 17 12 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 137,826 COMMITMENTS 620 465 0 132,272 134,667 132,892 135,132 4,934 2,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,043) -2,010 -5,729 0 -56,831 -51,636 -58,841 -57,365 798 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.0 96.0 97.7 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 0 18 19 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 151,129 COMMITMENTS 3,298 4,980 511 143,676 144,644 147,485 150,135 3,644 994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -61,754) -11,966 -11,455 -728 -49,260 -49,463 -61,954 -61,646 200 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 0.3 95.1 95.7 97.6 99.3 2.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 7 8 2 31 31 39 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 178,824 COMMITMENTS 0 972 0 176,711 176,212 176,711 177,184 2,113 1,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,353) -2,135 713 -341 -23,316 -25,101 -25,792 -24,729 439 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 98.8 98.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 2 0 20 20 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 292,355 COMMITMENTS 279 1,752 1,094 286,651 272,927 288,024 275,773 4,331 16,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,155) 0 -33 213 -9,756 -13,944 -9,543 -13,764 -1,612 2,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 0.4 98.0 93.4 98.5 94.3 1.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 2 2 34 31 37 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AT NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 89,266 COMMITMENTS 0 0 0 88,906 88,752 88,906 88,752 360 514 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,254) 0 0 0 -6,820 -7,161 -6,820 -7,161 -434 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 11 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,930 COMMITMENTS 0 124 934 99,794 102,496 100,728 103,554 15,202 12,376 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,460) 0 -6 0 -7,405 -3,400 -7,405 -3,406 3,945 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.8 86.1 88.4 86.9 89.3 13.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 17 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 197,633 COMMITMENTS 0 0 0 193,517 191,292 193,517 191,292 4,116 6,341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,613) 0 -961 0 -16,960 -14,645 -16,960 -15,606 347 -1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 96.8 97.9 96.8 2.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 24 28 24 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 193,095 COMMITMENTS 0 189 90 178,698 187,438 178,788 187,717 14,307 5,378 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,306) 0 -480 90 17,336 20,022 17,426 19,632 1,880 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.5 97.1 92.6 97.2 7.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 1 26 19 27 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 93,663 COMMITMENTS 0 0 0 85,132 84,155 85,132 84,155 8,531 9,508 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,338) 0 0 0 -7,713 -11,552 -7,713 -11,552 -625 3,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 89.8 90.9 89.8 9.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 19 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,532 COMMITMENTS 0 1,148 0 31,258 30,690 31,258 31,838 1,274 694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,261) 0 0 0 -10,088 -9,920 -10,088 -9,920 -173 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 96.1 94.3 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 8 15 8 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 189,075 COMMITMENTS 5,180 337 1,470 176,325 180,733 182,975 182,540 6,100 6,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,295) -299 -5 1,049 -10,424 -9,885 -9,674 -8,841 379 -454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.2 0.8 93.3 95.6 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 3 19 17 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 172,333 COMMITMENTS 634 2,298 1,201 162,157 162,008 163,992 165,507 8,341 6,826 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,162) -45 -898 524 -4,737 -4,117 -4,258 -4,491 96 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.3 0.7 94.1 94.0 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 2 3 2 34 31 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 227,712 COMMITMENTS 774 952 1,224 219,877 222,641 221,875 224,817 5,837 2,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,634) 322 412 295 -14,285 -13,365 -13,668 -12,658 1,034 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.5 96.6 97.8 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 1 3 3 35 32 38 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 163,507 COMMITMENTS 0 3,640 0 160,476 158,405 160,476 162,045 3,031 1,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,613) 0 2,547 -293 -4,877 -6,852 -5,170 -4,598 557 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 98.1 96.9 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 1 0 30 30 30 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 135,812 COMMITMENTS 0 0 0 132,347 132,781 132,347 132,781 3,465 3,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,518) 0 -360 0 -9,214 -9,318 -9,214 -9,678 -304 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 97.8 97.4 97.8 2.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 26 22 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 61,455 COMMITMENTS 2,017 0 0 50,044 59,288 52,061 59,288 9,394 2,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,726) -510 0 0 -2,712 -2,489 -3,222 -2,489 496 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 81.4 96.5 84.7 96.5 15.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 15 14 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 51,067 COMMITMENTS 210 510 0 48,028 50,285 48,238 50,795 2,829 272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,005) -403 217 -217 -9,978 -10,695 -10,598 -10,695 -407 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.0 0.0 94.0 98.5 94.5 99.5 5.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 1 0 12 20 13 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 163,470 COMMITMENTS 3,876 248 91 142,694 161,092 146,661 161,431 16,809 2,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,131) -178 248 0 -5,942 -4,689 -6,120 -4,441 989 -690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.2 0.1 87.3 98.5 89.7 98.8 10.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 1 1 25 18 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 101,605 COMMITMENTS 9,718 8,346 604 87,770 89,371 98,092 98,321 3,513 3,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,547) 183 0 0 -7,587 -7,187 -7,404 -7,187 -143 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 8.2 0.6 86.4 88.0 96.5 96.8 3.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 18 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 157,760 COMMITMENTS 0 210 0 156,104 155,804 156,104 156,014 1,656 1,746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,368) 0 60 -60 -9,808 -9,411 -9,868 -9,411 -500 -957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 99.0 98.8 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 18 18 18 19
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,649,432 COMMITMENTS 303,040 374,922 641,224 640,866 593,759 1585,130 1609,905 64,302 39,527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,911) 17,849 22,052 -27,819 -7,360 -14,588 -17,330 -20,355 -582 2,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 22.7 38.9 38.9 36.0 96.1 97.6 3.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 342) 135 94 168 83 69 312 263
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 387,329 COMMITMENTS 30,611 34,088 133,719 215,716 216,300 380,045 384,107 7,284 3,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,905) 928 -740 5,199 5,634 7,389 11,761 11,848 144 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 8.8 34.5 55.7 55.8 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 40 32 55 54 55 120 116
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 464,667 COMMITMENTS 236,046 178,224 48,432 161,078 224,942 445,556 451,598 19,112 13,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,917) -6,652 2,613 -197 14,013 4,878 7,164 7,294 -246 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 38.4 10.4 34.7 48.4 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 18 14 24 36 34 66 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 78,416 COMMITMENTS 18,907 12,022 14,338 37,169 45,165 70,414 71,525 8,002 6,891 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,157) 1,207 1,579 595 348 611 2,150 2,785 7 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 15.3 18.3 47.4 57.6 89.8 91.2 10.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 13 9 18 24 23 43 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 24,991 COMMITMENTS 12,867 11,659 9,604 2,452 3,595 24,923 24,858 68 133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,955) 3,222 3,141 152 550 622 3,923 3,915 31 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 46.7 38.4 9.8 14.4 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 9 10 3 10 15 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 233,470 COMMITMENTS 6,673 11,022 80,915 145,650 141,303 233,238 233,239 231 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,996) -898 64 3,796 7,205 6,260 10,103 10,120 -107 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.7 34.7 62.4 60.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 13 7 19 13 13 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,305 COMMITMENTS 2,769 9,829 11,473 56,771 48,379 71,013 69,681 292 1,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,020) 570 390 636 1,706 1,940 2,912 2,966 108 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 13.8 16.1 79.6 67.8 99.6 97.7 0.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 11 11 10 11 22 23
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,618 COMMITMENTS 12,930 10,855 4,111 16,780 18,663 33,821 33,629 797 989 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,262) -38 329 -823 -1,314 -1,775 -2,175 -2,269 -87 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 31.4 11.9 48.5 53.9 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 10 9 11 19 17 36 30
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,023 COMMITMENTS 688 1,023 141 912 333 1,741 1,497 282 526 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27) 73 -21 -23 -27 -105 23 -149 4 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 50.6 7.0 45.1 16.5 86.1 74.0 13.9 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 6 2 8 5 15 13
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,004 COMMITMENTS 160 1,205 234 3,490 2,486 3,884 3,925 120 79 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 116) 0 -80 40 86 166 126 126 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 30.1 5.8 87.2 62.1 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 6 5 15 15 20 22
CFTC#025651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 51,646 COMMITMENTS 10,321 4,633 3,311 37,614 43,555 51,245 51,499 401 147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,836) 169 -366 -233 1,942 2,466 1,877 1,866 -41 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 9.0 6.4 72.8 84.3 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 14 13 14 53 51 77 71
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 583,032 COMMITMENTS 111,122 50,611 151,079 264,504 337,807 526,705 539,497 56,326 43,534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,434) 3,643 -6,551 362 2,041 12,796 6,046 6,606 388 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 8.7 25.9 45.4 57.9 90.3 92.5 9.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 104 54 115 123 110 286 245
CFTC#03265A EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,090 COMMITMENTS 181 197 352 2,184 1,869 2,717 2,418 373 672 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -506) 16 -134 -21 -419 -244 -424 -399 -82 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 6.4 11.4 70.7 60.5 87.9 78.3 12.1 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 6 17 17 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,143 COMMITMENTS 648 110 419 2,820 3,393 3,887 3,922 256 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 305) 153 0 -56 218 330 315 274 -10 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 2.7 10.1 68.1 81.9 93.8 94.7 6.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 3 7 15 18 23 27
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 347,843 COMMITMENTS 93,715 11,052 82,472 156,003 243,120 332,190 336,644 15,653 11,199 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,831) -22 7 4,729 2,744 2,507 7,450 7,243 -620 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 3.2 23.7 44.8 69.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304) 150 51 105 76 83 265 208
CFTC#03565B HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,143,567 COMMITMENTS 584,794 56,743 27,177 505,146 1044,074 1117,117 1127,994 26,450 15,573 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,138) 33,167 28,266 -1,473 1,052 6,865 32,746 33,658 392 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 5.0 2.4 44.2 91.3 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 16 6 14 39 39 61 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,022 COMMITMENTS 22,153 16,455 16,552 122,613 125,943 161,318 158,950 3,704 6,072 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 911) 944 -338 11 -44 1,188 911 861 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 10.0 10.0 74.3 76.3 97.8 96.3 2.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 9 10 15 27 26 43 44
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,882 COMMITMENTS 320 3,736 484 19,078 15,662 19,882 19,882 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 760) 240 240 240 280 280 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 18.8 2.4 96.0 78.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 9 2 8 8 11 18
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,123 COMMITMENTS 1,002 2,647 443 5,212 3,719 6,657 6,808 1,466 1,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 462) -80 201 175 319 37 414 413 48 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 32.6 5.4 64.2 45.8 81.9 83.8 18.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 11 8 18 16 33 31
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,591 COMMITMENTS 2,251 1,554 2,665 8,971 10,347 13,887 14,567 1,705 1,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -129) -159 93 105 -38 -30 -93 168 -36 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 10.0 17.1 57.5 66.4 89.1 93.4 10.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 23 13 19 24 14 56 38
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,112,618 COMMITMENTS 409,543 622,719 132,908 1444,523 1191,572 1986,974 1947,199 125,644 165,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,295) -51,522 3,654 2,261 8,324 -34,981 -40,937 -29,066 -7,358 -19,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 29.5 6.3 68.4 56.4 94.1 92.2 5.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 349) 56 79 44 151 150 231 249
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,439,952 COMMITMENTS 409,269 1079,677 536,844 3054,874 2324,955 4000,987 3941,475 438,965 498,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -49,136) -10,855 3,417 69,606 -94,886 -110,518 -36,135 -37,495 -13,001 -11,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 24.3 12.1 68.8 52.4 90.1 88.8 9.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 469) 77 115 115 229 223 374 385
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 575,530 COMMITMENTS 77,284 76,919 9,056 392,233 321,285 478,573 407,260 96,957 168,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,256) 8,691 -3,868 -10,879 7,388 1,324 5,200 -13,423 -9,456 9,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 13.4 1.6 68.2 55.8 83.2 70.8 16.8 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 13 14 11 55 57 76 74
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,596,688 COMMITMENTS 519,704 1368,287 416,154 3331,845 2386,003 4267,703 4170,444 328,985 426,244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 121,965) 37,818 21,885 31,716 47,883 46,931 117,417 100,531 4,548 21,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 29.8 9.1 72.5 51.9 92.8 90.7 7.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 354) 58 75 71 160 174 255 283
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,808,177 COMMITMENTS 135,566 196,746 531,578 1108,200 1033,750 1775,344 1762,074 32,833 46,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,630) -5,905 22,459 -15,860 3,175 549 -18,590 7,148 960 -24,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 10.9 29.4 61.3 57.2 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 35 37 48 66 68 127 131
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,608 COMMITMENTS 1,114 675 1,877 6,928 7,178 9,919 9,730 689 878 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,142) 37 119 336 697 513 1,071 968 72 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 6.4 17.7 65.3 67.7 93.5 91.7 6.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 11 12 27 20 39 36
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,571 COMMITMENTS 14,581 4,432 11,321 13,466 16,027 39,369 31,780 4,203 11,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,163) 684 -733 889 1,068 1,322 2,641 1,478 -478 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 10.2 26.0 30.9 36.8 90.4 72.9 9.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 27 14 31 38 37 76 71
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,205 COMMITMENTS 1,421 434 1,877 5,982 7,165 9,279 9,476 926 729 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 636) 409 25 50 183 457 642 532 -6 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 4.3 18.4 58.6 70.2 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 6 9 12 23 20 36 34
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,100 COMMITMENTS 80 3,018 492 3,427 1,187 3,999 4,697 1,102 403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 363) 28 153 158 147 58 333 368 31 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 59.2 9.6 67.2 23.3 78.4 92.1 21.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 7 6 16 6 23 14
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,567 COMMITMENTS 76,469 56,668 110,928 87,742 93,072 275,138 260,667 24,429 38,900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,649) -3,262 -5,185 -955 -9,263 -5,793 -13,481 -11,933 1,831 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 18.9 37.0 29.3 31.1 91.8 87.0 8.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 122 84 137 79 85 265 257
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,926 COMMITMENTS 108,290 34,533 76,973 126,477 184,580 311,741 296,087 32,185 47,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,649) -3,330 1,932 1,439 -3,553 -8,889 -5,445 -5,518 1,796 1,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 10.0 22.4 36.8 53.7 90.6 86.1 9.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 400) 132 87 143 129 147 330 319
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,323 COMMITMENTS 1,160 1,252 456 1,614 1,928 3,230 3,636 1,093 687 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -192) -113 0 103 -213 -204 -224 -101 31 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 29.0 10.5 37.3 44.6 74.7 84.1 25.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 13 9 10 14 15 34 31
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,865 COMMITMENTS 15,891 13,567 15,416 18,262 13,283 49,568 42,266 8,297 15,600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,168) 1,047 -22 1,385 -781 -439 1,651 923 518 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 23.4 26.6 31.6 23.0 85.7 73.0 14.3 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 189) 62 55 62 49 45 146 135
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,907 COMMITMENTS 2,786 12,420 3,928 21,585 10,413 28,299 26,761 607 2,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,798) 326 1,357 279 1,300 275 1,905 1,910 -107 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 43.0 13.6 74.7 36.0 97.9 92.6 2.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 10 19 14 28 28 49 50
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 55,945 COMMITMENTS 8,544 1,995 6,317 39,932 47,286 54,793 55,598 1,153 347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,184) -481 -385 -135 -2,798 -2,603 -3,414 -3,123 229 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 3.6 11.3 71.4 84.5 97.9 99.4 2.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 13 4 14 30 31 46 46
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 41,499 COMMITMENTS 4,610 1,125 750 35,979 39,624 41,339 41,499 160 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,077) -242 0 525 794 552 1,077 1,077 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 2.7 1.8 86.7 95.5 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 2 3 25 20 32 25
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 21,867 COMMITMENTS 2,690 100 510 18,538 21,177 21,738 21,787 129 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 860) 600 -25 -200 460 1,085 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.5 2.3 84.8 96.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 18 13 22 16
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 154,179 COMMITMENTS 6,482 10,818 3,773 143,710 139,410 153,965 154,001 214 178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,956) -1,223 -2,854 -510 -4,208 -2,584 -5,941 -5,948 -15 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 7.0 2.4 93.2 90.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 7 6 6 35 38 45 47
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 42,565 COMMITMENTS 1,100 7,531 1,199 40,132 33,817 42,431 42,547 134 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,019) 350 69 -147 -2,150 -1,909 -1,947 -1,987 -72 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 17.7 2.8 94.3 79.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 6 7 15 23 26 31
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 30,430 COMMITMENTS 175 175 0 30,255 30,255 30,430 30,430 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,585) -25 50 -50 -1,510 -1,585 -1,585 -1,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 0.0 99.4 99.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 0 10 18 12 20
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 44,122 COMMITMENTS 3,010 800 490 40,429 42,702 43,929 43,992 193 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,600) -1,455 -150 0 -1,145 -2,430 -2,600 -2,580 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.8 1.1 91.6 96.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 1 26 28 29 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 69,758 COMMITMENTS 11,140 1,310 640 57,470 67,688 69,250 69,638 508 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,246) -3,635 -465 -640 -56 -3,249 -4,331 -4,354 85 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 1.9 0.9 82.4 97.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 7 2 4 30 29 38 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 74,239 COMMITMENTS 2,810 495 1,770 69,414 71,728 73,994 73,993 245 246 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,768) 20 105 -230 -3,583 -3,617 -3,793 -3,742 25 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.7 2.4 93.5 96.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 2 2 23 25 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 108,858 COMMITMENTS 4,890 140 1,280 102,318 107,365 108,488 108,785 370 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,119) -735 -10 -75 -4,374 -5,005 -5,184 -5,090 65 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.1 1.2 94.0 98.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 1 1 27 28 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,690 COMMITMENTS 715 215 0 31,855 32,295 32,570 32,510 120 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 575) -75 10 -10 660 580 575 580 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.0 97.4 98.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 0 21 20 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 26,735 COMMITMENTS 665 300 110 25,880 26,320 26,655 26,730 80 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265) 5 0 0 -250 -265 -245 -265 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.1 0.4 96.8 98.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 2 21 20 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 51,854 COMMITMENTS 10,467 1,024 3,181 37,912 47,258 51,561 51,463 293 391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,317) -1,159 -550 208 -2,373 -2,964 -3,324 -3,306 7 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.0 6.1 73.1 91.1 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 13 3 9 28 27 43 37
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,975 COMMITMENTS 250 800 1,050 8,395 7,690 9,695 9,540 280 435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,405) -150 40 -50 -1,191 -1,395 -1,391 -1,405 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 8.0 10.5 84.2 77.1 97.2 95.6 2.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 3 15 16 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,089 COMMITMENTS 565 25 0 43,484 43,774 44,049 43,799 40 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -672) -125 -250 0 -537 -417 -662 -667 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.1 0.0 98.6 99.3 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 0 23 20 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 44,894 COMMITMENTS 2,785 100 225 41,339 44,569 44,349 44,894 545 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,430) -390 -1,195 -20 -969 -215 -1,379 -1,430 -51 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.2 0.5 92.1 99.3 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 1 2 23 24 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 47,999 COMMITMENTS 3,371 300 425 43,475 46,756 47,271 47,481 728 518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,560) -662 0 -45 -2,908 -3,495 -3,615 -3,540 55 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.6 0.9 90.6 97.4 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 1 23 18 26 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 55,392 COMMITMENTS 3,074 2,250 425 51,075 52,274 54,574 54,949 818 443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,034) -1,099 -500 -25 -2,970 -3,469 -4,094 -3,994 60 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.1 0.8 92.2 94.4 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 1 23 16 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 78,345 COMMITMENTS 0 1,041 664 77,604 76,624 78,268 78,329 77 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,196) 0 -161 -157 -5,013 -4,878 -5,170 -5,196 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.8 99.1 97.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 1 28 29 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 108,311 COMMITMENTS 3,152 1,472 1,968 102,904 104,857 108,024 108,296 287 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,563) -2,302 -908 128 -6,367 -7,777 -8,541 -8,558 -22 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.4 1.8 95.0 96.8 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 5 5 26 31 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 48,900 COMMITMENTS 25 750 25 48,842 48,125 48,892 48,900 8 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,690) -50 300 -200 -3,438 -3,790 -3,688 -3,690 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.1 99.9 98.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 3 1 12 17 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 40,125 COMMITMENTS 800 1,580 885 37,235 37,550 38,920 40,015 1,205 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 928) -500 -195 160 1,258 968 918 933 10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.9 2.2 92.8 93.6 97.0 99.7 3.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 2 19 19 22 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 50,611 COMMITMENTS 14,110 285 575 35,148 49,751 49,833 50,611 778 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,545) -1,348 -1,615 -490 -1,726 -1,440 -3,564 -3,545 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 0.6 1.1 69.4 98.3 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 3 22 23 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 32,696 COMMITMENTS 20 100 460 32,203 32,027 32,683 32,587 13 109 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,750) 20 -721 -20 -3,746 -3,014 -3,746 -3,755 -4 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 1.4 98.5 98.0 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 1 18 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 28,063 COMMITMENTS 100 700 0 27,843 26,878 27,943 27,578 120 485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,619) 100 -145 0 -2,719 -2,442 -2,619 -2,587 0 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.5 0.0 99.2 95.8 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 16 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,437 COMMITMENTS 234 1,015 0 33,055 32,417 33,289 33,432 148 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -816) -139 -55 0 -645 -761 -784 -816 -32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.0 0.0 98.9 96.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 2 0 25 21 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 24,560 COMMITMENTS 305 40 235 23,635 23,919 24,175 24,194 385 366 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,190) -95 -60 75 -1,133 -1,205 -1,153 -1,190 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 1.0 96.2 97.4 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 2 20 20 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,264 COMMITMENTS 381 4,700 289 42,479 38,187 43,149 43,176 115 88 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,902) -185 -1,176 -25 -2,627 -1,701 -2,837 -2,902 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 10.9 0.7 98.2 88.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 6 3 27 25 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,241 COMMITMENTS 0 815 575 37,220 36,804 37,795 38,194 446 47 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,606) 0 -165 -50 -1,516 -1,365 -1,566 -1,580 -40 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 1.5 97.3 96.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 5 2 23 20 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,923 COMMITMENTS 2,675 0 3 18,005 20,908 20,683 20,911 240 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.0 86.1 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 1 15 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,155 COMMITMENTS 2,970 1,300 325 16,820 18,530 20,115 20,155 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) 1,165 -25 -125 -1,100 80 -60 -70 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.5 1.6 83.5 91.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 3 1 15 9 19 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,930 COMMITMENTS 2,755 2,000 375 17,675 18,555 20,805 20,930 125 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) 1,200 -1,100 -25 -1,995 285 -820 -840 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 9.6 1.8 84.4 88.7 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 3 1 15 10 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 283,085 COMMITMENTS 4,051 21,176 20,844 258,107 241,066 283,002 283,085 83 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,225) 177 468 17 3,054 2,740 3,248 3,225 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.5 7.4 91.2 85.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 3 4 17 16 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,390 COMMITMENTS 3,035 2,030 285 20,881 22,075 24,201 24,390 189 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,120) -300 85 65 -1,852 -2,270 -2,087 -2,120 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 8.3 1.2 85.6 90.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 2 1 13 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,330 COMMITMENTS 1,460 2,055 410 18,320 17,865 20,190 20,330 140 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -920) -250 85 65 -713 -1,070 -898 -920 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 10.1 2.0 90.1 87.9 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 1 13 8 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,160 COMMITMENTS 650 2,750 125 7,195 5,215 7,970 8,090 190 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,220) 0 -800 -25 -1,160 -390 -1,185 -1,215 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 33.7 1.5 88.2 63.9 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 3 2 12 9 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,756 COMMITMENTS 2,300 3,370 1,960 46,084 45,406 50,344 50,736 412 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,219) 1,300 -1,985 -760 -2,724 514 -2,184 -2,231 -35 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.6 3.9 90.8 89.5 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 3 3 18 13 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 50,040 COMMITMENTS 3,760 4,885 900 45,049 44,255 49,709 50,040 331 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,046) 1,125 -1,890 -535 -2,591 379 -2,001 -2,046 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.8 1.8 90.0 88.4 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 2 20 15 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 110,613 COMMITMENTS 9,963 6,577 4,042 96,371 99,884 110,376 110,503 237 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,523) -1,072 2,229 -1,942 -4,504 -7,795 -7,518 -7,508 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.9 3.7 87.1 90.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 9 4 8 34 30 45 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 128,008 COMMITMENTS 12,793 11,593 2,432 112,481 113,873 127,706 127,898 302 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,828) -2,397 992 -658 -7,763 -11,272 -10,818 -10,938 -10 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 9.1 1.9 87.9 89.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 7 7 6 35 32 43 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 278,741 COMMITMENTS 27,945 26,397 25,438 224,638 226,781 278,021 278,616 719 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,742) 504 -6,518 3,625 -19,149 -11,887 -15,019 -14,781 278 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 9.5 9.1 80.6 81.4 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 22 9 21 40 41 71 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,477 COMMITMENTS 4,118 235 375 26,817 30,867 31,310 31,477 167 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,610) 65 -190 -95 -1,608 -1,325 -1,638 -1,610 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.7 1.2 85.2 98.1 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 19 9 24 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 30,327 COMMITMENTS 3,193 1,320 680 26,275 28,327 30,148 30,327 179 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,357) 190 45 -225 -1,335 -1,177 -1,370 -1,357 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.4 2.2 86.6 93.4 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 2 3 19 8 25 11
CFTC#064BFI MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 15,337 COMMITMENTS 250 465 35 13,007 12,792 13,292 13,292 2,045 2,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -235) 0 -25 -25 -80 -55 -105 -105 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.0 0.2 84.8 83.4 86.7 86.7 13.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 1 14 13 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFJ MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 11,305 COMMITMENTS 1,310 0 100 8,965 10,280 10,375 10,380 930 925 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -455) -100 0 0 -230 -330 -330 -330 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 0.9 79.3 90.9 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 1 10 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 62,051 COMMITMENTS 13,255 7,700 1,750 39,985 45,566 54,990 55,016 7,061 7,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,263) -625 185 0 -330 -1,148 -955 -963 -308 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 12.4 2.8 64.4 73.4 88.6 88.7 11.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 15 20 18 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 60,221 COMMITMENTS 14,570 7,700 1,750 37,308 44,071 53,628 53,521 6,593 6,700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,151) -975 185 0 74 -1,086 -901 -901 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 12.8 2.9 62.0 73.2 89.1 88.9 10.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 14 21 17 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,030 COMMITMENTS 205 9,210 835 15,735 7,025 16,775 17,070 3,255 2,960 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -255 345 610 -185 -800 170 155 -140 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 46.0 4.2 78.6 35.1 83.7 85.2 16.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 2 14 10 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 105 9,355 835 15,775 6,815 16,715 17,005 3,305 3,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 330) -105 295 630 -90 -485 435 440 -105 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 46.7 4.2 78.8 34.0 83.5 84.9 16.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 4 2 15 9 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,400 COMMITMENTS 9,165 930 0 14,527 22,515 23,692 23,445 2,708 2,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,552) -1,360 -50 0 -1,042 -2,350 -2,402 -2,400 -150 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 3.5 0.0 55.0 85.3 89.7 88.8 10.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 10 13 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,420 COMMITMENTS 4,825 1,205 600 24,500 28,300 29,925 30,105 2,495 2,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,860) -380 -140 -10 -2,360 -2,420 -2,750 -2,570 -110 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 3.7 1.9 75.6 87.3 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 2 1 14 9 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,545 COMMITMENTS 4,365 1,205 610 22,375 25,715 27,350 27,530 2,195 2,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,345) -305 -140 -20 -1,965 -1,950 -2,290 -2,110 -55 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 4.1 2.1 75.7 87.0 92.6 93.2 7.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 2 2 14 9 19 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,610 COMMITMENTS 3,765 980 1,340 21,480 24,855 26,585 27,175 1,025 435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -960) 500 -175 95 -1,680 -1,025 -1,085 -1,105 125 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 3.5 4.9 77.8 90.0 96.3 98.4 3.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 2 14 16 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,115 COMMITMENTS 2,205 930 1,535 22,190 24,005 25,930 26,470 1,185 645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,320) -100 -100 200 -1,520 -1,520 -1,420 -1,420 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 3.4 5.7 81.8 88.5 95.6 97.6 4.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 3 3 13 15 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,475 COMMITMENTS 9,745 3,805 400 23,245 29,350 33,390 33,555 2,085 1,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,710) 40 0 -70 -1,635 -1,605 -1,665 -1,675 -45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 10.7 1.1 65.5 82.7 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 16 11 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,445 COMMITMENTS 9,670 3,500 400 20,430 26,640 30,500 30,540 1,945 1,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,805) -170 350 -300 -1,300 -1,830 -1,770 -1,780 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 10.8 1.2 63.0 82.1 94.0 94.1 6.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 16 11 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 94,225 COMMITMENTS 6,190 2,355 5,725 74,655 78,445 86,570 86,525 7,655 7,700 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,090) -1,005 325 -520 -3,140 -4,465 -4,665 -4,660 -425 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.5 6.1 79.2 83.3 91.9 91.8 8.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 2 4 19 24 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 86,625 COMMITMENTS 7,540 1,900 5,385 65,570 71,165 78,495 78,450 8,130 8,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,745) 105 -80 -390 -3,100 -2,910 -3,385 -3,380 -360 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.2 6.2 75.7 82.2 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 1 4 18 22 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,515 COMMITMENTS 6,300 2,750 50 22,835 26,455 29,185 29,255 1,330 1,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -555) 400 -225 -50 -750 -125 -400 -400 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 9.0 0.2 74.8 86.7 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 1 16 21 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,260 COMMITMENTS 3,160 1,300 30 18,495 20,425 21,685 21,755 575 505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) 360 -75 30 -390 145 0 100 195 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 5.8 0.1 83.1 91.8 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 1 13 19 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,620 COMMITMENTS 6,050 1,775 0 10,490 14,945 16,540 16,720 1,080 900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -390) -75 -150 0 -310 -115 -385 -265 -5 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 10.1 0.0 59.5 84.8 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 0 14 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,795 COMMITMENTS 50 3,860 890 42,745 38,995 43,685 43,745 11,110 11,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -470) -50 1,010 -25 40 -1,020 -35 -35 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.0 1.6 78.0 71.2 79.7 79.8 20.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 2 18 21 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,985 COMMITMENTS 1,040 2,075 200 28,285 27,770 29,525 30,045 12,460 11,940 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -530) -185 1,425 -25 80 -1,540 -130 -140 -400 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.9 0.5 67.4 66.1 70.3 71.6 29.7 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 18 22 20 24
CFTC#066413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,391 COMMITMENTS 101 150 2 2,563 2,439 2,666 2,591 725 800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -561) 14 56 -14 -279 -414 -279 -372 -282 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 4.4 0.1 75.6 71.9 78.6 76.4 21.4 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 1 19 19 22 21
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 37,074 COMMITMENTS 2,126 1,856 916 33,828 34,063 36,870 36,835 204 239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,173) -289 -121 -247 -2,286 -2,252 -2,822 -2,620 -351 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 5.0 2.5 91.2 91.9 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 4 6 28 29 37 36
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,764 COMMITMENTS 835 100 0 13,368 13,959 14,203 14,059 561 705 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -877) -700 -25 0 111 -668 -589 -693 -288 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.7 0.0 90.5 94.5 96.2 95.2 3.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 0 21 26 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,081 COMMITMENTS 0 527 354 10,360 9,860 10,714 10,741 367 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,115) 0 117 25 -693 -877 -668 -735 -447 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 3.2 93.5 89.0 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 0 5 5 31 32 36 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 19,753 COMMITMENTS 773 1,157 371 18,319 18,215 19,463 19,743 290 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,262) 3 294 112 -1,957 -1,011 -1,842 -605 -420 -1,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.9 1.9 92.7 92.2 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 6 5 21 32 28 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 71,363 COMMITMENTS 5,626 4,627 5,387 59,940 60,540 70,953 70,554 410 809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,035) 9 275 566 -2,313 -3,241 -1,738 -2,400 -2,297 -1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 6.5 7.5 84.0 84.8 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 16 17 24 58 58 86 88
CFTC#06665A ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,430 COMMITMENTS 742 154 185 1,169 1,932 2,096 2,271 334 159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 628) 281 105 123 266 462 670 690 -42 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 6.3 7.6 48.1 79.5 86.3 93.5 13.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 3 3 15 17 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,992 COMMITMENTS 283 262 136 3,511 4,101 3,930 4,499 1,062 493 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 83 7 13 189 231 285 251 15 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 5.2 2.7 70.3 82.2 78.7 90.1 21.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 4 5 20 23 27 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,684 COMMITMENTS 1,496 4,733 757 49,299 45,863 51,552 51,353 132 331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,131) 162 275 335 1,649 1,521 2,146 2,131 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 9.2 1.5 95.4 88.7 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 8 5 6 24 35 33 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 118,417 COMMITMENTS 7,221 6,450 6,579 103,957 105,028 117,757 118,057 660 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,812) -581 840 -733 -4,462 -5,775 -5,776 -5,668 -36 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 5.4 5.6 87.8 88.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 23 15 21 71 70 102 98 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,575 COMMITMENTS 6,059 2,552 296 36,113 39,255 42,468 42,103 107 472 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 324) -970 0 15 1,259 249 304 264 20 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 6.0 0.7 84.8 92.2 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 10 4 4 27 36 37 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,406 COMMITMENTS 3,398 4,205 1,053 44,094 43,685 48,545 48,943 861 463 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,559) 112 377 313 2,099 1,825 2,524 2,515 35 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 8.5 2.1 89.2 88.4 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 14 2 9 45 44 60 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,551 COMMITMENTS 2,412 468 0 14,802 16,336 17,214 16,804 337 747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,217) 114 24 0 1,040 1,120 1,154 1,144 63 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 2.7 0.0 84.3 93.1 98.1 95.7 1.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 2 0 20 25 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,010 COMMITMENTS 3,937 2,002 1,363 17,364 19,397 22,664 22,762 346 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 68) 476 -11 -37 -361 146 78 98 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 8.7 5.9 75.5 84.3 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 8 6 7 36 23 46 34
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 875,396 COMMITMENTS 95,742 39,864 270,329 492,799 552,282 858,870 862,475 16,526 12,921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 2,659 7,857 -7,413 5,698 714 945 1,158 -970 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 4.6 30.9 56.3 63.1 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 35 43 62 68 68 144 137
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 39,408 COMMITMENTS 1,895 60 0 37,513 39,348 39,408 39,408 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,238) -710 60 0 2,948 2,178 2,238 2,238 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.2 0.0 95.2 99.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 0 25 21 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 10,155 COMMITMENTS 1,070 0 770 8,270 9,370 10,110 10,140 45 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 175 0 -25 220 395 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 7.6 81.4 92.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 3 15 22 18 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 215,015 COMMITMENTS 0 1,260 0 206,714 199,540 206,714 200,800 8,301 14,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,146) 0 235 0 1,721 1,961 1,721 2,196 425 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.1 92.8 96.1 93.4 3.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 15 15 15 16
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,101,257 COMMITMENTS 650,428 66,083 1216,820 1121,167 1737,010 2988,414 3019,913 112,843 81,344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,500) -19,845 -3,918 5,885 -2,523 -20,199 -16,484 -18,232 -3,016 -1,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.1 39.2 36.2 56.0 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 431) 185 110 229 114 110 406 353
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,705 COMMITMENTS 65,630 8,520 25,981 16,031 72,707 107,642 107,208 63 497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,067) 4,263 963 2,877 939 4,165 8,079 8,006 -12 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 7.9 24.1 14.9 67.5 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 8 5 17 18 22 28
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,935 COMMITMENTS 58,436 19,464 1,362 89,753 108,047 149,551 128,873 16,384 37,062 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,553) 1,346 123 168 3,675 3,710 5,189 4,001 -636 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 11.7 0.8 54.1 65.1 90.1 77.7 9.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 3 3 20 22 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,504 COMMITMENTS 39,278 136 11,159 84,888 121,734 135,325 133,029 6,179 8,474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,902) 374 32 888 645 879 1,908 1,800 -5 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.1 7.9 60.0 86.0 95.6 94.0 4.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 9 2 11 27 26 38 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,675 COMMITMENTS 8,108 77,693 282 99,725 29,992 108,115 107,967 16,560 16,708 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 6.5 62.3 0.2 80.0 24.1 86.7 86.6 13.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 5 3 14 8 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 246,456 COMMITMENTS 64,361 72,446 73,349 96,785 91,834 234,495 237,629 11,961 8,828 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,222) 3,084 486 8,058 3,678 6,663 14,820 15,207 401 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 29.4 29.8 39.3 37.3 95.1 96.4 4.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 27 18 33 28 27 69 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,881 COMMITMENTS 3,487 23,406 24,585 40,510 20,032 68,582 68,023 299 858 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,645) 420 1,827 446 1,746 360 2,612 2,633 33 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 34.0 35.7 58.8 29.1 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 8 6 18 21 24 31
CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,539 COMMITMENTS 0 0 0 141,179 150,564 141,179 150,564 28,360 18,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 825) 0 0 0 -295 330 -295 330 1,120 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.3 88.8 83.3 88.8 16.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 15 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 14,026 COMMITMENTS 2,020 1,857 120 11,583 11,674 13,723 13,651 303 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 13.2 0.9 82.6 83.2 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 1 17 18 20 21
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 278,567 COMMITMENTS 67,046 60,483 56,582 144,468 152,984 268,096 270,049 10,470 8,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,874) 2,144 -2,008 -2,797 -3,197 258 -3,850 -4,548 -25 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 21.7 20.3 51.9 54.9 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 212) 89 50 70 59 46 180 141
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,052 COMMITMENTS 10,568 3,873 449 5,848 12,069 16,865 16,391 1,187 1,661 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -767) -579 -1,079 -55 -250 494 -885 -640 118 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.5 21.5 2.5 32.4 66.9 93.4 90.8 6.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141) 51 40 16 27 34 86 83
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 94,757 COMMITMENTS 41,261 48,422 10,688 32,463 31,799 84,412 90,910 10,345 3,847 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,754) 1,761 -2,617 2,501 -194 4,390 4,068 4,273 -314 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 51.1 11.3 34.3 33.6 89.1 95.9 10.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 132 77 26 43 41 189 132
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,070,771 COMMITMENTS 185,189 291,690 246,915 555,663 462,076 987,767 1000,681 83,004 70,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -99,183) -15,657 -40,784 -39,451 -42,935 -11,858 -98,043 -92,093 -1,140 -7,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 27.2 23.1 51.9 43.2 92.2 93.5 7.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 72 78 90 102 84 225 208
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 388,442 COMMITMENTS 51,202 150,495 117,379 197,672 109,645 366,253 377,519 22,190 10,923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,380) -496 -506 375 1,326 1,279 1,204 1,149 2,175 2,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 38.7 30.2 50.9 28.2 94.3 97.2 5.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 560) 205 174 176 155 112 448 387
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 246,406 COMMITMENTS 81,064 109,387 38,590 92,220 80,742 211,874 228,719 34,532 17,687 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,890) -1,919 -3,755 2,087 -2,597 -107 -2,428 -1,775 538 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 44.4 15.7 37.4 32.8 86.0 92.8 14.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 122 84 78 46 39 205 167
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 237,726 COMMITMENTS 72,239 81,203 51,316 97,614 89,078 221,168 221,597 16,558 16,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,109) -5,945 -2,859 4,321 -4,326 -8,331 -5,951 -6,869 -1,159 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 34.2 21.6 41.1 37.5 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 310) 123 112 99 55 51 231 219
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 713,486 COMMITMENTS 176,273 204,790 200,018 283,350 264,057 659,642 668,866 53,844 44,620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,727) -2,152 -7,892 -284 483 6,613 -1,953 -1,563 -1,774 -2,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 28.7 28.0 39.7 37.0 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 397) 192 131 150 61 58 316 278
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,287 COMMITMENTS 8,197 5,303 0 22,284 24,731 30,481 30,034 1,806 2,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,534) 370 2,203 -48 3,964 2,176 4,286 4,331 248 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 16.4 0.0 69.0 76.6 94.4 93.0 5.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 9 12 0 6 6 15 18
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,656 COMMITMENTS 28,071 55,525 14,110 103,116 68,557 145,296 138,191 30,360 37,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,477) -4,131 -4,219 -1,295 11,792 8,080 6,366 2,566 -1,889 1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 31.6 8.0 58.7 39.0 82.7 78.7 17.3 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 21 46 21 30 29 65 83
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,993 COMMITMENTS 7,724 42,687 4,597 58,713 13,201 71,034 60,485 9,959 20,508 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,124) -249 -5,217 3,472 -5,193 -773 -1,969 -2,518 845 1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 52.7 5.7 72.5 16.3 87.7 74.7 12.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 9 22 7 18 16 31 41
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 245,578 COMMITMENTS 101,282 86,689 8,852 128,334 146,518 238,468 242,060 7,110 3,518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,818) -2,574 -4,587 8,135 19,831 21,885 25,392 25,433 -574 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 35.3 3.6 52.3 59.7 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 68 34 14 13 22 89 65
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 327,778 COMMITMENTS 72,201 129,459 32,143 198,790 119,646 303,134 281,249 24,644 46,529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,360) 6,186 -2,668 -1,481 5,563 13,420 10,268 9,270 -909 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 39.5 9.8 60.6 36.5 92.5 85.8 7.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 132) 25 52 26 34 47 72 112
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,088 COMMITMENTS 45,413 102,334 19,273 126,196 48,997 190,882 170,604 26,206 46,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,788) 2,997 3,104 -6,079 2,658 5,217 -424 2,243 2,212 -454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 47.1 8.9 58.1 22.6 87.9 78.6 12.1 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 127) 25 45 29 43 36 82 96
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,020 COMMITMENTS 44,263 9,728 4,893 1,847 41,893 51,002 56,513 8,018 2,507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,022) 227 -746 1,795 659 919 2,682 1,968 341 1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 16.5 8.3 3.1 71.0 86.4 95.8 13.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 83 24 17 7 8 100 42
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 612,486 COMMITMENTS 168,611 154,515 49,900 299,798 335,005 518,309 539,421 94,177 73,066 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,862) -5,123 -8,798 -15,779 10,172 14,056 -10,731 -10,522 869 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 25.2 8.1 48.9 54.7 84.6 88.1 15.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 90 77 67 86 83 199 205
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,837 COMMITMENTS 9,273 35,833 111 30,428 3,143 39,812 39,087 2,025 2,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,347) -5,652 4,137 -812 -2,229 -11,073 -8,693 -7,748 346 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 85.6 0.3 72.7 7.5 95.2 93.4 4.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 13 20 1 5 8 19 28
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 442,523 COMMITMENTS 139,538 41,135 78,964 199,840 309,492 418,342 429,591 24,181 12,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,260) -8,589 -3,096 4,893 -4,093 -8,776 -7,788 -6,979 -471 -1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 9.3 17.8 45.2 69.9 94.5 97.1 5.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 105 42 95 85 97 234 204
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,392 COMMITMENTS 5,640 662 443 5,484 10,051 11,567 11,156 1,825 2,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 185) 0 0 0 470 105 470 105 -285 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 4.9 3.3 40.9 75.1 86.4 83.3 13.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 2 3 11 13 15 18
CFTC#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 10,225 COMMITMENTS 300 227 1,530 8,120 8,103 9,950 9,860 275 365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 420) -203 227 -227 725 370 295 370 125 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.2 15.0 79.4 79.2 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 2 16 17 19 19
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,669 COMMITMENTS 19,408 42,055 1,504 35,959 9,011 56,871 52,570 2,798 7,099 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,888) 3,117 870 653 -112 1,759 3,658 3,282 230 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 70.5 2.5 60.3 15.1 95.3 88.1 4.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102) 20 60 14 15 11 43 77
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 521,260 COMMITMENTS 114,961 235,393 141,274 238,666 112,369 494,901 489,036 26,359 32,224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,153) 6,048 -603 1,907 11,178 14,042 19,133 15,346 2,020 5,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 45.2 27.1 45.8 21.6 94.9 93.8 5.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 67 101 91 40 41 167 186
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,411 COMMITMENTS 7,274 6,070 1,836 3,604 3,153 12,714 11,059 697 2,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,822) 772 942 1,833 1,220 1,138 3,825 3,913 -3 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 45.3 13.7 26.9 23.5 94.8 82.5 5.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 14 6 6 4 17 22
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 55,979 COMMITMENTS 26,583 7,626 2,579 17,683 37,115 46,846 47,320 9,134 8,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,369) 881 -348 108 20 366 1,009 127 360 1,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 13.6 4.6 31.6 66.3 83.7 84.5 16.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 38 23 15 32 30 76 62
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 111,959 COMMITMENTS 53,167 15,251 5,159 35,365 74,230 93,691 94,640 18,267 17,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,738) 1,761 -696 217 40 733 2,018 253 720 2,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 13.6 4.6 31.6 66.3 83.7 84.5 16.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 38 23 15 32 30 76 62
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,651 COMMITMENTS 3,252 461 0 24,883 28,895 28,135 29,356 1,516 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 191 0 0 326 483 517 483 -257 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 1.6 0.0 83.9 97.5 94.9 99.0 5.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 1 0 11 12 15 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 953,805 3625,245 ******** ******** ******** ******** ******** 637,1761300,889 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1252,814) ******* 346,383 682,408 431,367 216,010 ******** ******** 32,512 8,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 13.0 45.4 48.9 37.0 97.7 95.3 2.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 334) 74 113 149 119 133 279 320
CFTC#1330E1 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 4,278 COMMITMENTS 1,927 3,166 426 0 0 2,353 3,592 1,925 686 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 338) 45 -84 342 0 0 387 258 -49 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 74.0 10.0 0.0 0.0 55.0 84.0 45.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 25 17 6 0 0 28 20
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 2,711 COMMITMENTS 1,746 2,105 222 0 143 1,968 2,470 743 241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4) -116 -79 197 0 -2 81 116 -77 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 77.6 8.2 0.0 5.3 72.6 91.1 27.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 21 5 0 1 17 23
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 11,749 COMMITMENTS 2,005 1,098 3,934 5,774 6,473 11,713 11,505 36 244 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 557) 228 -87 620 -284 14 564 547 -7 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 9.3 33.5 49.1 55.1 99.7 97.9 0.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 4 10 6 7 19 19
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 15,448 COMMITMENTS 486 1,945 5,176 9,745 8,244 15,407 15,365 41 83 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,663) -81 310 1,402 2,353 1,926 3,674 3,638 -11 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 12.6 33.5 63.1 53.4 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 5 10 6 9 16 20
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 189,032 COMMITMENTS 39,380 63,601 15,450 133,459 107,876 188,289 186,927 743 2,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,817) -141 -2,812 1,149 5,998 8,563 7,007 6,900 -189 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 33.6 8.2 70.6 57.1 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 61 137 46 34 40 126 196
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 899,743 COMMITMENTS 106,540 82,216 186,159 498,465 532,691 791,164 801,066 108,580 98,678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,058) -2,542 4,394 3,059 3,783 -2,897 4,300 4,555 -1,242 -1,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 9.1 20.7 55.4 59.2 87.9 89.0 12.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 664) 162 146 183 264 277 517 516
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 108,124 COMMITMENTS 6,818 5,532 18,207 58,599 44,802 83,623 68,541 24,502 39,583 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,340) 212 852 -1,268 -1,670 -3,307 -2,726 -3,723 -614 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 5.1 16.8 54.2 41.4 77.3 63.4 22.7 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 13 12 21 24 26 49 47
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 19,100 COMMITMENTS 5,860 0 0 11,153 18,196 17,013 18,196 2,087 904 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,121) -10 0 0 1,352 -1,315 1,342 -1,315 -2,463 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 0.0 0.0 58.4 95.3 89.1 95.3 10.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 0 7 11 10 11
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 20,896 COMMITMENTS 662 0 0 17,940 20,219 18,602 20,219 2,294 677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) -32 0 0 -235 -56 -267 -56 157 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 85.9 96.8 89.0 96.8 11.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 8 14 8
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,958,095 COMMITMENTS 519,027 403,830 819,349 2199,330 2439,445 3537,706 3662,624 420,389 295,471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,988) -13,501 17,981 21,363 27,266 2,045 35,128 41,390 -3,139 -9,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 10.2 20.7 55.6 61.6 89.4 92.5 10.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 651) 158 141 175 260 271 504 502 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 29,737 COMMITMENTS 1,693 0 0 24,952 29,256 26,645 29,256 3,092 481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -862) 2 0 0 -634 -402 -632 -402 -230 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 83.9 98.4 89.6 98.4 10.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 0 0 9 13 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874E E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 12,417 COMMITMENTS 2,749 370 0 7,334 11,344 10,083 11,714 2,334 703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 358) 529 0 0 -45 500 484 500 -126 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 3.0 0.0 59.1 91.4 81.2 94.3 18.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 1 0 8 12 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874I E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 15,799 COMMITMENTS 2,664 1,226 0 11,059 14,117 13,723 15,343 2,076 456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,081) -16 0 0 -1,137 -1,101 -1,153 -1,101 72 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 7.8 0.0 70.0 89.4 86.9 97.1 13.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 1 0 8 11 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 31,205 COMMITMENTS 574 1,498 0 28,449 28,462 29,023 29,960 2,182 1,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,112) 68 27 -23 -94 104 -49 108 -2,063 -2,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.8 0.0 91.2 91.2 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 3 0 14 12 15 15
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 26,994 COMMITMENTS 10,672 1,113 505 15,454 25,200 26,631 26,818 363 176 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,568) -980 -429 -134 -1,509 -1,942 -2,623 -2,505 55 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 4.1 1.9 57.2 93.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 5 3 17 17 25 24
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,882 COMMITMENTS 4,315 3,405 2,405 8,699 9,977 15,419 15,787 463 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 474) -57 23 268 157 132 368 423 106 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 21.4 15.1 54.8 62.8 97.1 99.4 2.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 7 4 3 16 7 25 13
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,163 COMMITMENTS 17,308 10,412 3,491 28,625 35,187 49,425 49,090 7,738 8,074 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430) -2,122 -205 316 1,318 510 -489 621 59 -1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 18.2 6.1 50.1 61.6 86.5 85.9 13.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 74 73 51 82 100 184 196
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,816 COMMITMENTS 86,541 52,058 17,457 143,127 175,933 247,124 245,448 38,691 40,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,149) -10,612 -1,026 1,580 6,589 2,551 -2,443 3,105 294 -5,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 18.2 6.1 50.1 61.6 86.5 85.9 13.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 74 73 51 82 100 184 196
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 36,990 COMMITMENTS 29,252 19,334 2,017 5,534 15,541 36,803 36,892 187 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,032) 3,547 -2,918 192 0 5,778 3,739 3,052 -707 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 52.3 5.5 15.0 42.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 30 13 4 3 2 34 18
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 199,574 COMMITMENTS 45,101 92,699 18,430 109,424 40,517 172,955 151,646 26,620 47,928 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,524) 17,413 15,798 2,097 -3,481 -713 16,029 17,182 3,495 2,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 46.4 9.2 54.8 20.3 86.7 76.0 13.3 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 26 42 27 25 28 63 86
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,630 COMMITMENTS 150,857 148,950 15,451 358,130 368,227 524,438 532,627 29,192 21,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -113) -4,543 2,635 -83 2,001 -2,787 -2,625 -235 2,512 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 26.9 2.8 64.7 66.5 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 316) 71 56 36 128 112 215 188
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,575 COMMITMENTS 7,725 11,591 2,911 19,086 17,922 29,722 32,424 6,853 4,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,478) -1,102 -1,234 2,491 244 739 1,633 1,996 845 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 31.7 8.0 52.2 49.0 81.3 88.7 18.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 15 8 7 15 9 34 20
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,304 COMMITMENTS 19,096 11,417 6,477 24,789 27,177 50,362 45,071 12,942 18,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,415) 844 1,805 4,707 -2,116 901 3,435 7,413 4,980 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 18.0 10.2 39.2 42.9 79.6 71.2 20.4 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 16 21 14 27 26 52 52
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 300,783 COMMITMENTS 49,511 20,768 1,578 239,144 270,868 290,233 293,214 10,550 7,569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,730) -1,815 2,190 668 5,660 1,194 4,513 4,052 1,217 1,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 6.9 0.5 79.5 90.1 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 29 20 7 73 60 105 84
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,093,581 COMMITMENTS 335,908 160,418 20,155 709,493 898,510 1065,556 1079,083 28,025 14,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45,798) 26,773 14,466 1,546 21,161 33,328 49,480 49,340 -3,682 -3,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 14.7 1.8 64.9 82.2 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 428) 116 82 37 177 129 308 233
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,421 COMMITMENTS 16,908 10,997 705 13,750 17,217 31,363 28,919 58 2,502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,189) -467 -123 493 1,163 929 1,189 1,299 0 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 35.0 2.2 43.8 54.8 99.8 92.0 0.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 10 3 6 18 11 30
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,164 COMMITMENTS 16,397 7,120 49 3,700 11,010 20,146 18,179 18 1,985 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) 280 47 40 -68 -65 252 22 -35 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.3 35.3 0.2 18.3 54.6 99.9 90.2 0.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 8 2 3 12 9 21
CFTC#261P05 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 40,121 COMMITMENTS 13,024 15,039 17,609 8,790 6,957 39,424 39,605 697 516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -324) 769 -3 -899 35 936 -94 35 -230 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 37.5 43.9 21.9 17.3 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 15 20 26 10 8 41 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P07 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 50,299 COMMITMENTS 21,321 21,386 15,268 11,583 12,939 48,172 49,593 2,127 706 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,338) 66 1,169 -488 1,098 860 675 1,541 663 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 42.5 30.4 23.0 25.7 95.8 98.6 4.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 28 17 32 11 7 51 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#261P09 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 19,622 COMMITMENTS 11,208 6,796 4,624 2,267 7,753 18,099 19,174 1,523 448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34) 165 -1,019 -1,136 974 2,169 2 14 31 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 34.6 23.6 11.6 39.5 92.2 97.7 7.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 16 10 12 4 7 26 23
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,190 COMMITMENTS 9,391 6,331 1,529 8,153 23,425 19,073 31,285 17,117 4,905 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) -1,025 -1,148 972 -507 -209 -560 -385 1,160 985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 17.5 4.2 22.5 64.7 52.7 86.4 47.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 6 4 8 8 18 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 85,622 COMMITMENTS 23,120 3,078 494 49,262 77,860 72,876 81,432 12,746 4,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) 180 -512 -173 1,257 243 1,264 -442 -544 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 3.6 0.6 57.5 90.9 85.1 95.1 14.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 19 5 4 45 36 65 44
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,948 COMMITMENTS 10,190 2,843 1,040 17,447 26,457 28,677 30,340 6,271 4,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,048) -524 23 354 7,513 7,043 7,343 7,420 -295 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 8.1 3.0 49.9 75.7 82.1 86.8 17.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 3 6 11 9 19 16
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: 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: 113,465 COMMITMENTS 4,919 2,940 250 108,264 110,182 113,433 113,372 32 93 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -230) -196 0 0 -34 -230 -230 -230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.6 0.2 95.4 97.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 1 1 17 19 24 21
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,514 COMMITMENTS 9,521 505 16 19,961 28,977 29,498 29,498 16 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,239) -1,700 355 -355 -2,180 -4,235 -4,235 -4,235 -4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 1.7 0.1 67.6 98.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 1 1 27 14 32 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,835 COMMITMENTS 775 738 1,580 7,480 7,517 9,835 9,835 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,475) -125 -343 -50 -1,300 -1,082 -1,475 -1,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 7.5 16.1 76.1 76.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 4 13 9 20 14
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,504 COMMITMENTS 727 1,509 1,817 8,284 7,255 10,828 10,581 676 923 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 163) -74 28 38 199 87 163 153 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 13.1 15.8 72.0 63.1 94.1 92.0 5.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 7 7 21 17 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565N GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,226 COMMITMENTS 1,640 124 130 1,368 2,912 3,138 3,166 88 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -536) 171 -78 -60 -555 -383 -444 -521 -92 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 3.8 4.0 42.4 90.3 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 1 3 12 12 17 16
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,908 COMMITMENTS 3,358 3,974 955 10,378 9,902 14,691 14,831 217 77 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 682) 87 125 0 853 567 940 692 -258 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 26.7 6.4 69.6 66.4 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 11 6 6 28 23 40 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,615 COMMITMENTS 130 494 249 821 612 1,200 1,355 415 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -530) -248 -64 -89 -183 -407 -520 -560 -10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 30.6 15.4 50.8 37.9 74.3 83.9 25.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 9 3 9 10 14 19
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 9/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,059 COMMITMENTS 7,942 373 2,209 14,391 22,342 24,542 24,924 4,517 4,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) -114 194 83 76 -432 45 -155 -261 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 1.3 7.6 49.5 76.9 84.5 85.8 15.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 2 4 16 17 23 21