CFTC Commitments of Traders

Futures+Options 11/18/17


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT TREASURY BONDS      

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

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

CBT CORN                  CBT OATS                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

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

CRB INDEX                 CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

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

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        

IMM POUND STERLING        IMM RUSSIAN RUBLE           

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

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

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

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp RBOB CALENDAR SWAP          

Russel 2000 Emini X $100  Russell 2000 Mini           

SING 180 380 Fuel Oil Swa UP DN GC ULSD VS HO SPR S   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 704,038 COMMITMENTS 147,808 229,014 245,151 262,200 180,597 655,159 654,762 48,879 49,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,464) 4,852 -9,994 5,647 -13,568 1,016 -3,069 -3,331 -1,395 -1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 32.5 34.8 37.2 25.7 93.1 93.0 6.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 461) 140 159 175 113 116 358 367
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,402 COMMITMENTS 100,616 99,932 61,846 143,696 144,725 306,158 306,503 25,244 24,899 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,314) 2,030 -8,785 -8,402 -3,673 7,961 -10,045 -9,226 -4,270 -5,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 30.2 18.7 43.4 43.7 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 83 71 86 102 87 227 212
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 85,689 COMMITMENTS 15,891 9,659 10,660 44,107 52,651 70,658 72,970 15,031 12,719 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,929) 2,013 310 -385 -2,870 -1,001 -1,241 -1,076 -688 -853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 11.3 12.4 51.5 61.4 82.5 85.2 17.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 37 15 27 60 54 107 88
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,127,835 COMMITMENTS 341,391 508,226 574,442 953,325 788,428 1869,158 1871,096 258,677 256,739 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 118,036) 7,138 41,311 24,851 79,262 32,836 111,251 98,998 6,785 19,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 23.9 27.0 44.8 37.1 87.8 87.9 12.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 847) 222 196 247 367 344 711 680
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,433 COMMITMENTS 3,298 153 1,595 2,181 6,534 7,074 8,282 2,359 1,152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) 255 0 -52 261 241 464 190 -48 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 1.6 16.9 23.1 69.3 75.0 87.8 25.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 19 5 9 10 14 34 23
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 824,750 COMMITMENTS 154,272 117,791 208,002 405,660 404,519 767,933 730,311 56,817 94,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,519) -2,101 19,155 9,765 19,890 -6,879 27,554 22,041 -4,035 1,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 14.3 25.2 49.2 49.0 93.1 88.5 6.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 626) 157 181 248 193 218 501 527
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,565 COMMITMENTS 390 125 0 6,170 6,436 6,560 6,561 5 4 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 2 0 2 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.9 0.0 94.0 98.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 0 6 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,884 COMMITMENTS 13,715 22,853 20 34,149 25,011 47,884 47,884 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 47.7 0.0 71.3 52.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 10 2 10 6 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 77,061 COMMITMENTS 5,439 5,988 8,973 62,617 62,100 77,030 77,061 31 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,135) 35 -136 2,705 390 567 3,130 3,135 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 7.8 11.6 81.3 80.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 10 9 15 15 30 27
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,249 COMMITMENTS 2,639 886 0 31,605 33,363 34,244 34,249 5 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -500 0 0 0 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.6 0.0 92.3 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 0 9 9 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 34,603 COMMITMENTS 2,182 250 1,333 31,088 33,020 34,603 34,603 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 856) -103 78 953 6 -175 856 856 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.7 3.9 89.8 95.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 2 3 9 9 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,542 COMMITMENTS 5,613 20,833 387 31,542 16,322 37,542 37,542 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 500 1,150 0 0 -650 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 55.5 1.0 84.0 43.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 2 9 6 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,907 COMMITMENTS 4,442 11,170 0 21,465 14,737 25,907 25,907 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 750 0 -50 -800 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 43.1 0.0 82.9 56.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 9 0 8 4 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,350 COMMITMENTS 13,304 11,150 200 14,846 17,000 28,350 28,350 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 101) -98 0 0 199 101 101 101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 39.3 0.7 52.4 60.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 1 11 6 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,438 COMMITMENTS 10,295 5,600 100 10,043 14,738 20,438 20,438 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 27.4 0.5 49.1 72.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 3 1 7 6 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 53,816 COMMITMENTS 5,009 3,542 266 48,541 50,008 53,816 53,816 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,515) 479 25 25 1,011 1,465 1,515 1,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 6.6 0.5 90.2 92.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 6 4 16 13 22 21
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,238 COMMITMENTS 124,019 53,753 135,758 212,705 291,887 472,481 481,398 35,757 26,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,834) 4,021 2,637 -7,407 9,108 12,082 5,722 7,311 112 -1,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 10.6 26.7 41.9 57.4 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 93 82 119 83 82 250 236
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,877 COMMITMENTS 164,586 119,416 88,210 492,323 521,245 745,119 728,871 164,758 181,006 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,386) -2,071 -10,386 2,718 28,537 34,114 29,185 26,446 201 2,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.1 9.7 54.1 57.3 81.9 80.1 18.1 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 45 33 52 81 82 147 146
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,077 COMMITMENTS 51,899 154,215 36,020 726,791 645,985 814,711 836,221 118,366 96,857 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,770) 2,487 -6,063 12,588 24,529 31,527 39,605 38,052 -3,834 -2,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 16.5 3.9 77.9 69.2 87.3 89.6 12.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 14 11 17 75 73 102 92
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,544 COMMITMENTS 6,291 927 2,130 30,070 35,422 38,491 38,479 53 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,639) 169 162 188 2,282 2,289 2,639 2,639 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 2.4 5.5 78.0 91.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 2 9 35 42 47 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,764 COMMITMENTS 641 245 651 7,775 8,379 9,067 9,275 697 489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 969) 59 0 7 835 922 901 929 68 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.5 6.7 79.6 85.8 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 8 3 9 31 29 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,434 COMMITMENTS 903 132 395 7,843 8,492 9,141 9,019 293 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) -17 12 19 153 149 155 180 -30 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 1.4 4.2 83.1 90.0 96.9 95.6 3.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 2 7 31 35 39 43
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,482 COMMITMENTS 110 1,678 117 3,716 2,100 3,943 3,895 539 587 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) -10 79 47 44 53 81 179 -18 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 37.4 2.6 82.9 46.9 88.0 86.9 12.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 6 4 19 15 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,671 COMMITMENTS 20 4,451 368 16,266 11,837 16,654 16,656 17 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 927) 0 595 -29 956 361 927 927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 26.7 2.2 97.6 71.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 5 5 19 23 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,156 COMMITMENTS 938 2,556 153 4,498 3,028 5,589 5,737 567 419 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 514) 24 83 76 372 381 472 540 42 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 41.5 2.5 73.1 49.2 90.8 93.2 9.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 6 4 22 19 32 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,086 COMMITMENTS 685 728 148 4,668 4,824 5,501 5,700 585 386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 167) 0 55 30 109 80 139 165 28 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 12.0 2.4 76.7 79.3 90.4 93.7 9.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 5 6 18 17 26 24
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 493,379 COMMITMENTS 126,838 66,418 115,494 193,371 278,971 435,704 460,883 57,675 32,496 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,369) 827 -1,609 11,648 7,172 6,275 19,647 16,314 -278 3,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 13.5 23.4 39.2 56.5 88.3 93.4 11.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223) 72 38 80 81 94 195 181
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,404 COMMITMENTS 208 0 987 39,806 40,730 41,001 41,717 7,403 6,687 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,180) -662 0 562 1,750 668 1,650 1,230 530 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 2.0 82.2 84.1 84.7 86.2 15.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 18 17 19 18
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,084,377 COMMITMENTS 947,123 37,263 679,765 3424,529 4352,592 5051,417 5069,620 32,960 14,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60,902) 75,392 -78 -13,178 -6,647 71,944 55,567 58,688 5,335 2,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.7 13.4 67.4 85.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 224) 62 20 60 127 110 202 177
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,437,646 COMMITMENTS 40,625 43,829 752,364 641,484 639,729 1434,473 1435,922 3,173 1,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88,451) -3,030 6,634 62,137 29,188 19,016 88,296 87,788 155 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.0 52.3 44.6 44.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 17 17 29 51 53 82 85
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,035 COMMITMENTS 8,329 6,546 6,207 192,052 199,327 206,588 212,080 11,447 5,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,250) -154 58 957 4,238 2,126 5,041 3,141 -791 1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.0 2.8 88.1 91.4 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 3 3 3 30 25 34 30
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,699 COMMITMENTS 352 2,946 3,218 105,361 104,982 108,931 111,146 5,768 3,553 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,586) 139 -645 2,053 4,831 6,972 7,023 8,380 -437 -1,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.6 2.8 91.9 91.5 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 2 3 27 26 31 29
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,364 COMMITMENTS 1,767 456 2,423 224,442 226,075 228,632 228,954 10,732 10,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,929) 191 81 -408 -3,742 -5,864 -3,959 -6,191 30 2,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 1.0 93.8 94.4 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 3 24 22 27 25
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 840,141 COMMITMENTS 0 17,479 3,084 827,511 817,172 830,595 837,735 9,546 2,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,550) 0 -150 -368 6,641 7,363 6,273 6,845 277 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.4 98.5 97.3 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 0 3 3 50 35 53 38
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,700 COMMITMENTS 4,368 646 1,591 365,099 390,125 371,058 392,362 24,642 3,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,367) 0 211 652 1,330 3,479 1,982 4,342 1,385 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.4 92.3 98.6 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 1 2 33 41 36 43
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,621 COMMITMENTS 127 189 1,442 354,017 356,473 355,586 358,104 8,035 5,517 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,718) 0 -489 154 3,710 2,990 3,864 2,655 -1,146 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.4 97.4 98.0 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 1 1 2 41 39 43 41
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,497 COMMITMENTS 2,923 413 1,042 209,649 216,652 213,614 218,107 12,883 8,390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,425) -453 0 -18 2,172 3,006 1,701 2,988 1,724 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.5 92.6 95.7 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 1 2 33 34 36 37
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 76,472 COMMITMENTS 0 1,106 292 71,492 70,389 71,784 71,787 4,688 4,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1) 0 -1,088 16 12 798 28 -274 -29 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.4 93.5 92.0 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 22 21 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,484 COMMITMENTS 0 0 0 27,262 28,640 27,262 28,640 2,222 844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,666) 0 0 0 2,604 2,666 2,604 2,666 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 97.1 92.5 97.1 7.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 122,124 COMMITMENTS 0 834 1,997 113,351 114,333 115,348 117,164 6,776 4,960 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,453) 0 180 -4 5,271 924 5,267 1,100 186 4,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 1.6 92.8 93.6 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 162,459 COMMITMENTS 0 0 0 152,086 158,230 152,086 158,230 10,373 4,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 379) 0 0 0 792 379 792 379 -413 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 97.4 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 21 25 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,556 COMMITMENTS 1,264 0 793 94,339 91,843 96,396 92,636 3,160 6,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,529) 726 0 0 2,803 2,915 3,529 2,915 0 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.8 94.8 92.3 96.8 93.0 3.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 15 17 16
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,340 COMMITMENTS 13,680 210 0 15,000 28,140 28,680 28,350 660 990 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,340) 2,480 0 0 1,860 4,340 4,340 4,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 0.7 0.0 51.1 95.9 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 1 0 10 19 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 518,584 COMMITMENTS 86,631 5,790 3,572 408,285 498,525 498,488 507,887 20,096 10,697 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 805) 6,406 2,604 1,093 -11,522 -4,576 -4,023 -879 4,828 1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 1.1 0.7 78.7 96.1 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 7 6 7 51 50 64 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 141,126 COMMITMENTS 3,927 3,939 417 131,314 127,921 135,658 132,277 5,468 8,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,142) 0 3,477 293 6,525 5,953 6,818 9,723 1,324 -1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.8 0.3 93.0 90.6 96.1 93.7 3.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 2 2 21 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 64,299 COMMITMENTS 0 242 62 58,729 60,385 58,791 60,689 5,508 3,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 543) 0 242 62 573 543 635 847 -92 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 91.3 93.9 91.4 94.4 8.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 14 19 15 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,793 COMMITMENTS 806 2,066 0 98,528 93,281 99,334 95,347 459 4,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,162) 806 0 0 4,480 5,038 5,286 5,038 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.1 0.0 98.7 93.5 99.5 95.5 0.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 0 15 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 119,930 COMMITMENTS 38,816 5,310 0 80,784 113,810 119,600 119,120 330 810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,007) 806 0 0 2,201 3,007 3,007 3,007 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 4.4 0.0 67.4 94.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 14 2 0 26 41 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,924 COMMITMENTS 0 0 0 118,382 116,169 118,382 116,169 542 2,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 620) 0 0 0 770 496 770 496 -150 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 97.7 99.5 97.7 0.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 15 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 280,548 COMMITMENTS 2,713 441 1,268 273,373 273,369 277,354 275,078 3,194 5,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,395) 0 229 -72 6,615 4,779 6,543 4,936 -2,148 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.5 97.4 97.4 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 2 1 1 34 34 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 69,603 COMMITMENTS 756 0 1,532 59,191 63,781 61,479 65,313 8,124 4,290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,946) -400 0 310 1,853 2,670 1,763 2,980 183 -1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.2 85.0 91.6 88.3 93.8 11.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 13 15 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 105,288 COMMITMENTS 1,332 434 1,058 98,635 102,102 101,025 103,594 4,263 1,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,191) 0 0 0 1,098 1,371 1,098 1,371 93 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 1.0 93.7 97.0 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 1 18 22 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BA NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 35,974 COMMITMENTS 781 0 460 32,441 34,747 33,682 35,207 2,292 767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,682) 363 0 -19 1,347 1,939 1,691 1,920 -9 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.3 90.2 96.6 93.6 97.9 6.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 18 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 135,723 COMMITMENTS 10,462 0 408 117,267 126,812 128,137 127,220 7,586 8,503 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,021) -333 0 180 5,268 5,664 5,115 5,844 906 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.3 86.4 93.4 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 20 17 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,730 COMMITMENTS 0 0 0 107,881 111,324 107,881 111,324 6,849 3,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,626) 0 0 0 4,372 3,730 4,372 3,730 -746 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 97.0 94.0 97.0 6.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 21 16 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 60,341 COMMITMENTS 0 510 0 60,341 59,557 60,341 60,067 0 274 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 837) 0 0 0 837 713 837 713 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 **** 98.7 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 11 11 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 158,892 COMMITMENTS 3,316 18 261 146,710 152,822 150,287 153,101 8,605 5,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,817) 620 18 261 2,916 2,500 3,797 2,779 -980 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.2 92.3 96.2 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 20 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,775 COMMITMENTS 0 4,653 7,594 140,421 139,837 148,015 152,084 9,760 5,691 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 527) 0 926 283 300 -841 583 368 -56 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 4.8 89.0 88.6 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 0 2 3 30 24 33 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 183,509 COMMITMENTS 6,121 4,046 376 168,956 175,446 175,453 179,868 8,056 3,641 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,882) 62 -974 310 5,023 6,390 5,395 5,726 -513 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.2 0.2 92.1 95.6 95.6 98.0 4.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 2 3 1 31 36 34 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,570 COMMITMENTS 1,718 0 0 99,157 96,995 100,875 96,995 3,695 7,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,136) -62 0 0 1,778 986 1,716 986 420 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 94.8 92.8 96.5 92.8 3.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 0 21 23 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 97,457 COMMITMENTS 0 0 0 92,183 92,863 92,183 92,863 5,274 4,594 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,617) 0 0 0 3,679 4,191 3,679 4,191 -62 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 95.3 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 63,678 COMMITMENTS 0 0 0 57,393 61,205 57,393 61,205 6,285 2,473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,282) 0 0 0 -2,392 -2,282 -2,392 -2,282 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 96.1 90.1 96.1 9.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 16 14 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 19,518 COMMITMENTS 0 810 0 18,978 16,868 18,978 17,678 540 1,840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 682) 0 0 0 1,588 744 1,588 744 -906 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 97.2 86.4 97.2 90.6 2.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 3 0 14 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 146,342 COMMITMENTS 1,346 0 651 134,289 141,947 136,286 142,598 10,056 3,744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,902) 763 0 0 5,264 5,781 6,027 5,781 -125 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.4 91.8 97.0 93.1 97.4 6.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 1 23 17 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 77,217 COMMITMENTS 0 0 0 63,936 74,155 63,936 74,155 13,281 3,062 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,066) 0 0 0 4,224 2,066 4,224 2,066 -2,158 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.8 96.0 82.8 96.0 17.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 16 14 16
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,366,142 COMMITMENTS 352,483 417,623 483,177 466,277 422,842 1301,937 1323,642 64,206 42,501 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 786) -8,229 -29,729 15,222 -7,758 18,290 -765 3,783 1,551 -2,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 30.6 35.4 34.1 31.0 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 340) 134 107 167 79 69 297 272
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 564,428 COMMITMENTS 88,329 46,425 191,358 277,849 322,528 557,536 560,312 6,892 4,116 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,705) 3,293 2,169 7,481 706 2,039 11,481 11,690 224 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 8.2 33.9 49.2 57.1 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 48 40 76 57 57 141 137
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 415,065 COMMITMENTS 231,602 180,607 40,908 127,367 177,942 399,877 399,457 15,188 15,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,573) 3,300 -178 1,009 8,697 11,001 13,007 11,833 -434 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 43.5 9.9 30.7 42.9 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 19 16 25 34 36 67 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,782 COMMITMENTS 27,590 36,146 20,879 67,674 61,826 116,143 118,851 7,639 4,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,805) 2,513 635 117 -1,297 1,122 1,333 1,874 472 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 29.2 16.9 54.7 49.9 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 15 17 22 24 25 50 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,184 COMMITMENTS 14,054 15,914 28,414 7,608 5,696 50,076 50,023 107 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,223) 1,419 1,314 -495 417 436 1,341 1,256 -117 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 31.7 56.6 15.2 11.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 10 12 16 8 8 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 226,347 COMMITMENTS 4,136 3,479 72,402 149,504 150,393 226,042 226,274 305 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,120) -1,436 -868 6,639 -125 -640 5,079 5,131 41 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.5 32.0 66.1 66.4 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 15 8 23 14 14 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,042 COMMITMENTS 4,985 13,240 7,432 45,804 37,716 58,221 58,388 2,821 2,654 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 21.7 12.2 75.0 61.8 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 6 9 8 10 18 19
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,458 COMMITMENTS 18,507 10,014 8,493 20,154 29,489 47,154 47,996 1,304 462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -911) 706 738 -1,237 -416 -337 -947 -836 36 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 20.7 17.5 41.6 60.9 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 14 15 15 18 18 41 39
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,846 COMMITMENTS 3,998 377 520 968 4,603 5,486 5,500 360 346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) 85 0 -25 40 135 100 110 25 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 6.4 8.9 16.6 78.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 1 7 6 9 20 16
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 1,877 COMMITMENTS 391 191 552 923 1,127 1,865 1,870 12 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -82) -11 -4 -27 -43 -51 -80 -82 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 10.2 29.4 49.1 60.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 6 9 9 12 19 22
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,164 COMMITMENTS 1,032 730 367 347 913 1,746 2,010 418 154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22) -193 -263 53 43 223 -97 13 75 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 33.7 17.0 16.0 42.2 80.7 92.9 19.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 8 8 8 25 19
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,850 COMMITMENTS 290 0 130 5,197 5,409 5,617 5,539 233 311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 304) -40 0 100 274 209 334 309 -30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 2.2 88.8 92.5 96.0 94.7 4.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 1 16 18 18 19
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 51,641 COMMITMENTS 8,153 2,144 6,223 36,860 42,918 51,237 51,285 404 355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,541) 730 -104 248 2,400 3,298 3,378 3,441 163 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 4.2 12.1 71.4 83.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 24 7 14 49 58 76 77
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 437,493 COMMITMENTS 84,515 50,665 84,042 223,212 265,638 391,769 400,345 45,724 37,147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,953) 4,664 3,156 -3,488 10,346 10,258 11,522 9,926 431 2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 11.6 19.2 51.0 60.7 89.5 91.5 10.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 69 76 94 105 94 231 218
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,319 COMMITMENTS 509 85 293 1,039 1,380 1,841 1,758 478 561 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79) 43 0 -1 51 53 93 52 -14 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.7 12.6 44.8 59.5 79.4 75.8 20.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 2 6 14 14 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,165 COMMITMENTS 619 874 188 2,149 1,701 2,956 2,763 209 402 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 281) 80 6 -15 199 182 264 173 17 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 27.6 5.9 67.9 53.7 93.4 87.3 6.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 4 3 19 17 27 22
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 263,598 COMMITMENTS 79,664 21,984 45,290 123,653 181,384 248,608 248,658 14,991 14,940 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37,722) -281 -359 -20,434 -17,447 -15,573 -38,162 -36,366 440 -1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 8.3 17.2 46.9 68.8 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 102 68 91 69 81 226 199
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,220,861 COMMITMENTS 610,579 11,352 67,842 517,012 1131,157 1195,433 1210,351 25,428 10,510 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,100) 4,502 823 522 6,599 10,243 11,623 11,588 -523 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 0.9 5.6 42.3 92.7 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 19 6 17 48 47 72 66 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,330 COMMITMENTS 16,747 50,631 26,773 167,603 130,009 211,123 207,413 4,207 7,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,368) -380 88 4,821 6,860 6,485 11,301 11,394 67 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 23.5 12.4 77.8 60.4 98.0 96.3 2.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 8 16 21 29 29 51 52
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,520 COMMITMENTS 3,040 4,312 880 18,360 17,088 22,280 22,280 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 352) 40 92 -80 392 340 352 352 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.1 3.9 81.5 75.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 9 4 7 6 14 17
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,934 COMMITMENTS 1,056 3,272 1,226 7,910 6,025 10,191 10,523 1,743 1,411 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 758) -99 410 254 674 30 829 694 -71 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 27.4 10.3 66.3 50.5 85.4 88.2 14.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 12 24 14 21 15 42 45
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,887 COMMITMENTS 3,240 1,016 2,680 4,267 8,112 10,187 11,808 2,700 1,079 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,187) 593 -110 197 347 1,030 1,137 1,118 51 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 7.9 20.8 33.1 62.9 79.0 91.6 21.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 29 14 17 24 19 59 44
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,044,840 COMMITMENTS 319,252 528,060 167,162 1435,847 1171,145 1922,261 1866,367 122,579 178,473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 53,335) -12,625 12,515 -12,197 77,286 49,405 52,464 49,722 871 3,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 25.8 8.2 70.2 57.3 94.0 91.3 6.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 302) 57 66 49 136 124 219 213
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,066,005 COMMITMENTS 776,154 691,401 514,860 2435,632 2299,805 3726,646 3506,066 339,359 559,939 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 209,952) 80,609 65,327 14,454 104,942 157,965 200,004 237,746 9,948 -27,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 17.0 12.7 59.9 56.6 91.7 86.2 8.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 83 104 107 188 214 333 363
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 437,336 COMMITMENTS 52,882 69,672 7,616 285,805 212,466 346,303 289,754 91,033 147,582 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,736) -1,775 10,313 1,687 650 -10,278 562 1,722 5,174 4,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 15.9 1.7 65.4 48.6 79.2 66.3 20.8 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 10 10 8 40 43 55 56
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,482,977 COMMITMENTS 672,441 903,601 281,838 2262,184 1870,089 3216,464 3055,528 266,513 427,449 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70,683) ******* 54,699 -7,177 -64,050 22,394 61,242 69,915 9,441 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 25.9 8.1 64.9 53.7 92.3 87.7 7.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 319) 54 76 67 136 161 230 264
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,407,151 COMMITMENTS 75,837 180,879 312,069 986,608 849,347 1374,515 1342,295 32,636 64,856 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,494) 1,612 12,630 9,393 32,127 27,384 43,132 49,407 -5,638 -11,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 12.9 22.2 70.1 60.4 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 20 49 45 64 74 114 141
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,416 COMMITMENTS 256 1,396 1,485 5,764 4,747 7,506 7,629 910 787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 216) -24 -45 84 94 67 155 106 61 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 16.6 17.7 68.5 56.4 89.2 90.6 10.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 11 11 21 18 33 32
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,147 COMMITMENTS 14,042 4,786 14,888 14,720 17,387 43,650 37,061 4,497 11,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,266) 1,691 697 904 483 1,113 3,079 2,715 188 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 9.9 30.9 30.6 36.1 90.7 77.0 9.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 25 17 30 33 32 69 68
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,932 COMMITMENTS 1,342 244 2,717 6,850 8,210 10,908 11,170 1,024 761 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18) 61 -72 65 -64 59 62 52 -80 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 2.0 22.8 57.4 68.8 91.4 93.6 8.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 10 3 9 23 20 36 30
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,536 COMMITMENTS 110 601 1,888 1,996 918 3,995 3,407 542 1,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -122) -42 19 -17 -4 -4 -63 -2 -59 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.3 41.6 44.0 20.2 88.1 75.1 11.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 7 8 8 6 17 14
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,456 COMMITMENTS 194 2,589 341 2,365 1,060 2,900 3,990 1,556 466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 203) -5 210 7 87 -17 88 200 114 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 58.1 7.7 53.1 23.8 65.1 89.6 34.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 7 6 10 7 17 17
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,703 COMMITMENTS 109,617 33,177 88,413 106,283 153,700 304,313 275,290 21,391 50,413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,636) -5,541 -4,468 6,038 2,127 728 2,625 2,298 12 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 10.2 27.1 32.6 47.2 93.4 84.5 6.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 328) 110 84 134 86 101 273 263
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 444,213 COMMITMENTS 176,513 17,691 102,708 136,832 257,737 416,052 378,136 28,161 66,077 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,896) -1,471 -1,403 2,907 1,601 1,298 3,037 2,802 859 1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 4.0 23.1 30.8 58.0 93.7 85.1 6.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 440) 156 78 148 120 176 345 345
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,554 COMMITMENTS 3,946 1,559 1,006 894 3,787 5,846 6,352 1,707 1,202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 102) 60 -84 74 -88 15 46 5 56 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 20.6 13.3 11.8 50.1 77.4 84.1 22.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 37 17 12 15 27 61 49
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,950 COMMITMENTS 33,010 12,703 18,160 12,665 18,195 63,835 49,057 8,115 22,894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,357) -1,194 -1,167 -794 -605 -728 -2,593 -2,689 -765 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 17.7 25.2 17.6 25.3 88.7 68.2 11.3 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 87 55 80 66 93 199 195
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,960 COMMITMENTS 1,038 11,036 6,479 27,542 14,437 35,059 31,952 901 4,009 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,214) 178 845 505 1,451 571 2,133 1,921 80 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 30.7 18.0 76.6 40.1 97.5 88.9 2.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 7 23 15 28 30 48 55
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 101,005 COMMITMENTS 16,073 4,661 11,039 72,905 84,676 100,017 100,376 988 629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 942) -112 2 306 751 633 946 942 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 4.6 10.9 72.2 83.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 12 7 16 36 36 55 52
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 35,237 COMMITMENTS 3,450 350 400 31,387 34,487 35,237 35,237 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 967) 150 50 -150 967 1,067 967 967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 1.0 1.1 89.1 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 2 2 23 20 30 24
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 21,432 COMMITMENTS 325 1,025 300 20,807 20,107 21,432 21,432 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,115) 0 0 0 1,115 1,115 1,115 1,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.8 1.4 97.1 93.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 19 18 20 20
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 169,100 COMMITMENTS 8,715 26,492 4,046 156,282 138,532 169,043 169,070 57 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 976) 970 185 -595 601 1,371 976 961 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.7 2.4 92.4 81.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 5 8 6 39 36 47 47
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,001 COMMITMENTS 2,727 10,325 900 54,364 46,776 57,991 58,001 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 41 50 0 79 70 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 17.8 1.6 93.7 80.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 5 5 19 22 30 30
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 28,051 COMMITMENTS 0 225 300 27,751 27,506 28,051 28,031 0 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,474) 0 0 0 1,474 1,474 1,474 1,474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 1.1 98.9 98.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 1 13 15 14 17
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 58,223 COMMITMENTS 1,775 3,650 510 55,779 53,858 58,064 58,018 159 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,660) 200 0 0 1,460 1,670 1,660 1,670 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.3 0.9 95.8 92.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 3 3 27 28 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 64,305 COMMITMENTS 1,795 1,250 360 61,941 62,635 64,096 64,245 209 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,755) -10 25 100 1,665 1,630 1,755 1,755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.9 0.6 96.3 97.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 4 5 32 26 38 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,610 COMMITMENTS 1,607 20,250 344 63,587 44,889 65,538 65,483 72 127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,165) -250 2,500 205 1,210 -1,540 1,165 1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 30.9 0.5 96.9 68.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 2 2 27 26 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 88,680 COMMITMENTS 2,547 20,850 0 86,132 65,560 88,679 86,410 1 2,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,210) -250 2,500 0 2,460 -2,390 2,210 110 0 2,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 23.5 0.0 97.1 73.9 **** 97.4 0.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 0 30 26 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,307 COMMITMENTS 500 0 0 32,807 33,187 33,307 33,187 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,675) -100 0 0 -973 -1,295 -1,073 -1,295 -602 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 99.6 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 21 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 35,593 COMMITMENTS 1,300 0 0 34,233 35,473 35,533 35,473 60 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70) -350 -420 0 540 617 190 197 -260 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 96.2 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 0 0 24 22 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 22,432 COMMITMENTS 5,436 110 1,950 14,832 20,077 22,218 22,137 214 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,525) -100 -100 100 -295 -1,200 -295 -1,200 -1,230 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 0.5 8.7 66.1 89.5 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 3 19 22 25 26
CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,021 COMMITMENTS 100 350 0 42,921 42,551 43,021 42,901 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,258) 0 -50 0 -538 -276 -538 -326 -720 -932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.0 99.8 98.9 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 25 24 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,471 COMMITMENTS 1,950 250 0 45,581 48,001 47,531 48,251 940 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,009) -75 -600 -50 -2,679 -2,146 -2,804 -2,796 -205 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.0 94.0 99.0 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 0 26 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,454 COMMITMENTS 1,135 215 335 44,804 45,824 46,274 46,374 180 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 0.7 96.4 98.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 1 20 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,178 COMMITMENTS 1,875 1,715 175 51,128 51,228 53,178 53,118 0 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.2 0.3 96.1 96.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 1 23 15 25 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 84,567 COMMITMENTS 110 1,613 729 83,499 81,971 84,338 84,313 229 254 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,098) 110 415 -94 2,072 1,777 2,088 2,098 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 0.9 98.7 96.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 2 29 28 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 106,243 COMMITMENTS 2,550 1,346 1,267 101,997 103,371 105,814 105,984 429 259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,650) -1,404 213 490 4,544 2,932 3,630 3,635 20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.3 1.2 96.0 97.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 5 8 5 29 31 37 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 33,174 COMMITMENTS 150 150 0 32,976 33,024 33,126 33,174 48 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,613) 50 50 0 2,543 2,563 2,593 2,613 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.0 99.4 99.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 12 13 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,104 COMMITMENTS 1,734 4,550 88 34,980 32,286 36,802 36,924 302 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265) -50 0 50 -265 -315 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 12.3 0.2 94.3 87.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 3 23 17 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 39,587 COMMITMENTS 3,070 1,400 1,950 34,117 36,237 39,137 39,587 450 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) -50 0 50 80 30 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.5 4.9 86.2 91.5 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 3 24 21 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 44,375 COMMITMENTS 150 2,925 100 44,065 41,345 44,315 44,370 60 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,955) 25 0 0 2,110 1,955 2,135 1,955 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.6 0.2 99.3 93.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 1 24 17 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,375 COMMITMENTS 150 2,310 0 37,156 34,925 37,306 37,235 69 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 1,415 1,185 1,415 1,185 -220 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.0 99.4 93.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 19 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 27,294 COMMITMENTS 1,715 2,195 87 25,123 24,992 26,925 27,274 369 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -251) -300 0 0 49 -131 -251 -131 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 8.0 0.3 92.0 91.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 2 1 22 22 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,534 COMMITMENTS 1,303 865 320 21,806 22,249 23,429 23,434 105 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) 0 0 0 143 143 143 143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.7 1.4 92.7 94.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 1 18 22 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 53,779 COMMITMENTS 340 6,960 1,045 52,158 45,709 53,543 53,714 236 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,093) 10 -166 3 2,085 2,235 2,098 2,073 -5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 12.9 1.9 97.0 85.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 3 3 29 25 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,344 COMMITMENTS 50 3,070 245 36,639 34,017 36,934 37,332 410 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 852) 0 370 0 782 472 782 842 70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.2 0.7 98.1 91.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 3 1 26 21 29 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,547 COMMITMENTS 25 2,700 350 21,172 18,497 21,547 21,547 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 12.5 1.6 98.3 85.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 1 15 15 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,825 COMMITMENTS 1,625 0 0 13,780 15,805 15,405 15,805 420 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 415 0 415 0 -415 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 87.1 99.9 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 0 0 17 11 21 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,945 COMMITMENTS 1,420 0 0 14,265 15,925 15,685 15,925 260 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 150 0 0 285 0 435 0 -435 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.0 89.5 99.9 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 0 0 20 12 24 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 736,341 COMMITMENTS 7,582 81,403 90,504 637,749 564,434 735,834 736,341 506 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,929) -5,995 -2,518 -7,351 1,952 -1,060 -11,394 -10,929 465 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 11.1 12.3 86.6 76.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 4 5 19 19 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CM PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,760 COMMITMENTS 820 0 0 12,880 13,510 13,700 13,510 60 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.6 98.2 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CN PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,900 COMMITMENTS 820 0 0 15,020 15,650 15,840 15,650 60 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.0 94.5 98.4 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 12 14 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,760 COMMITMENTS 160 375 325 23,124 23,060 23,609 23,760 151 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,119) -125 275 125 1,692 720 1,692 1,120 -573 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.6 1.4 97.3 97.1 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 1 19 16 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,527 COMMITMENTS 160 375 325 19,466 19,825 19,951 20,525 576 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) -125 275 125 361 50 361 450 91 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.8 1.6 94.8 96.6 97.2 **** 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 1 17 14 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,925 COMMITMENTS 0 50 0 8,895 8,745 8,895 8,795 30 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 0 0 665 355 665 355 -310 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 99.7 98.0 99.7 98.5 0.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D5 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,485 COMMITMENTS 0 0 0 7,455 7,355 7,455 7,355 30 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 98.3 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,524 COMMITMENTS 480 2,510 2 22,995 21,012 23,477 23,524 47 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 1,800 0 305 -1,490 305 310 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.7 0.0 97.8 89.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 16 18 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,227 COMMITMENTS 480 2,535 2 23,703 21,675 24,185 24,212 42 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 1,800 0 225 -1,570 225 230 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.5 0.0 97.8 89.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 1 18 19 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 108,246 COMMITMENTS 2,950 5,245 475 104,651 102,480 108,076 108,200 170 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 881) 1,910 -130 -145 -884 1,156 881 881 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.8 0.4 96.7 94.7 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 4 6 4 34 35 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,129 COMMITMENTS 3,285 7,090 180 117,499 113,817 120,964 121,087 165 42 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,203) 1,910 170 -145 -242 1,248 1,523 1,273 -320 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.9 0.1 97.0 94.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 8 4 38 32 43 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 226,421 COMMITMENTS 29,020 22,169 20,020 176,233 183,318 225,274 225,507 1,147 914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,702) 1,068 -650 915 -69 1,808 1,914 2,074 788 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 9.8 8.8 77.8 81.0 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 15 19 24 42 45 71 75 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,844 COMMITMENTS 2,895 25 50 37,606 40,744 40,551 40,819 293 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 790) 470 0 0 320 790 790 790 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.1 0.1 92.1 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 22 15 28 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 38,584 COMMITMENTS 2,595 25 115 35,611 38,419 38,321 38,559 263 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 760) 470 0 0 290 760 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.1 0.3 92.3 99.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 2 21 15 27 18
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 186,060 COMMITMENTS 22,608 69 3,812 159,620 182,167 186,040 186,048 20 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,652) -197 -28 -999 -1,455 -1,610 -2,652 -2,637 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 2.0 85.8 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 3 17 19 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,525 COMMITMENTS 0 0 0 25,735 25,805 25,735 25,805 3,790 3,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 87.4 87.2 87.4 12.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,544 COMMITMENTS 0 2,850 0 27,675 24,655 27,675 27,505 2,869 3,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 150 240 150 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.0 90.6 80.7 90.6 90.1 9.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 14 20 14 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,422 COMMITMENTS 0 2,850 0 27,241 24,181 27,241 27,031 2,181 2,391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 125 215 125 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.0 92.6 82.2 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 12 20 12 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,485 COMMITMENTS 0 12,270 0 27,690 15,630 27,690 27,900 2,795 2,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -245) 0 -900 0 25 925 25 25 -270 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.2 0.0 90.8 51.3 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 5 0 20 12 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,880 COMMITMENTS 0 11,190 0 28,115 17,135 28,115 28,325 2,765 2,555 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -240) 0 -300 0 65 365 65 65 -305 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 36.2 0.0 91.0 55.5 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 4 0 20 13 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,015 COMMITMENTS 775 970 400 33,665 33,435 34,840 34,805 2,175 2,210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 -100 -100 -100 -100 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.6 1.1 90.9 90.3 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,060 COMMITMENTS 775 1,020 400 30,950 30,720 32,125 32,140 1,935 1,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -300 -300 -300 -300 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.0 1.2 90.9 90.2 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 6,825 0 22,210 15,275 22,210 22,100 2,355 2,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 355) 0 0 0 135 135 135 135 220 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.8 0.0 90.4 62.2 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 18 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,215 COMMITMENTS 40 180 190 18,125 18,995 18,355 19,365 3,860 2,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 0 0 0 20 150 20 150 -100 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.9 81.6 85.5 82.6 87.2 17.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,820 COMMITMENTS 110 180 180 17,235 17,745 17,525 18,105 3,295 2,715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -170) 0 0 0 -55 -45 -55 -45 -115 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 0.9 82.8 85.2 84.2 87.0 15.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,110 COMMITMENTS 11,900 950 0 23,185 34,165 35,085 35,115 1,025 995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 505) 775 0 0 -270 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 2.6 0.0 64.2 94.6 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 21 12 24 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,980 COMMITMENTS 9,815 850 75 19,380 28,375 29,270 29,300 1,710 1,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 245) 525 0 0 -280 245 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 2.7 0.2 62.6 91.6 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 21 12 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 98,585 COMMITMENTS 9,095 225 2,255 79,560 88,145 90,910 90,625 7,675 7,960 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,410) -1,675 0 350 2,800 885 1,475 1,235 -65 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.2 2.3 80.7 89.4 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 2 23 27 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 86,945 COMMITMENTS 8,885 250 1,735 70,485 79,075 81,105 81,060 5,840 5,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,060) -825 0 175 2,145 1,320 1,495 1,495 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.3 2.0 81.1 90.9 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 2 2 22 26 26 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,805 COMMITMENTS 800 750 0 13,770 13,970 14,570 14,720 2,235 2,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.5 0.0 81.9 83.1 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 18 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,260 COMMITMENTS 2,125 0 0 13,910 16,225 16,035 16,225 1,225 1,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 0.0 80.6 94.0 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 3,500 550 41,190 37,810 41,740 41,860 6,365 6,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -175) 0 0 0 100 100 100 100 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 1.1 85.6 78.6 86.8 87.0 13.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 1 21 19 22 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,225 COMMITMENTS 300 875 225 24,475 24,020 25,000 25,120 5,225 5,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -300) 0 0 0 70 70 70 70 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.7 81.0 79.5 82.7 83.1 17.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 21 22 23
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,979 COMMITMENTS 861 67 246 1,303 2,200 2,410 2,513 569 466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 89) 66 0 -8 41 78 99 70 -10 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.2 8.3 43.7 73.9 80.9 84.4 19.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 1 8 18 20 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,872 COMMITMENTS 840 3,275 45 24,771 22,297 25,656 25,617 216 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 817) 336 120 -17 478 714 797 817 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 12.7 0.2 95.7 86.2 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 5 1 19 25 26 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,578 COMMITMENTS 11,046 2,722 5,434 92,203 100,974 108,683 109,130 895 448 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,957) -396 122 277 2,925 2,494 2,806 2,893 151 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.5 5.0 84.1 92.1 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 25 13 20 68 66 102 91 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,981 COMMITMENTS 10,308 1,238 1,860 52,498 61,247 64,666 64,345 315 636 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 814) 0 209 0 764 305 764 514 50 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 1.9 2.9 80.8 94.3 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 6 6 26 34 35 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,050 COMMITMENTS 3,977 2,726 770 36,974 38,120 41,721 41,616 329 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,460) -545 -200 -111 2,106 1,741 1,450 1,430 10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.5 1.8 87.9 90.7 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 15 7 12 36 42 54 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,955 COMMITMENTS 612 536 314 10,642 10,833 11,568 11,683 387 272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,095) 115 0 41 974 1,109 1,130 1,150 -35 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.5 2.6 89.0 90.6 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 4 4 22 30 28 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,878 COMMITMENTS 1,081 2,422 1,144 13,650 12,979 15,875 16,545 1,003 333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 351) 30 -50 129 112 177 271 256 80 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 14.4 6.8 80.9 76.9 94.1 98.0 5.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 7 7 8 28 25 40 36
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 882,742 COMMITMENTS 114,610 69,763 305,529 439,671 495,511 859,810 870,802 22,932 11,940 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,185) -13,586 -1,472 9,690 -22,545 -30,831 -26,442 -22,613 257 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.9 34.6 49.8 56.1 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 159) 38 48 67 69 65 147 141
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,523,062 COMMITMENTS 750,183 128,466 1454,499 1193,061 1826,946 3397,743 3409,911 125,318 113,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 947) 12,221 -26,405 28,851 -42,093 14,080 -1,021 16,525 1,968 -15,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 3.6 41.3 33.9 51.9 96.4 96.8 3.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 525) 214 160 291 116 117 477 445
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,446 COMMITMENTS 31,766 28,374 48,629 59,743 63,403 140,138 140,405 308 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,678) 3,023 8,384 -62 787 -4,359 3,749 3,963 -71 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 20.2 34.6 42.5 45.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 7 6 16 19 23 29
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,244 COMMITMENTS 54,793 30,431 4,102 63,744 59,961 122,639 94,494 19,605 47,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 623) 433 5,952 96 -1,426 -6,547 -897 -499 1,520 1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 21.4 2.9 44.8 42.2 86.2 66.4 13.8 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 7 6 14 15 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,551 COMMITMENTS 1,286 1,541 3,970 6,297 5,927 11,552 11,438 999 1,114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,404) -282 517 119 -1,191 -1,406 -1,354 -770 -50 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 12.3 31.6 50.2 47.2 92.0 91.1 8.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 8 11 9 8 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,573 COMMITMENTS 37,871 1,062 19,348 46,070 80,423 103,289 100,833 12,284 14,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,205) 1,633 152 17 -520 470 1,130 639 74 566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 0.9 16.7 39.9 69.6 89.4 87.2 10.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 8 3 10 17 17 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,565 COMMITMENTS 47,555 78,860 60,670 55,889 27,351 164,115 166,881 11,450 8,684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,511) 2,300 895 2,485 2,122 2,955 6,906 6,334 -1,395 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 44.9 34.6 31.8 15.6 93.5 95.1 6.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 20 21 36 18 20 58 58 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,263 COMMITMENTS 7,410 32,229 9,444 41,864 16,707 58,718 58,380 546 883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,679) 37 -719 1,795 1,023 1,949 2,855 3,025 -177 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 54.4 15.9 70.6 28.2 99.1 98.5 0.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 3 8 19 18 29 27
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,879 COMMITMENTS 41,012 18,114 24,560 10,874 32,856 76,445 75,530 433 1,348 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,032) 19 -991 3,101 -97 935 3,023 3,045 9 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 23.6 31.9 14.1 42.7 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 7 7 10 12 18 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,723 COMMITMENTS 315 0 0 4,408 4,696 4,723 4,696 0 27 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6) 24 0 0 -18 6 6 6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 93.3 99.4 **** 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 15 11 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 21,141 COMMITMENTS 2,202 0 0 17,901 21,006 20,103 21,006 1,038 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 492 0 0 105 705 597 705 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.0 84.7 99.4 95.1 99.4 4.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 0 0 25 20 31 20
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 267,253 COMMITMENTS 76,011 56,877 46,315 127,563 156,577 249,889 259,769 17,364 7,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,517) 3,507 -7,382 2,932 -17,043 -5,222 -10,605 -9,672 88 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 21.3 17.3 47.7 58.6 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 269) 109 79 75 65 49 221 162
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,473 COMMITMENTS 27,105 4,611 3,399 5,943 29,070 36,447 37,080 2,026 1,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 149) -217 49 184 282 16 250 248 -100 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 12.0 8.8 15.4 75.6 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 185) 93 40 20 31 44 132 97
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 79,910 COMMITMENTS 53,224 27,671 3,542 14,134 45,209 70,899 76,422 9,011 3,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 608) 1,638 -1,730 248 -1,151 1,834 736 352 -128 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 34.6 4.4 17.7 56.6 88.7 95.6 11.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 159 51 26 32 38 202 107
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 827,722 COMMITMENTS 183,200 165,204 139,474 432,809 456,894 755,484 761,573 72,238 66,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,017) 10,686 -37,581 -16,402 4,444 57,037 -1,272 3,054 4,289 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 20.0 16.9 52.3 55.2 91.3 92.0 8.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229) 70 56 76 87 79 196 179
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 243,209 COMMITMENTS 45,917 83,144 59,918 122,910 91,651 228,745 234,713 14,464 8,496 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36,258) -428 -3,811 -18,377 -15,914 -13,689 -34,718 -35,877 -1,539 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 34.2 24.6 50.5 37.7 94.1 96.5 5.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 480) 149 149 153 146 120 387 355
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 218,312 COMMITMENTS 96,948 28,734 34,835 60,300 140,493 192,082 204,063 26,230 14,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,884) -1,618 -2,212 -39 -301 -1,248 -1,958 -3,500 -926 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 13.2 16.0 27.6 64.4 88.0 93.5 12.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 202) 95 48 68 42 44 171 131
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 287,849 COMMITMENTS 132,883 93,227 49,507 86,135 131,725 268,526 274,460 19,323 13,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,005) -7,266 -4,657 -7,850 -352 -4,033 -15,468 -16,540 -536 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 32.4 17.2 29.9 45.8 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 325) 144 95 103 50 60 255 214
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 740,799 COMMITMENTS 277,018 74,549 200,552 211,704 435,009 689,275 710,111 51,524 30,689 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,968) 1,997 880 -87 6,230 8,269 8,140 9,063 827 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 10.1 27.1 28.6 58.7 93.0 95.9 7.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 398) 206 114 165 59 58 342 267
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,024 COMMITMENTS 20,598 4,812 44 24,559 40,948 45,201 45,804 1,823 1,220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,685) -8,140 -6,272 0 621 -1,077 -7,519 -7,349 -166 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 10.2 0.1 52.2 87.1 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 16 5 1 6 8 22 14
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,489 COMMITMENTS 67,997 21,491 17,126 46,271 103,745 131,394 142,361 36,095 25,127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,689) -6,256 -2,337 1,494 3,880 -446 -882 -1,290 -807 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 12.8 10.2 27.6 61.9 78.4 85.0 21.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 41 21 23 24 29 74 64
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,895 COMMITMENTS 19,470 48,010 4,057 55,593 7,594 79,120 59,662 6,775 26,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 564) -840 1,129 -471 1,664 -140 354 519 210 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 55.9 4.7 64.7 8.8 92.1 69.5 7.9 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 12 21 4 10 9 25 31
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,786 COMMITMENTS 93,311 30,931 2,875 77,913 141,405 174,099 175,211 5,687 4,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 4,167 -1,405 -677 -2,870 1,886 621 -196 -569 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 17.2 1.6 43.3 78.7 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 138) 52 46 11 20 26 75 80
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,921 COMMITMENTS 52,142 54,590 38,598 95,873 99,081 186,612 192,269 33,309 27,651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,378) 637 -4,980 5,988 -4,712 2,925 1,913 3,933 465 -1,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 24.8 17.6 43.6 45.1 84.9 87.4 15.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 34 29 32 30 45 83 89
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 320,479 COMMITMENTS 44,899 185,050 30,370 225,852 59,780 301,120 275,199 19,359 45,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 623) -6,664 2,000 5,059 2,736 -4,039 1,131 3,020 -508 -2,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 57.7 9.5 70.5 18.7 94.0 85.9 6.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 20 56 29 34 35 75 100
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,607 COMMITMENTS 27,178 29,985 2,583 7,626 11,529 37,387 44,097 9,221 2,510 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,557) -4,367 -1,398 -361 -193 -4,481 -4,921 -6,240 -636 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.3 64.3 5.5 16.4 24.7 80.2 94.6 19.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 76 44 16 13 7 100 57
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,186 COMMITMENTS 193,422 112,004 69,730 212,687 307,780 475,839 489,515 78,347 64,671 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,573) 14,123 12,211 6,949 2,460 6,103 23,532 25,264 2,041 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 20.2 12.6 38.4 55.5 85.9 88.3 14.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 263) 104 61 66 73 68 198 176
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,263 COMMITMENTS 14,779 5,152 25 7,610 17,936 22,414 23,113 1,849 1,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 271) -279 230 -52 506 -449 175 -271 96 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 21.2 0.1 31.4 73.9 92.4 95.3 7.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 13 11 1 6 4 19 16
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 451,798 COMMITMENTS 184,087 97,377 79,945 160,104 255,221 424,136 432,542 27,661 19,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,322) 3,661 -91 3,548 13,927 18,635 21,136 22,092 1,186 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 21.6 17.7 35.4 56.5 93.9 95.7 6.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 118 44 97 94 108 252 218
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,263 COMMITMENTS 6,400 165 505 4,086 8,023 10,991 8,693 2,272 4,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 543) 483 -510 50 -235 178 298 -282 245 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 1.2 3.8 30.8 60.5 82.9 65.5 17.1 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 1 5 8 10 15 16
CFTC#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 12,034 COMMITMENTS 1,995 616 1,415 8,464 9,738 11,874 11,769 160 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 5.1 11.8 70.3 80.9 98.7 97.8 1.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 3 15 13 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,553 COMMITMENTS 0 175 175 12,300 11,281 12,475 11,631 1,078 1,922 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,280) 0 25 100 915 615 1,015 740 265 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.3 90.8 83.2 92.0 85.8 8.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 1 12 13 13 14
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,690 COMMITMENTS 18,146 30,037 1,221 31,070 16,667 50,437 47,925 3,253 5,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,618) -797 -93 541 2,408 728 2,152 1,176 -534 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 55.9 2.3 57.9 31.0 93.9 89.3 6.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 26 37 8 16 10 45 52
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 657,946 COMMITMENTS 190,632 318,290 204,942 229,981 91,758 625,555 614,990 32,391 42,956 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,304) 6,301 -19,350 -7,592 -308 22,861 -1,599 -4,081 295 2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 48.4 31.1 35.0 13.9 95.1 93.5 4.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 91 131 106 42 35 193 217
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,319 COMMITMENTS 14,183 4,267 10 7,362 16,659 21,555 20,936 764 1,383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 562) 753 127 0 53 393 806 520 -244 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 19.1 0.0 33.0 74.6 96.6 93.8 3.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 12 9 1 5 6 18 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 80,371 COMMITMENTS 45,340 4,830 3,103 19,194 62,837 67,637 70,770 12,734 9,601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,086) 180 -1,909 -33 444 2,938 591 996 495 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 6.0 3.9 23.9 78.2 84.2 88.1 15.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 53 15 7 29 32 83 53
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 160,742 COMMITMENTS 90,680 9,661 6,205 38,388 125,674 135,274 141,540 25,469 19,202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,173) 360 -3,819 -66 887 5,876 1,182 1,992 991 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 6.0 3.9 23.9 78.2 84.2 88.1 15.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 53 15 7 29 32 83 53
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 956,287 3385,481 ******** ******** 8676,355 ******** ******** 561,4941256,962 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 696,899) -75,521 51,701 454,839 293,256 159,287 672,574 665,827 24,325 31,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 14.1 44.7 49.0 36.0 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 337) 51 135 141 128 144 276 328
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 952,621 COMMITMENTS 123,107 93,651 160,018 567,014 592,146 850,139 845,815 102,482 106,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,237) 1,990 -783 -6,518 522 8,220 -4,007 919 5,243 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 9.8 16.8 59.5 62.2 89.2 88.8 10.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 712) 198 172 229 248 273 546 575
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 147,626 COMMITMENTS 10,582 10,638 32,257 78,708 72,726 121,546 115,621 26,079 32,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,563) -949 -2,380 -2,438 -940 -588 -4,327 -5,405 -236 842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 7.2 21.9 53.3 49.3 82.3 78.3 17.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 17 16 27 31 35 63 64
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 20,912 COMMITMENTS 0 268 0 19,415 19,996 19,415 20,264 1,497 648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 92.8 95.6 92.8 96.9 7.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 11 11 11 12
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,024,978 COMMITMENTS 619,588 472,025 581,845 2441,530 2597,100 3642,963 3650,970 382,015 374,007 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,000) 5,115 -1,596 -10,821 7,310 44,038 1,604 31,621 27,395 -2,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 11.7 14.5 60.7 64.5 90.5 90.7 9.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 692) 191 167 220 241 266 527 558 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,280 COMMITMENTS 12,874 330 0 14,756 29,325 27,630 29,655 2,650 625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 260) 457 330 0 253 10 710 340 -450 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 1.1 0.0 48.7 96.8 91.2 97.9 8.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 9 1 0 10 10 19 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 23,000 COMMITMENTS 526 1,456 0 20,653 20,661 21,179 22,117 1,821 883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525) -4 35 0 484 858 480 893 45 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.3 0.0 89.8 89.8 92.1 96.2 7.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 0 12 11 13 14
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 25,068 COMMITMENTS 7,590 2,165 590 16,564 21,952 24,744 24,707 324 361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 921) 305 0 36 590 765 931 801 -10 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 8.6 2.4 66.1 87.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 4 3 12 14 19 21
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,638 COMMITMENTS 7,536 9,088 1,242 4,680 3,206 13,458 13,536 180 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 478) 466 300 34 -27 150 473 484 5 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 66.6 9.1 34.3 23.5 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 3 2 9 5 18 9
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,873 COMMITMENTS 5,252 4,442 2,670 3,371 4,025 11,293 11,137 580 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 382) 199 265 185 0 0 384 450 -2 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 37.4 22.5 28.4 33.9 95.1 93.8 4.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 11 11 7 10 26 26
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,040 COMMITMENTS 20,636 14,927 4,121 29,830 34,385 54,587 53,433 7,452 8,607 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,293) 1,504 1,881 215 468 126 2,188 2,221 105 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 24.1 6.6 48.1 55.4 88.0 86.1 12.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 86 81 34 72 89 173 189
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 310,198 COMMITMENTS 103,179 74,636 20,606 149,151 171,923 272,935 267,165 37,262 43,033 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,463) 7,522 9,404 1,075 2,342 628 10,940 11,107 523 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 24.1 6.6 48.1 55.4 88.0 86.1 12.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 86 81 34 72 89 173 189
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 95,005 COMMITMENTS 80,513 94,741 85 14,267 0 94,865 94,826 140 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 101) 125 -61 0 -45 0 80 -61 21 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.7 99.7 0.1 15.0 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 27 11 1 2 0 30 11
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,631 COMMITMENTS 73,643 30,656 12,627 31,519 77,092 117,788 120,374 29,843 27,257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 986) -2,610 -1,067 775 2,761 1,118 926 827 60 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 20.8 8.6 21.3 52.2 79.8 81.5 20.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 37 22 20 19 24 64 58
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 547,844 COMMITMENTS 153,667 150,422 13,725 358,567 371,506 525,959 535,653 21,885 12,192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 412) -2,260 -1,065 428 1,590 2,903 -242 2,265 655 -1,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 27.5 2.5 65.5 67.8 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305) 77 46 25 110 118 197 179
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,527 COMMITMENTS 4,619 8,185 453 54,109 52,031 59,181 60,669 9,346 7,858 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 318) 379 -2,078 48 -234 2,807 193 778 124 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 11.9 0.7 79.0 75.9 86.4 88.5 13.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 13 15 6 35 23 52 40
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,439 COMMITMENTS 17,142 10,892 171 15,590 26,639 32,903 37,702 8,536 3,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,534) 5 -1,465 -291 -1,361 1,224 -1,647 -532 113 -1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 26.3 0.4 37.6 64.3 79.4 91.0 20.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 19 10 2 17 13 37 24
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,602 COMMITMENTS 14,000 21,174 1,188 33,289 25,453 48,477 47,815 10,125 10,787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,681) -5,472 374 469 -1,544 -2,479 -6,547 -1,636 -134 -5,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 36.1 2.0 56.8 43.4 82.7 81.6 17.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 23 20 4 30 23 55 45
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 288,176 COMMITMENTS 66,418 8,465 3,828 208,445 270,328 278,691 282,621 9,485 5,555 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -482) -1,215 737 -48 263 -1,207 -1,000 -518 518 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 2.9 1.3 72.3 93.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 35 12 6 78 53 113 71
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,041,635 COMMITMENTS 307,045 135,494 18,589 689,183 875,087 1014,816 1029,169 26,819 12,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,549) -3,874 1,377 497 -11,796 -22,694 -15,174 -20,820 -2,375 3,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 13.0 1.8 66.2 84.0 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 130 45 34 151 84 294 150
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,857 COMMITMENTS 14,104 5,204 5 14,705 23,540 28,814 28,749 43 108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -362) -246 52 0 -130 -388 -376 -336 14 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 18.0 0.0 51.0 81.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 10 14 1 7 19 17 34
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,586 COMMITMENTS 21,037 5,240 381 2,109 17,852 23,527 23,473 59 113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,024) -619 -1,146 21 -445 100 -1,043 -1,025 19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.2 22.2 1.6 8.9 75.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 14 1 4 12 10 26
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,695 COMMITMENTS 11,484 4,907 874 10,625 27,053 22,983 32,834 12,712 2,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 695) -526 1,098 35 409 335 -82 1,468 777 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 13.7 2.4 29.8 75.8 64.4 92.0 35.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 8 7 5 10 6 21 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 93,562 COMMITMENTS 26,998 3,582 389 52,973 85,806 80,360 89,777 13,202 3,785 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 682) 464 637 -290 127 523 301 870 381 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.8 0.4 56.6 91.7 85.9 96.0 14.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 19 7 6 44 41 63 54
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 100,755 COMMITMENTS 10,370 5,272 27,649 62,712 67,832 100,731 100,753 24 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,940) 0 1,980 -1,960 20 -1,960 -1,940 -1,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 5.2 27.4 62.2 67.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 2 2 13 14 21 16
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,055 COMMITMENTS 4,300 926 108 20,536 24,021 24,944 25,055 111 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,709) 210 -250 0 1,519 1,959 1,729 1,709 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 3.7 0.4 82.0 95.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 2 1 26 15 33 17
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,013 COMMITMENTS 1,418 2,221 293 11,996 10,994 13,707 13,508 306 505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18) 59 -50 -97 20 129 -18 -18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 15.8 2.1 85.6 78.5 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 7 3 24 25 30 32
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,054 COMMITMENTS 1,651 3,595 1,431 7,600 5,825 10,682 10,851 372 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 434) 70 88 -35 407 366 442 419 -8 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 32.5 12.9 68.8 52.7 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 4 12 11 21 24 34 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,549 COMMITMENTS 446 485 80 683 734 1,209 1,299 340 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 228) 0 20 30 103 178 133 228 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 31.3 5.2 44.1 47.4 78.1 83.9 21.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 6 3 10 11 16 18
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:11/14/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,669 COMMITMENTS 8,207 609 1,326 13,819 20,269 23,352 22,204 2,317 3,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 521) 956 0 -75 -87 269 794 194 -273 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 2.4 5.2 53.8 79.0 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 4 17 17 23 23