CFTC Commitments of Traders

Futures+Options 6/16/18


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT TREASURY BONDS      

CBOT MINI SOYBEANS        CBT 10-YR US T-NOTES        

CBT 2-YR US T-NOTES       CBT 30-DAY FED FUNDS        

CBT 5-YR US T-NOTES       CBT CORN                    

CBT 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 Russell 2000 Mini       

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

CRUDE OIL AVG PRICE OPTIO CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

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

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        

IMM POUND STERLING        IMM RUSSIAN RUBLE           

IMM S&P 500 STK INDX      IMM SOUTH AFRICAN RAND      

IMM SWISS FRANC           KCBT WHEAT                  

MGE SPRING WHEAT          NAPTHA CRACK SPR SWAP       

NYCE COTTON NO. 2         NYCE US DOLLAR INDEX        

NYME CRUDE OIL            NYME GULF 6 3% SULFUR SWA   

NYME H.H.PENULTIMATE SWAP NYME HEATING OIL #2         

NYME HENRY HUB GAS SWAP   NYME NATURAL GAS            

NYME PALLADIUM            NYME PLATINUM               

NYME RBOB GASOLINE        NYME WTI Oil Calendar Swp   

RBOB CALENDAR SWAP        SING 180 380 Fuel Oil Swa   

SING JET KERO GASOIL SWAP UP DN GC ULSD VS HO SPR S   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,899 COMMITMENTS 148,933 125,771 260,994 252,531 259,937 662,457 646,702 37,442 53,197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,879) -58 -875 13,646 -1,937 -4,020 11,651 8,750 1,228 4,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.0 37.3 36.1 37.1 94.7 92.4 5.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 455) 130 153 181 108 130 360 369
CFTC#00160F BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 21,750 COMMITMENTS 8,870 0 300 12,380 21,350 21,550 21,650 200 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,460) 1,010 -380 100 1,400 2,900 2,510 2,620 -50 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 0.0 1.4 56.9 98.2 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 1 11 15 17 16
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,574 COMMITMENTS 100,088 22,307 83,777 110,409 185,670 294,273 291,754 24,301 26,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,149) 892 -3,166 -6,673 -7,546 -1,499 -13,327 -11,338 1,177 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 7.0 26.3 34.7 58.3 92.4 91.6 7.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 96 44 93 75 94 213 202
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 57,902 COMMITMENTS 11,965 12,106 2,690 30,171 27,401 44,827 42,197 13,075 15,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -740) -1,514 1,331 -607 564 -2,063 -1,557 -1,340 818 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 20.9 4.6 52.1 47.3 77.4 72.9 22.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 23 11 12 45 33 72 52
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,566,347 COMMITMENTS 517,101 349,880 765,733 1048,362 1170,245 2331,195 2285,857 235,152 280,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,139) 5,854 66,270 930 -4,433 -51,208 2,351 15,992 5,787 -7,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 13.6 29.8 40.9 45.6 90.8 89.1 9.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 993) 283 165 289 434 440 839 797
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,501 COMMITMENTS 991 1,208 514 1,449 2,021 2,954 3,742 2,547 1,759 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44) -186 157 222 491 -138 527 240 -483 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.0 9.3 26.3 36.7 53.7 68.0 46.3 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 7 4 9 8 16 19
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,158,517 COMMITMENTS 173,328 132,960 351,218 565,138 558,599 1089,685 1042,777 68,832 115,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52,885) -18,447 36,180 56,529 7,339 -38,382 45,421 54,328 7,463 -1,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 11.5 30.3 48.8 48.2 94.1 90.0 5.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 732) 238 161 273 227 266 595 599
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 31,873 COMMITMENTS 15,212 3,077 880 626 8,491 16,718 12,448 15,155 19,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -196) -769 -321 296 0 -302 -473 -327 277 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 9.7 2.8 2.0 26.6 52.5 39.1 47.5 60.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 8 4 2 19 7 30
CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 39,946 COMMITMENTS 7,860 27,106 595 31,491 12,245 39,946 39,946 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) 0 105 45 -340 -445 -295 -295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 67.9 1.5 78.8 30.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 11 2 12 7 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 30,816 COMMITMENTS 2,460 5,295 50 28,290 25,471 30,800 30,816 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 597) 500 0 0 97 597 597 597 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 17.2 0.2 91.8 82.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 5 1 8 10 14 15
CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 72,922 COMMITMENTS 6,668 11,131 7,025 59,227 54,766 72,920 72,922 2 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,456) 365 894 23 3,088 2,539 3,476 3,456 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 15.3 9.6 81.2 75.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 13 10 11 14 13 35 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 46,697 COMMITMENTS 10,793 24,788 762 35,142 21,147 46,697 46,697 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 400 0 400 0 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 53.1 1.6 75.3 45.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 9 1 8 6 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 41,197 COMMITMENTS 9,497 27,035 0 31,700 14,162 41,197 41,197 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 400 0 400 0 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 65.6 0.0 76.9 34.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 7 0 9 7 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 31,186 COMMITMENTS 11,600 15,498 200 19,386 15,488 31,186 31,186 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 49.7 0.6 62.2 49.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 4 1 12 9 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 30,768 COMMITMENTS 13,620 16,875 100 17,048 13,793 30,768 30,768 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 54.8 0.3 55.4 44.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 7 1 7 8 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AN PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 21,245 COMMITMENTS 9,020 3,855 0 12,225 17,390 21,245 21,245 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 18.1 0.0 57.5 81.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 3 0 7 4 14 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072 COMMITMENTS 5,497 5,275 0 21,575 21,797 27,072 27,072 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 19.5 0.0 79.7 80.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 0 11 5 15 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063B1 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 14,900 COMMITMENTS 9,100 1,950 0 5,800 12,950 14,900 14,900 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 13.1 0.0 38.9 86.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 2 0 7 4 14 6 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063BD NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,440 COMMITMENTS 9,430 16,290 0 16,010 9,150 25,440 25,440 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 64.0 0.0 62.9 36.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 8 0 5 6 10 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063CD RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 19,482 COMMITMENTS 4,117 539 1,479 13,886 17,464 19,482 19,482 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 731) 53 101 500 178 130 731 731 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 2.8 7.6 71.3 89.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 4 2 15 9 19 15
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,174 COMMITMENTS 135,875 159,446 126,384 229,851 214,923 492,109 500,753 41,065 32,421 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,571) 811 15,197 -13,523 9,919 -4,963 -2,793 -3,290 1,222 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 29.9 23.7 43.1 40.3 92.3 93.9 7.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 383) 94 125 131 92 88 280 292
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,021,793 COMMITMENTS 113,805 110,782 138,656 628,881 580,570 881,342 830,008 140,450 191,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,446) 17,132 2,137 4,575 6,976 9,048 28,683 15,760 -8,237 4,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 10.8 13.6 61.5 56.8 86.3 81.2 13.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 196) 46 29 47 101 101 164 160
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,346 COMMITMENTS 77,627 270,153 42,012 782,303 617,718 901,942 929,883 125,405 97,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,240) 1,632 9,840 1,196 -5,278 -7,009 -2,450 4,027 1,210 -5,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 26.3 4.1 76.1 60.1 87.8 90.5 12.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128) 17 20 23 70 68 98 100
CFTC#02141B USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 20,512 COMMITMENTS 4,227 244 2,511 13,527 17,595 20,265 20,350 247 162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 603) 88 0 -198 593 821 483 623 120 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 1.2 12.2 65.9 85.8 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 4 6 23 25 32 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02141C 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 26,271 COMMITMENTS 2,160 7,212 1,842 22,027 17,019 26,029 26,073 242 198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,645) -40 78 65 1,492 1,430 1,517 1,573 128 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 27.5 7.0 83.8 64.8 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 4 3 29 19 36 24
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,737 COMMITMENTS 8,568 962 5,456 37,592 45,243 51,616 51,661 121 76 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,365) 808 90 167 1,344 2,067 2,319 2,324 46 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.9 10.5 72.7 87.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 10 5 8 37 41 50 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,971 COMMITMENTS 372 1,845 1,669 10,042 8,648 12,083 12,162 888 809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) -25 41 143 -61 -101 57 83 43 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 14.2 12.9 77.4 66.7 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 8 22 23 32 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,399 COMMITMENTS 678 52 1,158 7,718 8,642 9,554 9,852 845 547 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,463) -30 7 98 1,360 1,359 1,428 1,464 35 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.5 11.1 74.2 83.1 91.9 94.7 8.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 5 2 8 29 36 37 44
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,966 COMMITMENTS 417 1,669 318 3,907 1,920 4,642 3,907 324 1,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 349) 175 10 14 120 323 309 347 40 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 33.6 6.4 78.7 38.7 93.5 78.7 6.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 6 5 14 15 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,951 COMMITMENTS 304 9,470 4,562 27,815 18,826 32,681 32,858 270 93 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,488) 80 1,503 493 675 -508 1,248 1,488 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 28.7 13.8 84.4 57.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 6 6 24 21 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,487 COMMITMENTS 1,025 2,493 384 4,321 3,241 5,730 6,118 757 369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 376) 36 -3 46 283 514 365 557 11 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 38.4 5.9 66.6 50.0 88.3 94.3 11.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 9 7 10 25 21 40 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,582 COMMITMENTS 449 128 862 4,712 5,270 6,023 6,260 559 322 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 267) 82 -78 100 85 230 267 252 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.9 13.1 71.6 80.1 91.5 95.1 8.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 2 4 15 17 22 22
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 433,471 COMMITMENTS 111,631 78,568 100,366 168,803 225,807 380,799 404,741 52,672 28,730 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,473) -6,622 -2,409 -4,083 16,217 16,630 5,513 10,138 3,960 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 18.1 23.2 38.9 52.1 87.8 93.4 12.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 218) 78 37 83 72 82 193 172
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,877 COMMITMENTS 800 3,345 750 22,754 25,537 24,304 29,632 9,573 4,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) 0 500 0 411 -109 411 391 269 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 9.9 2.2 67.2 75.4 71.7 87.5 28.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 2 17 17 19 19
CFTC#023391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,326,525 COMMITMENTS 538,213 112,512 573,857 4177,230 4627,071 5289,300 5313,440 37,225 13,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,357) 5,794 -3,088 -31,526 55,669 59,778 29,937 25,164 -3,580 1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.1 10.8 78.4 86.9 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 221) 58 17 53 133 109 203 167
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 761,715 COMMITMENTS 30,072 72,482 363,139 361,816 324,744 755,026 760,364 6,688 1,351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,534) -4,448 -3,311 19,936 8,042 6,927 23,530 23,552 4 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 9.5 47.7 47.5 42.6 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 15 13 23 45 45 72 69
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,093 COMMITMENTS 773 6,041 237 260,049 261,659 261,059 267,937 11,034 4,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) -457 -217 -10 2,535 306 2,068 79 -2,009 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.2 0.1 95.6 96.2 95.9 98.5 4.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 3 1 29 27 30 31
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,680 COMMITMENTS 3,461 31 6,581 100,594 103,350 110,636 109,962 4,044 4,718 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,912) -282 -434 783 2,200 3,020 2,701 3,369 211 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 5.7 87.7 90.1 96.5 95.9 3.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 1 4 22 24 26 28
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,995 COMMITMENTS 2,027 5,169 1,939 339,740 337,797 343,706 344,905 9,289 8,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,407) -97 33 9 13,185 13,827 13,097 13,869 310 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.5 0.5 96.2 95.7 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 4 3 27 32 30 38
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 858,717 COMMITMENTS 3,679 7,008 7,930 835,072 840,072 846,681 855,010 12,036 3,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,905) 1,835 -3 341 19,661 22,168 21,837 22,506 1,068 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.9 97.2 97.8 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 3 1 2 43 27 47 29
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 451,968 COMMITMENTS 5,432 2,718 210 419,519 441,693 425,161 444,621 26,807 7,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -266) -123 -302 30 -266 -747 -359 -1,019 93 753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.0 92.8 97.7 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 2 1 1 35 41 37 43
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 522,165 COMMITMENTS 4,209 2,202 797 502,911 513,007 507,917 516,006 14,248 6,159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,486) -26 277 33 4,686 7,151 4,693 7,461 1,793 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.4 0.2 96.3 98.2 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 4 2 4 35 39 41 43
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,635 COMMITMENTS 1,325 7,533 300 294,714 290,095 296,339 297,928 7,296 5,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,709) -956 324 -62 8,887 6,805 7,869 7,067 -1,160 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.5 0.1 97.1 95.5 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 3 2 43 37 45 42
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 97,555 COMMITMENTS 875 2,101 2,382 88,484 88,536 91,741 93,019 5,814 4,536 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,974) 0 -1,004 -119 2,365 4,281 2,246 3,158 728 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.2 2.4 90.7 90.8 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 22 20 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 51,293 COMMITMENTS 700 0 0 49,246 50,719 49,946 50,719 1,347 574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,393) 0 0 0 1,393 1,239 1,393 1,239 0 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 96.0 98.9 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 0 17 15 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 194,736 COMMITMENTS 0 2,426 1,370 180,884 185,838 182,254 189,634 12,482 5,102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 136) 0 816 -185 -1,321 -243 -1,506 388 1,642 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.7 92.9 95.4 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 2 17 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 167,466 COMMITMENTS 2,091 1,510 0 156,455 156,209 158,546 157,719 8,920 9,747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 236 0 -7 -2 -2,343 227 -2,350 288 2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.9 0.0 93.4 93.3 94.7 94.2 5.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 1 0 25 21 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 195,146 COMMITMENTS 0 0 0 187,281 190,065 187,281 190,065 7,865 5,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,641) 0 0 0 12,578 11,521 12,578 11,521 -937 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 97.4 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 15 16 15 16
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 25,523 COMMITMENTS 3,942 1,344 240 19,936 23,189 24,118 24,773 1,405 750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 558) 868 0 0 -465 558 403 558 155 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.3 0.9 78.1 90.9 94.5 97.1 5.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 11 15 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 566,842 COMMITMENTS 18,377 17,149 3,844 534,381 538,937 556,602 559,930 10,240 6,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,779) 3,331 1,423 -400 -3,087 989 -156 2,012 2,935 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 0.7 94.3 95.1 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 6 6 7 49 50 59 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 245,924 COMMITMENTS 248 6,839 897 240,461 228,207 241,606 235,943 4,318 9,981 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,180) 248 2,641 -184 12,170 9,885 12,234 12,342 -54 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 0.4 97.8 92.8 98.2 95.9 1.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 1 6 3 28 28 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 37,447 COMMITMENTS 848 1,770 0 35,196 34,522 36,044 36,292 1,403 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,662) 0 0 0 1,662 1,662 1,662 1,662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.7 0.0 94.0 92.2 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 15 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 86,397 COMMITMENTS 0 1,109 0 79,018 77,513 79,018 78,622 7,379 7,775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -475) 0 -64 0 -291 -820 -291 -884 -184 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 91.5 89.7 91.5 91.0 8.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 16 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 139,072 COMMITMENTS 2,832 1,970 0 128,899 134,344 131,731 136,314 7,341 2,758 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,812) 372 248 0 6,584 7,192 6,956 7,440 856 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.4 0.0 92.7 96.6 94.7 98.0 5.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 140,731 COMMITMENTS 9,042 5,502 0 127,805 134,257 136,847 139,759 3,884 972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,688) 372 372 0 7,196 6,854 7,568 7,226 120 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.9 0.0 90.8 95.4 97.2 99.3 2.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 2 5 0 30 30 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 179,509 COMMITMENTS 720 570 0 177,367 176,715 178,087 177,285 1,422 2,224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 481) 0 0 0 846 603 846 603 -365 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.0 98.8 98.4 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 2 0 22 18 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 268,288 COMMITMENTS 92 732 915 264,036 255,082 265,043 256,729 3,245 11,559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,175) 0 246 0 4,687 3,778 4,687 4,024 488 1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.3 98.4 95.1 98.8 95.7 1.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 1 33 28 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 104,776 COMMITMENTS 1,534 0 1,142 88,325 90,176 91,001 91,318 13,775 13,458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,816) 1,534 -104 -107 -71 1,379 1,356 1,168 1,460 1,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 1.1 84.3 86.1 86.9 87.2 13.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 16 19 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 163,419 COMMITMENTS 307 0 1,161 159,035 156,746 160,503 157,907 2,916 5,512 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) -302 0 -33 1,985 1,683 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.7 97.3 95.9 98.2 96.6 1.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 1 21 24 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,566 COMMITMENTS 8,821 0 827 138,437 152,146 148,085 152,973 9,481 4,593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,109) 572 0 114 1,390 3,107 2,076 3,221 33 -1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.5 87.9 96.6 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 2 19 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,150 COMMITMENTS 0 0 0 101,179 100,899 101,179 100,899 9,971 10,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -216) 0 0 0 303 -4,371 303 -4,371 -519 4,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 90.8 91.0 90.8 9.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 19 16 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 199,969 COMMITMENTS 1,703 1,477 542 194,898 186,136 197,143 188,155 2,826 11,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 830) 47 321 -13 264 690 298 998 532 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.7 0.3 97.5 93.1 98.6 94.1 1.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 2 22 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 159,743 COMMITMENTS 0 3,405 918 146,348 148,716 147,266 153,039 12,477 6,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,989) 0 1,065 -302 8,377 7,002 8,075 7,765 -86 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.6 91.6 93.1 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 3 2 32 28 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 230,552 COMMITMENTS 4,542 1,654 1,503 215,785 218,440 221,830 221,597 8,722 8,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34) -184 -759 -122 1,349 859 1,043 -22 -1,009 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.7 0.7 93.6 94.7 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 1 1 31 28 35 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 150,119 COMMITMENTS 113 0 1,389 145,310 143,661 146,812 145,050 3,307 5,069 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 556) 113 -68 -82 556 675 587 525 -31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.9 96.8 95.7 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 22 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 152,210 COMMITMENTS 0 0 0 148,470 144,994 148,470 144,994 3,740 7,216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,352) 0 0 0 1,166 1,228 1,166 1,228 186 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 95.3 97.5 95.3 2.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 21 18 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 64,671 COMMITMENTS 2,240 1,257 0 53,482 62,162 55,722 63,419 8,949 1,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 -62 0 400 462 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.9 0.0 82.7 96.1 86.2 98.1 13.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 0 14 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 48,193 COMMITMENTS 0 971 0 46,174 46,068 46,174 47,039 2,019 1,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,240) 0 248 0 1,272 1,114 1,272 1,362 -32 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 95.8 95.6 95.8 97.6 4.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 17 16 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 145,461 COMMITMENTS 1,469 0 0 121,837 137,836 123,306 137,836 22,155 7,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 83.8 94.8 84.8 94.8 15.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 18 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 85,984 COMMITMENTS 6,938 5,992 964 74,069 76,621 81,971 83,577 4,013 2,407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,283) 492 0 120 3,192 3,195 3,804 3,315 -521 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.0 1.1 86.1 89.1 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 1 23 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233EB REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 181,117 COMMITMENTS 4,682 0 0 173,876 178,967 178,558 178,967 2,559 2,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,256) 0 0 0 3,194 3,748 3,194 3,748 62 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 96.0 98.8 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 15 17 16 17
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,513,849 COMMITMENTS 341,197 404,084 545,111 553,857 530,808 1440,164 1480,003 73,685 33,846 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74,162) -9,617 -6,826 -25,171 -42,002 -40,167 -76,790 -72,164 2,628 -1,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 26.7 36.0 36.6 35.1 95.1 97.8 4.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 136 90 166 73 67 310 248
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 381,282 COMMITMENTS 29,735 37,370 132,133 212,169 208,885 374,038 378,388 7,245 2,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,932) 916 1,872 6,517 7,407 6,424 14,840 14,812 93 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 9.8 34.7 55.6 54.8 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 132) 38 41 62 53 50 126 118
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 407,370 COMMITMENTS 230,163 164,233 41,640 116,470 187,859 388,273 393,733 19,097 13,637 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,645) 4,077 481 -302 -1,516 3,979 2,259 4,158 2,385 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 40.3 10.2 28.6 46.1 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 19 20 23 33 32 64 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 84,767 COMMITMENTS 12,787 9,595 19,151 44,936 47,885 76,874 76,631 7,893 8,136 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 593) -102 -75 -260 680 541 318 206 275 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.3 22.6 53.0 56.5 90.7 90.4 9.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 11 12 18 24 23 43 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 180,476 COMMITMENTS 5,347 12,155 60,511 114,143 107,489 180,001 180,155 475 321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,174) 607 1,390 3,099 1,691 881 5,397 5,369 -222 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.7 33.5 63.2 59.6 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 13 8 20 12 12 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,549 COMMITMENTS 3,277 12,925 4,082 45,907 36,112 53,266 53,119 2,283 2,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,433) 0 -405 232 3,188 3,468 3,420 3,295 13 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 23.3 7.3 82.6 65.0 95.9 95.6 4.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 10 8 10 10 19 21
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,460 COMMITMENTS 12,609 11,701 5,823 19,998 20,858 38,430 38,382 1,030 1,078 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 747) -151 295 563 441 119 853 977 -106 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 29.7 14.8 50.7 52.9 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 9 12 12 18 15 36 30
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,390 COMMITMENTS 1,292 879 396 2,259 2,783 3,947 4,058 443 332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144) 175 45 -10 100 159 265 194 -121 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 20.0 9.0 51.5 63.4 89.9 92.4 10.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 5 6 7 10 16 18
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,884 COMMITMENTS 603 456 346 699 779 1,648 1,581 236 303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11) 114 206 -59 -26 -173 29 -26 -18 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.2 18.4 37.1 41.3 87.5 83.9 12.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 10 6 5 7 7 20 15
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 4,497 COMMITMENTS 399 580 161 3,661 3,450 4,221 4,191 276 306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 47) 0 180 0 67 -165 67 15 -20 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.9 3.6 81.4 76.7 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 2 16 16 19 20
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 54,889 COMMITMENTS 10,131 3,779 5,807 38,708 45,115 54,646 54,701 243 188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,981) 329 462 530 5,171 4,992 6,030 5,984 -49 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 6.9 10.6 70.5 82.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 17 13 14 55 56 81 75
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 580,300 COMMITMENTS 148,727 29,582 150,927 230,218 361,623 529,871 542,132 50,429 38,168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,109) -10,706 2,141 13,055 -1,663 -15,528 686 -332 1,423 2,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 5.1 26.0 39.7 62.3 91.3 93.4 8.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 330) 117 54 123 110 111 288 253
CFTC#03265C JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,367 COMMITMENTS 190 25 361 1,429 1,486 1,980 1,872 387 495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 3 -3 47 -52 -33 -2 11 22 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.1 15.3 60.4 62.8 83.7 79.1 16.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 3 16 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,330 COMMITMENTS 1,463 225 376 2,263 3,495 4,102 4,096 228 234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 170 35 -21 73 218 222 232 48 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 5.2 8.7 52.3 80.7 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 4 5 18 19 24 27
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 444,013 COMMITMENTS 134,861 11,104 111,222 171,277 308,096 417,360 430,422 26,653 13,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,328) -3,022 272 5,668 4,825 3,931 7,470 9,870 1,858 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 2.5 25.0 38.6 69.4 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 359) 188 66 110 79 88 320 218
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,135,567 COMMITMENTS 606,552 31,191 37,450 450,503 1047,979 1094,505 1116,620 41,062 18,947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,845) 11,885 4,738 202 -79 10,905 12,008 15,845 3,837 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 2.7 3.3 39.7 92.3 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 17 7 16 37 36 58 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,807 COMMITMENTS 16,884 16,382 17,024 137,037 134,655 170,945 168,061 4,862 7,746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,650) 272 770 -566 4,668 4,448 4,374 4,652 276 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 9.3 9.7 77.9 76.6 97.2 95.6 2.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 9 13 27 24 41 38
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,312 COMMITMENTS 2,340 3,220 360 14,612 13,732 17,312 17,312 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 18.6 2.1 84.4 79.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 8 4 8 9 15 17
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,451 COMMITMENTS 1,166 4,353 2,120 6,989 3,999 10,275 10,473 2,177 1,979 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,015) 191 968 213 489 -117 894 1,064 122 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 35.0 17.0 56.1 32.1 82.5 84.1 17.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 19 19 15 24 15 47 46
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,344 COMMITMENTS 6,061 949 2,257 8,017 14,098 16,334 17,304 3,010 2,041 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -633) -369 -23 -297 152 -554 -514 -874 -120 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 4.9 11.7 41.4 72.9 84.4 89.5 15.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 28 11 12 24 15 61 30
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,859,226 COMMITMENTS 409,819 415,331 118,015 1205,053 1155,663 1732,887 1689,009 126,339 170,216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,054) -28,687 -6,841 -380 10,654 -15,652 -18,413 -22,873 -2,642 1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 22.3 6.3 64.8 62.2 93.2 90.8 6.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 330) 55 69 46 147 142 227 232
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,292,515 COMMITMENTS 626,552 840,225 613,551 2701,904 2268,392 3942,007 3722,168 350,508 570,346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,531) 26,316 -18,397 42,576 -65,255 -49,377 3,636 -25,198 -5,168 23,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 19.6 14.3 62.9 52.8 91.8 86.7 8.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 473) 77 115 112 214 237 350 405
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 535,746 COMMITMENTS 63,544 50,136 8,017 364,816 300,659 436,377 358,812 99,369 176,934 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,774) 2,083 -2,261 2,796 10,334 13,539 15,213 14,074 -5,439 -4,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 9.4 1.5 68.1 56.1 81.5 67.0 18.5 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 15 11 6 54 56 72 70
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,160,575 COMMITMENTS 542,927 1069,951 439,574 2915,152 2223,244 3897,653 3732,768 262,922 427,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112,720) 21,921 14,219 29,193 61,157 48,202 112,272 91,614 449 21,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 25.7 10.6 70.1 53.4 93.7 89.7 6.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 345) 56 68 65 157 179 249 276
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,944,509 COMMITMENTS 296,216 193,240 482,555 1137,381 1209,822 1916,152 1885,618 28,358 58,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57,456) 69,184 11,031 15,316 -28,706 23,962 55,794 50,309 1,662 7,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 9.9 24.8 58.5 62.2 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 29 41 57 57 72 117 147
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,441 COMMITMENTS 945 762 1,519 6,135 6,491 8,600 8,772 842 669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79) -22 53 -4 119 32 93 81 -14 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 8.1 16.1 65.0 68.8 91.1 92.9 8.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 11 13 24 23 37 38
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,339 COMMITMENTS 13,269 3,854 12,618 13,745 17,117 39,633 33,588 4,707 10,751 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,253) 740 334 803 705 660 2,248 1,797 5 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 8.7 28.5 31.0 38.6 89.4 75.8 10.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 24 18 26 30 30 68 60
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,181 COMMITMENTS 711 423 2,724 7,177 7,465 10,612 10,612 569 569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 399) 25 0 65 256 312 346 378 53 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.8 24.4 64.2 66.8 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 10 11 29 22 42 36
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,398 COMMITMENTS 0 2,856 154 3,187 893 3,341 3,904 1,057 494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 402) 0 220 -1 403 134 402 354 -1 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 65.0 3.5 72.5 20.3 76.0 88.8 24.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 8 4 14 5 18 13
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,048 COMMITMENTS 61,239 64,569 96,608 107,569 88,550 265,416 249,727 21,632 37,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -811) 2,121 -4,420 460 -1,711 2,363 869 -1,598 -1,680 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 22.5 33.7 37.5 30.8 92.5 87.0 7.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 308) 95 104 132 79 81 253 250
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,228 COMMITMENTS 109,755 81,931 94,561 145,515 160,204 349,831 336,696 33,397 46,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,239) 3,194 -3,406 2,283 -3,045 -555 2,431 -1,679 -3,670 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 21.4 24.7 38.0 41.8 91.3 87.9 8.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 425) 134 104 160 138 139 356 337
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,478 COMMITMENTS 3,339 1,320 859 1,452 3,578 5,649 5,757 1,829 1,722 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 2 -40 14 79 10 95 -17 -45 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 17.6 11.5 19.4 47.8 75.5 77.0 24.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 28 11 13 15 18 51 38
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,652 COMMITMENTS 12,875 12,381 15,095 17,162 11,107 45,131 38,582 7,521 14,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,601) -188 -470 1,762 438 -311 2,012 982 -411 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 23.5 28.7 32.6 21.1 85.7 73.3 14.3 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 207) 52 58 57 68 59 153 149
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,029 COMMITMENTS 1,529 10,770 4,508 24,764 13,624 30,801 28,902 1,227 3,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 494) -70 248 -25 568 181 472 404 22 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 33.6 14.1 77.3 42.5 96.2 90.2 3.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 9 12 12 26 36 42 53
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 62,340 COMMITMENTS 9,743 3,814 4,492 47,001 53,504 61,235 61,811 1,105 529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 262) -86 16 168 -107 82 -24 266 287 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 6.1 7.2 75.4 85.8 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 9 7 11 31 31 45 44
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 46,248 COMMITMENTS 4,075 1,043 725 41,438 44,400 46,238 46,168 10 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 877) -550 115 25 1,402 797 877 937 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 2.3 1.6 89.6 96.0 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 6 6 25 20 34 28
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 22,871 COMMITMENTS 345 1,275 680 21,846 20,916 22,871 22,871 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) 0 -100 0 -150 -50 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.6 3.0 95.5 91.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 2 20 17 24 20
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 165,821 COMMITMENTS 9,543 22,606 3,839 152,208 139,116 165,590 165,561 231 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,548) -150 -700 0 -1,398 -848 -1,548 -1,548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 13.6 2.3 91.8 83.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 7 7 5 36 36 45 46
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,246 COMMITMENTS 1,120 7,630 1,006 54,000 47,610 56,126 56,246 120 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,084) -622 246 91 -826 -2,421 -1,358 -2,084 -726 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 13.6 1.8 96.0 84.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 7 5 20 18 30 26
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,595 COMMITMENTS 300 25 25 32,270 32,545 32,595 32,595 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,425) 0 25 0 -1,356 -725 -1,356 -700 -69 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 0.1 99.0 99.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 1 12 13 15 15
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 47,150 COMMITMENTS 4,950 2,050 565 41,469 44,355 46,984 46,970 166 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 0 0 0 405 445 405 445 25 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.3 1.2 88.0 94.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 4 1 25 28 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 77,316 COMMITMENTS 13,409 2,955 1,246 62,381 73,101 77,036 77,302 280 14 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,055) 635 0 0 2,430 3,055 3,065 3,055 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 3.8 1.6 80.7 94.5 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 7 4 4 31 32 39 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 68,169 COMMITMENTS 2,885 840 1,285 63,523 65,779 67,693 67,904 476 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 910) 0 -20 20 880 920 900 920 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.2 1.9 93.2 96.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 3 3 25 25 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 100,417 COMMITMENTS 3,650 170 890 95,247 99,207 99,787 100,267 630 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,604) 0 0 0 1,574 1,614 1,574 1,614 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.2 0.9 94.9 98.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 1 1 27 27 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,925 COMMITMENTS 425 130 20 29,480 29,555 29,925 29,705 0 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,670) -25 -55 0 -1,225 -1,560 -1,250 -1,615 -420 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.4 0.1 98.5 98.8 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 22 17 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 29,160 COMMITMENTS 1,030 300 0 27,860 28,465 28,890 28,765 270 395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,025) -45 0 0 -1,090 -1,405 -1,135 -1,405 110 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.0 0.0 95.5 97.6 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 0 19 18 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 11,130 COMMITMENTS 875 350 50 10,205 10,730 11,130 11,130 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129) -471 150 0 600 -21 129 129 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.1 0.4 91.7 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 1 16 8 20 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 47,778 COMMITMENTS 12,353 965 4,001 30,985 42,324 47,338 47,289 440 489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,205) 2,346 -303 -1,366 -2,143 474 -1,163 -1,195 -42 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 2.0 8.4 64.9 88.6 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 14 5 12 26 29 42 44
CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,278 COMMITMENTS 525 725 0 39,753 39,498 40,278 40,223 0 55 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,125) 105 -120 -5 -1,225 -990 -1,125 -1,115 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.8 0.0 98.7 98.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 3 0 28 23 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 42,670 COMMITMENTS 3,205 2,616 570 38,255 39,484 42,030 42,670 640 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,697) -290 -53 -175 -3,202 -3,469 -3,667 -3,697 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 6.1 1.3 89.7 92.5 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 5 3 24 21 31 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,444 COMMITMENTS 1,760 315 620 43,574 44,899 45,954 45,834 490 610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,190) 180 0 0 795 1,335 975 1,335 215 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.7 1.3 93.8 96.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 21 15 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,373 COMMITMENTS 1,915 2,300 550 50,428 49,978 52,893 52,828 480 545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,500) 510 0 0 835 1,705 1,345 1,705 155 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 4.3 1.0 94.5 93.6 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 1 21 16 24 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 77,979 COMMITMENTS 558 730 769 76,489 76,477 77,816 77,976 163 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,967) 558 -382 -473 -1,869 -1,902 -1,784 -2,757 -1,183 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 1.0 98.1 98.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 2 1 27 28 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 116,061 COMMITMENTS 2,016 4,478 2,380 111,371 109,192 115,768 116,051 293 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,599) 781 -2,376 560 -4,356 -2,623 -3,015 -4,439 -1,584 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.9 2.1 96.0 94.1 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 7 5 27 25 35 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 51,845 COMMITMENTS 200 225 25 51,620 51,595 51,845 51,845 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,475) 0 -125 0 -2,250 -1,475 -2,250 -1,600 -225 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.4 0.0 99.6 99.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 1 13 15 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,849 COMMITMENTS 2,730 1,525 500 34,864 36,749 38,094 38,774 755 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -290) 0 0 0 -230 -290 -230 -290 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 3.9 1.3 89.7 94.6 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 21 19 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 42,414 COMMITMENTS 8,618 3,500 630 32,701 38,264 41,949 42,394 465 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -810) -530 500 0 -590 -1,330 -1,120 -830 310 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 8.3 1.5 77.1 90.2 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 3 2 24 22 32 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 39,111 COMMITMENTS 10 2,486 52 38,950 36,163 39,012 38,701 99 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.1 99.6 92.5 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 15 15 17 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 32,104 COMMITMENTS 0 1,435 0 32,044 30,239 32,044 31,674 60 430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 99.8 94.2 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,158 COMMITMENTS 845 2,305 70 32,757 31,773 33,672 34,148 486 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -50 -100 50 555 605 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.7 0.2 95.9 93.0 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 3 3 21 21 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,509 COMMITMENTS 500 145 125 21,495 22,179 22,120 22,449 389 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 0.6 95.5 98.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 17 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 52,129 COMMITMENTS 1,714 7,381 353 49,967 44,328 52,034 52,062 95 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -601) 40 281 -38 -602 -843 -601 -600 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 14.2 0.7 95.9 85.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 4 4 27 24 35 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 43,186 COMMITMENTS 40 3,310 160 42,634 39,668 42,834 43,138 352 48 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 0 0 0 -90 -110 -90 -110 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.7 0.4 98.7 91.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 3 2 24 19 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,766 COMMITMENTS 2,450 530 25 19,023 21,193 21,498 21,748 268 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -145) 0 9 -75 -70 -79 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 2.4 0.1 87.4 97.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 1 12 15 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,165 COMMITMENTS 870 1,050 0 17,200 17,115 18,070 18,165 95 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.8 0.0 94.7 94.2 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 0 15 9 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,935 COMMITMENTS 600 4,600 50 20,080 16,285 20,730 20,935 205 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 22.0 0.2 95.9 77.8 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 17 9 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 256,247 COMMITMENTS 547 10,445 25,026 230,054 220,776 255,626 256,247 621 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,773) -237 -327 4,133 877 968 4,772 4,773 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.1 9.8 89.8 86.2 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 3 15 16 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CN PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,185 COMMITMENTS 720 0 0 21,285 22,125 22,005 22,125 180 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 95.9 99.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,900 COMMITMENTS 850 25 100 19,639 20,775 20,589 20,900 311 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 0 0 310 310 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.1 0.5 94.0 99.4 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 1 14 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,720 COMMITMENTS 850 25 100 15,543 16,595 16,493 16,720 227 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.1 0.6 93.0 99.3 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 1 14 11 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,915 COMMITMENTS 600 4,375 125 9,895 6,330 10,620 10,830 295 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 40.1 1.1 90.7 58.0 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 14 10 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D5 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,585 COMMITMENTS 600 1,325 75 6,685 6,100 7,360 7,500 225 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 110) 0 0 0 110 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.5 1.0 88.1 80.4 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 1 13 10 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,711 COMMITMENTS 1,175 2,770 255 38,734 37,686 40,164 40,711 547 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) 0 -300 180 -44 325 136 205 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.8 0.6 95.1 92.6 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,780 COMMITMENTS 1,175 2,770 255 38,801 37,755 40,231 40,780 549 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -220) 0 -300 180 -469 -100 -289 -220 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.8 0.6 95.1 92.6 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 1 19 16 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 113,231 COMMITMENTS 6,414 1,344 3,601 102,953 108,021 112,968 112,966 263 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,473) -700 65 580 2,593 1,818 2,473 2,463 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.2 3.2 90.9 95.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 10 2 7 32 27 43 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 132,148 COMMITMENTS 12,654 2,809 1,901 117,348 127,438 131,903 132,148 245 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,663) -300 390 180 3,783 3,093 3,663 3,663 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 2.1 1.4 88.8 96.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 11 5 7 34 32 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 276,737 COMMITMENTS 26,525 35,264 21,997 227,741 219,453 276,264 276,714 474 23 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,455) -283 464 521 -2,701 -3,453 -2,463 -2,468 8 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 12.7 7.9 82.3 79.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 25 13 18 41 45 73 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,728 COMMITMENTS 2,278 425 175 29,012 31,128 31,465 31,728 263 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -330) 0 0 0 -330 -260 -330 -260 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.3 0.6 91.4 98.1 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 1 20 8 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 30,491 COMMITMENTS 1,358 380 695 28,175 29,416 30,228 30,491 263 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -330) 0 0 0 -330 -260 -330 -260 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 2.3 92.4 96.5 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 2 20 8 23 11
CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,478 COMMITMENTS 13,760 5,240 600 39,176 47,732 53,536 53,572 5,942 5,906 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 963) 75 -280 -125 850 1,258 800 853 163 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 8.8 1.0 65.9 80.3 90.0 90.1 10.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 1 16 21 19 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 57,130 COMMITMENTS 15,680 5,240 600 35,561 45,911 51,841 51,751 5,289 5,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 859) -95 -280 -25 605 715 485 410 374 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.2 1.1 62.2 80.4 90.7 90.6 9.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 14 21 17 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,565 COMMITMENTS 810 8,700 140 16,395 8,755 17,345 17,595 3,220 2,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,715) -15 -370 -35 -1,630 -1,245 -1,680 -1,650 -35 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 42.3 0.7 79.7 42.6 84.3 85.6 15.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 1 15 10 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,415 COMMITMENTS 410 8,700 0 16,000 7,925 16,410 16,625 3,005 2,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,960) -50 -355 0 -1,810 -1,515 -1,860 -1,870 -100 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 44.8 0.0 82.4 40.8 84.5 85.6 15.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 16 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064ERM PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,491 COMMITMENTS 12,595 600 0 14,868 26,583 27,463 27,183 3,028 3,308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,020) -325 0 0 -493 -838 -818 -838 -202 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 2.0 0.0 48.8 87.2 90.1 89.2 9.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 10 14 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,265 COMMITMENTS 4,630 1,230 0 29,335 32,735 33,965 33,965 2,300 2,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,460) -475 -355 -25 -1,815 -1,935 -2,315 -2,315 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 3.4 0.0 80.9 90.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,525 COMMITMENTS 4,705 1,180 0 25,870 29,395 30,575 30,575 1,950 1,950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,225) -475 -355 -25 -1,525 -1,645 -2,025 -2,025 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.6 0.0 79.5 90.4 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 0 15 9 18 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,710 COMMITMENTS 2,275 345 210 20,895 23,615 23,380 24,170 1,330 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,565) 435 100 -685 -2,575 -1,645 -2,825 -2,230 260 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 0.8 84.6 95.6 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 16 16 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,455 COMMITMENTS 2,225 245 260 20,705 23,365 23,190 23,870 1,265 585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,805) 325 0 -575 -1,320 -890 -1,570 -1,465 -235 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.0 1.1 84.7 95.5 94.8 97.6 5.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 2 15 15 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,850 COMMITMENTS 8,355 1,975 540 26,885 33,535 35,780 36,050 1,070 800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,245) -490 25 -25 -845 -1,115 -1,360 -1,115 115 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 5.4 1.5 73.0 91.0 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 2 1 15 8 18 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,725 COMMITMENTS 8,800 1,975 125 23,525 30,500 32,450 32,600 1,275 1,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,065) -215 -25 0 -690 -755 -905 -780 -160 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 5.9 0.4 69.8 90.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 2 1 14 9 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 97,130 COMMITMENTS 9,840 2,160 2,915 77,155 84,775 89,910 89,850 7,220 7,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,075) -960 0 -10 -3,170 -4,185 -4,140 -4,195 65 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.2 3.0 79.4 87.3 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 1 2 20 25 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 88,295 COMMITMENTS 8,885 2,290 2,320 69,975 76,510 81,180 81,120 7,115 7,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,950) -1,260 -10 0 -1,860 -3,165 -3,120 -3,175 -830 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.6 2.6 79.3 86.7 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 2 2 19 24 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,885 COMMITMENTS 2,800 3,350 200 24,075 23,595 27,075 27,145 1,810 1,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -840) -25 0 0 -765 -720 -790 -720 -50 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.6 0.7 83.3 81.7 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 3 1 16 20 19 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,400 COMMITMENTS 2,675 1,475 0 19,060 20,210 21,735 21,685 665 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -295) -200 0 0 -165 -295 -365 -295 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 6.6 0.0 85.1 90.2 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 3 0 13 17 14 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 54,200 COMMITMENTS 300 705 1,175 42,360 42,015 43,835 43,895 10,365 10,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) -80 105 -105 95 -90 -90 -90 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.3 2.2 78.2 77.5 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 2 18 22 21 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,785 COMMITMENTS 2,120 400 100 26,395 28,405 28,615 28,905 11,170 10,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,090) -210 0 0 -620 -740 -830 -740 -260 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.0 0.3 66.3 71.4 71.9 72.7 28.1 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 1 15 21 18 22
CFTC#066413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,719 COMMITMENTS 99 298 89 2,900 2,533 3,088 2,920 631 799 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65) -3 21 -13 52 -18 36 -10 29 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 8.0 2.4 78.0 68.1 83.0 78.5 17.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 3 4 19 20 23 26
CFTC#066416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 38,656 COMMITMENTS 3,868 1,251 831 33,558 36,321 38,257 38,403 399 253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 704) -30 85 397 337 177 704 659 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.2 2.1 86.8 94.0 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 6 3 5 30 29 38 35
CFTC#06641A NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 14,682 COMMITMENTS 573 436 192 13,803 13,449 14,568 14,077 114 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 554) 40 20 -160 664 694 544 554 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.0 1.3 94.0 91.6 99.2 95.9 0.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 4 4 20 23 24 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641D BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 11,084 COMMITMENTS 279 738 385 9,988 9,671 10,652 10,794 432 290 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 195) 20 -172 -38 174 405 156 195 39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.7 3.5 90.1 87.3 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 4 4 6 29 31 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641F PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 17,451 COMMITMENTS 299 1,070 310 16,772 15,901 17,381 17,281 70 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 883) -12 78 49 846 714 883 841 0 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.1 1.8 96.1 91.1 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 4 1 19 27 22 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06641G PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 71,880 COMMITMENTS 7,359 5,098 5,009 59,380 61,342 71,748 71,449 132 431 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,385) -137 -428 -63 1,755 2,081 1,555 1,590 -170 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 7.1 7.0 82.6 85.3 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 15 17 26 54 57 84 86
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,473 COMMITMENTS 528 148 157 2,929 3,716 3,614 4,021 859 452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153) -2 2 -38 122 128 82 92 71 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 3.3 3.5 65.5 83.1 80.8 89.9 19.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 3 22 24 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,095 COMMITMENTS 586 3,996 577 43,754 40,039 44,917 44,612 178 483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 695) -161 -885 156 700 1,444 695 715 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.9 1.3 97.0 88.8 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 2 8 3 23 31 28 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 121,158 COMMITMENTS 7,468 10,178 7,835 105,257 102,575 120,560 120,588 598 570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,491) -241 -608 332 3,415 3,763 3,506 3,487 -15 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.4 6.5 86.9 84.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 20 16 26 70 66 102 97 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,653 COMMITMENTS 7,648 2,850 138 35,630 40,330 43,416 43,318 237 335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 78) 255 -439 5 -152 542 108 108 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 6.5 0.3 81.6 92.4 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 7 4 28 35 37 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,744 COMMITMENTS 3,507 2,275 662 32,650 34,342 36,819 37,279 925 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 7 -164 149 1,411 1,607 1,567 1,592 53 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 6.0 1.8 86.5 91.0 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 11 3 8 46 40 59 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,537 COMMITMENTS 2,065 499 120 16,102 17,443 18,287 18,062 250 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 470) -320 -322 47 753 730 480 455 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 2.7 0.6 86.9 94.1 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 2 3 19 27 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,914 COMMITMENTS 6,000 5,229 849 13,272 14,446 20,121 20,524 793 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 519) 28 -6 56 428 408 512 458 7 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 25.0 4.1 63.5 69.1 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 9 5 29 21 37 31
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 923,589 COMMITMENTS 125,783 55,345 291,756 483,377 562,072 900,916 909,173 22,673 14,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,447) -7,299 10,610 16,574 2,349 -15,437 11,624 11,747 822 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 6.0 31.6 52.3 60.9 97.5 98.4 2.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 46 38 67 64 66 144 139
CFTC#06742G CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 44,289 COMMITMENTS 2,690 0 60 41,539 44,229 44,289 44,289 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 792) 0 0 0 792 792 792 792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.1 93.8 99.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 0 1 24 26 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742R ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 15,085 COMMITMENTS 2,010 55 550 12,435 14,430 14,995 15,035 90 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,185) 755 0 -35 465 1,290 1,185 1,255 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.4 3.6 82.4 95.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 3 18 20 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 188,693 COMMITMENTS 3,729 0 0 176,292 175,691 180,021 175,691 8,672 13,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,144) 3,729 0 0 15,145 16,504 18,874 16,504 -2,730 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 93.4 93.1 95.4 93.1 4.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 12 13 12
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,380,912 COMMITMENTS 725,671 90,077 1301,027 1212,082 1897,233 3238,780 3288,337 142,131 92,574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,683) 2,808 -4,600 -4,764 7,628 8,412 5,673 -952 -3,990 2,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 2.7 38.5 35.9 56.1 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 476) 227 96 265 114 118 443 401
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,207 COMMITMENTS 96,129 19,506 36,223 20,350 96,360 152,702 152,089 505 1,118 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,912) 112 -644 4,150 -1,348 -514 2,914 2,992 -3 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 12.7 23.6 13.3 62.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 7 6 15 21 23 31
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,851 COMMITMENTS 67,264 29,874 658 87,448 93,274 155,370 123,806 19,481 51,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,726) 813 26 0 947 2,041 1,760 2,067 -34 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 17.1 0.4 50.0 53.3 88.9 70.8 11.1 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 4 3 14 17 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 161,048 COMMITMENTS 58,888 150 15,737 75,331 129,187 149,957 145,074 11,091 15,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,347) 1,015 -7 -266 562 1,554 1,310 1,280 37 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 0.1 9.8 46.8 80.2 93.1 90.1 6.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 1 9 24 23 34 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 278,133 COMMITMENTS 64,475 100,865 97,314 105,363 71,553 267,152 269,732 10,980 8,401 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,324) 1,991 -1,987 15,803 3,162 1,647 20,956 15,462 -4,632 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 36.3 35.0 37.9 25.7 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 27 24 36 27 26 72 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,160 COMMITMENTS 3,881 34,693 26,838 50,721 20,275 81,441 81,806 720 354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,131) 132 470 -61 -7,341 -7,155 -7,271 -6,746 140 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 42.2 32.7 61.7 24.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 10 9 19 17 29 29
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,088 COMMITMENTS 15,162 5,791 24,554 11,136 19,649 50,853 49,994 235 1,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,642) 515 -74 2,033 93 769 2,640 2,727 2 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 11.3 48.1 21.8 38.5 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 7 8 12 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A71 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,516 COMMITMENTS 0 0 0 155,587 158,991 155,587 158,991 24,929 21,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.2 88.1 86.2 88.1 13.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 22,436 COMMITMENTS 2,875 2,377 260 19,064 19,386 22,199 22,023 237 413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) 0 0 0 85 30 85 30 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 10.6 1.2 85.0 86.4 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 3 2 19 25 24 28
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 303,605 COMMITMENTS 81,525 38,854 62,643 146,412 194,383 290,580 295,880 13,024 7,725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,263) -8,751 -732 -14,096 -14,731 -23,173 -37,579 -38,002 -1,684 -1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 12.8 20.6 48.2 64.0 95.7 97.5 4.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244) 100 60 94 59 49 209 171
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,037 COMMITMENTS 16,743 3,297 654 5,834 19,817 23,231 23,768 1,806 1,268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,619) 2,604 761 167 -469 1,541 2,301 2,469 318 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 13.2 2.6 23.3 79.2 92.8 94.9 7.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 76 31 15 24 37 105 79
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 86,960 COMMITMENTS 46,048 41,910 6,074 23,796 34,597 75,917 82,581 11,043 4,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,673) 487 -1,141 1,221 -721 1,002 986 1,082 687 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 48.2 7.0 27.4 39.8 87.3 95.0 12.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 139 69 29 38 37 192 122
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,143,989 COMMITMENTS 236,887 218,257 263,939 555,728 595,084 1056,553 1077,280 87,436 66,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,094) -516 2,914 3,185 -9,609 -9,619 -6,940 -3,521 1,846 -1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 19.1 23.1 48.6 52.0 92.4 94.2 7.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 275) 77 84 98 94 92 231 221
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 323,275 COMMITMENTS 53,892 95,532 89,042 162,170 129,664 305,104 314,238 18,172 9,038 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,452) 1,065 12,949 -2,099 8,678 -1,550 7,644 9,299 807 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 29.6 27.5 50.2 40.1 94.4 97.2 5.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 547) 194 171 164 153 125 431 391
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 255,771 COMMITMENTS 101,035 52,184 41,744 80,000 147,506 222,779 241,434 32,993 14,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,882) 17,482 -13,606 8,201 -4,346 26,256 21,337 20,850 545 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 20.4 16.3 31.3 57.7 87.1 94.4 12.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 241) 119 60 83 39 43 196 156
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 295,881 COMMITMENTS 125,484 57,882 66,176 86,107 154,002 277,768 278,060 18,113 17,821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,004) 14,697 -7,972 19,786 -12,299 10,714 22,184 22,528 820 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 19.6 22.4 29.1 52.0 93.9 94.0 6.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 135 101 106 49 62 248 225
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 651,671 COMMITMENTS 185,374 69,914 165,996 246,328 383,610 597,698 619,520 53,973 32,151 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,235) 4,562 -3,653 3,379 -2,878 2,708 5,063 2,433 -1,827 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 10.7 25.5 37.8 58.9 91.7 95.1 8.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 386) 218 92 146 55 58 329 245
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,791 COMMITMENTS 12,875 775 536 15,420 27,604 28,831 28,915 2,960 2,876 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,311) 431 -23 311 3,635 3,820 4,377 4,108 -66 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 2.4 1.7 48.5 86.8 90.7 91.0 9.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 2 6 8 14 13
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,427 COMMITMENTS 26,385 44,150 22,094 98,038 75,346 146,518 141,591 28,909 33,836 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,446) -5,577 -4,828 615 -2,969 -4,504 -7,931 -8,717 -515 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 25.2 12.6 55.9 43.0 83.5 80.7 16.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 21 32 20 32 29 65 69
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 102,973 COMMITMENTS 12,946 50,366 6,621 77,721 16,054 97,288 73,041 5,685 29,932 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -241) -3,315 -5,496 5,408 -1,337 -123 757 -211 -998 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 48.9 6.4 75.5 15.6 94.5 70.9 5.5 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 9 26 9 15 15 27 47
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 215,172 COMMITMENTS 64,944 86,847 11,568 134,513 109,280 211,025 207,695 4,147 7,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,789) -5,042 5,820 3,453 13,654 2,412 12,064 11,685 -276 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 40.4 5.4 62.5 50.8 98.1 96.5 1.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167) 45 82 21 19 22 79 114
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 304,032 COMMITMENTS 65,354 59,321 45,081 164,876 160,556 275,311 264,958 28,721 39,074 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,335) -7,374 -5,933 1,257 17,655 15,346 11,539 10,671 -203 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 19.5 14.8 54.2 52.8 90.6 87.1 9.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 127) 35 38 32 30 42 82 98
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,631 COMMITMENTS 60,897 56,418 17,602 86,514 74,374 165,012 148,393 25,618 42,237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,459) 16,187 2,659 -14,404 9,315 12,077 11,098 332 -2,639 8,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 29.6 9.2 45.4 39.0 86.6 77.8 13.4 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 36 32 29 38 36 85 86
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,037 COMMITMENTS 35,155 30,418 3,440 4,079 13,979 42,674 47,836 7,363 2,201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,692) 1,213 1,054 1,047 2,486 2,809 4,746 4,909 -53 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 60.8 6.9 8.2 27.9 85.3 95.6 14.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 81 28 15 8 6 100 40
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 680,977 COMMITMENTS 227,088 149,951 67,142 306,386 393,111 600,617 610,205 80,359 70,772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,400) 6,591 1,164 -26,449 -1,453 6,662 -21,310 -18,623 1,910 -777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 22.0 9.9 45.0 57.7 88.2 89.6 11.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 97 83 72 83 74 209 201
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,440 COMMITMENTS 8,503 37,029 17 33,296 3,781 41,816 40,827 1,624 2,613 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 983) 1,439 -297 -98 -82 623 1,259 228 -276 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 85.2 0.0 76.6 8.7 96.3 94.0 3.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 13 16 3 5 8 19 26
CFTC#111415 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 17,260 COMMITMENTS 6,462 1,081 1,800 3,484 12,452 11,746 15,333 5,514 1,927 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 6.3 10.4 20.2 72.1 68.1 88.8 31.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 3 6 6 13 13 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 469,496 COMMITMENTS 150,374 63,255 97,390 196,555 294,503 444,320 455,148 25,176 14,348 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,867) -16,885 -8,671 839 3,073 -5,454 -12,973 -13,287 -894 -580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 13.5 20.7 41.9 62.7 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 283) 106 47 107 88 104 246 221
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,777 COMMITMENTS 3,657 210 366 5,486 7,712 9,509 8,288 2,268 3,489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 1.8 3.1 46.6 65.5 80.7 70.4 19.3 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 1 2 10 11 14 14
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,101 COMMITMENTS 11,345 0 0 12,615 23,806 23,960 23,806 1,141 1,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) -625 0 0 1,075 50 450 50 -25 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 0.0 0.0 50.3 94.8 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 19 17 21 17
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,699 COMMITMENTS 34,836 27,830 461 26,548 30,169 61,845 58,460 2,854 6,239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,634) 1,529 -1,094 -678 1,515 4,461 2,366 2,689 268 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 43.0 0.7 41.0 46.6 95.6 90.4 4.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 18 42 9 15 13 40 57
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 444,998 COMMITMENTS 136,760 190,106 95,683 185,741 128,625 418,184 414,414 26,814 30,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,530) 6,971 24,128 564 8,320 -8,258 15,855 16,434 1,675 1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 42.7 21.5 41.7 28.9 94.0 93.1 6.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234) 89 85 88 44 37 178 174
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,282 COMMITMENTS 10,442 2,657 583 0 7,415 11,025 10,655 1,257 1,627 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 139) 713 -31 -95 -578 115 40 -11 99 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.0 21.6 4.7 0.0 60.4 89.8 86.8 10.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 11 7 4 0 4 12 14
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 58,946 COMMITMENTS 17,507 5,526 3,438 29,319 41,814 50,264 50,778 8,682 8,168 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,458) 1,355 -2,025 2,452 4,080 6,613 7,886 7,039 572 1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 9.4 5.8 49.7 70.9 85.3 86.1 14.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 39 17 18 37 36 85 63
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 117,892 COMMITMENTS 35,015 11,051 6,876 58,638 83,628 100,529 101,556 17,363 16,336 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,916) 2,709 -4,050 4,903 8,159 13,225 15,772 14,079 1,144 2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 9.4 5.8 49.7 70.9 85.3 86.1 14.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 39 17 18 37 36 85 63
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 849,746 3372,341 ******** ******** ******** ******** ******** 666,3911396,184 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 857,494) 28,227 -3,934 474,856 370,682 425,668 873,766 896,590 -16,272 -39,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 11.0 47.0 48.0 37.4 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 327) 71 107 137 123 133 276 307
CFTC#1330E1 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 5,970 COMMITMENTS 2,873 4,818 517 0 0 3,390 5,335 2,580 635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 352) 156 175 99 0 0 255 274 97 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 80.7 8.7 0.0 0.0 56.8 89.4 43.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 27 28 11 0 0 38 29
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 2,643 COMMITMENTS 1,805 2,182 19 0 0 1,824 2,201 819 442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 87) 92 3 -8 0 0 84 -5 3 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 82.6 0.7 0.0 0.0 69.0 83.3 31.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 12 20 2 0 0 13 21
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 985,141 COMMITMENTS 106,664 65,357 146,913 566,724 622,135 820,301 834,406 164,840 150,735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,841) 3,887 1,883 18,709 32,789 37,483 55,385 58,076 7,456 4,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 6.6 14.9 57.5 63.2 83.3 84.7 16.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 626) 184 119 173 262 250 513 477
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 154,022 COMMITMENTS 15,219 4,879 13,662 101,704 43,741 130,585 62,282 23,437 91,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,628) 1,387 362 2,435 10,357 9,308 14,179 12,105 449 2,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 3.2 8.9 66.0 28.4 84.8 40.4 15.2 59.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 15 13 23 35 29 63 53
CFTC#138747 E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Discr OPEN INTEREST: 8,645 COMMITMENTS 640 1,461 0 6,809 6,583 7,449 8,044 1,196 601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 16.9 0.0 78.8 76.1 86.2 93.0 13.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 2 0 12 9 13 11
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 26,364 COMMITMENTS 0 2,508 0 24,681 22,977 24,681 25,485 1,683 879 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 888) 0 -37 0 15 859 15 822 873 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.5 0.0 93.6 87.2 93.6 96.7 6.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 0 12 17 12 20
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 32,174 COMMITMENTS 6,691 0 0 22,551 31,197 29,242 31,197 2,932 977 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,361) -1,210 0 -1 8,038 6,977 6,827 6,976 534 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 0.0 70.1 97.0 90.9 97.0 9.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 0 0 13 13 18 13
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,155,594 COMMITMENTS 510,641 355,809 612,839 2325,099 2891,971 3448,580 3860,620 707,014 294,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 241,066) 12,377 7,483 81,493 112,158 140,879 206,028 229,854 35,038 11,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 8.6 14.7 56.0 69.6 83.0 92.9 17.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 613) 178 116 167 255 247 496 468 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 46,045 COMMITMENTS 3,081 0 16 40,564 45,362 43,661 45,378 2,384 667 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,497) -21 0 -392 12,390 12,957 11,977 12,565 520 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 88.1 98.5 94.8 98.6 5.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 0 1 15 15 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874I E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,633 COMMITMENTS 3,239 1,417 0 7,655 10,357 10,894 11,774 1,739 859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,601) 625 0 0 2,979 2,442 3,604 2,442 -1,003 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 11.2 0.0 60.6 82.0 86.2 93.2 13.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 1 0 11 15 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 33,235 COMMITMENTS 0 1,978 0 32,148 30,266 32,148 32,244 1,087 991 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,318) 0 627 0 4,387 3,425 4,387 4,052 -69 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 96.7 91.1 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 17 10 17 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 31,498 COMMITMENTS 13,391 1,310 1,028 16,738 28,910 31,157 31,248 341 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,011) 693 8 -140 458 1,143 1,011 1,011 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 4.2 3.3 53.1 91.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 4 5 14 19 24 27
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,308 COMMITMENTS 5,275 3,929 1,342 7,251 8,991 13,868 14,262 440 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 274) 115 3 45 145 261 305 309 -31 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 27.5 9.4 50.7 62.8 96.9 99.7 3.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 5 6 11 6 22 14
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,198 COMMITMENTS 4,402 4,554 2,469 3,091 2,738 9,962 9,761 236 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 48) -247 -120 130 160 50 43 60 5 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 44.7 24.2 30.3 26.8 97.7 95.7 2.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 10 7 5 5 15 18
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,501 COMMITMENTS 13,298 11,696 3,161 38,277 39,290 54,736 54,147 7,765 8,354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,756) -956 -386 108 7,059 6,493 6,212 6,215 544 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.7 5.1 61.2 62.9 87.6 86.6 12.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 62 63 35 89 97 168 178
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 312,503 COMMITMENTS 66,489 58,479 15,803 191,386 196,452 273,678 270,734 38,825 41,769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,779) -4,779 -1,930 540 35,297 32,467 31,058 31,076 2,722 2,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.7 5.1 61.2 62.9 87.6 86.6 12.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 62 63 35 89 97 168 178
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 74,110 COMMITMENTS 62,963 71,208 2,885 8,027 0 73,875 74,093 235 17 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,483) 529 -1,034 2,590 -1,593 0 1,526 1,556 -43 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.0 96.1 3.9 10.8 0.0 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 30 9 3 2 0 34 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,931 COMMITMENTS 45,123 60,715 13,537 70,019 40,871 128,678 115,122 22,253 35,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,920) -6,430 -10,595 -3,712 -8,798 -1,461 -18,940 -15,768 2,019 -1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 40.2 9.0 46.4 27.1 85.3 76.3 14.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 20 34 26 24 23 60 67
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 643,345 COMMITMENTS 165,895 97,475 19,414 421,411 496,331 606,720 613,220 36,625 30,125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72,794) 908 1,855 3,469 56,058 54,575 60,435 59,900 12,359 12,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 15.2 3.0 65.5 77.1 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 78 51 36 137 117 232 188
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,221 COMMITMENTS 6,747 8,898 186 18,160 17,769 25,093 26,853 6,128 4,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,795) -11,261 2,876 -3,258 -2,124 -17,848 -16,643 -18,230 -1,152 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 28.5 0.6 58.2 56.9 80.4 86.0 19.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 15 5 2 14 9 30 15
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,027 COMMITMENTS 14,139 4,834 957 25,570 17,062 40,666 22,853 8,361 26,174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29,295) 3,399 -17,825 -3,717 -15,275 -11,184 -15,593 -32,726 -13,702 3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.9 2.0 52.2 34.8 82.9 46.6 17.1 53.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 9 2 19 18 34 28
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 350,424 COMMITMENTS 52,520 9,624 6,081 273,235 321,342 331,836 337,047 18,588 13,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,528) -556 -2,331 2,249 30,169 31,746 31,862 31,664 8,666 8,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.7 1.7 78.0 91.7 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 32 13 11 79 66 116 86
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,165,907 COMMITMENTS 250,266 83,931 41,030 793,166 978,976 1084,462 1103,937 81,445 61,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 151,553) -6,277 5,814 20,012 98,872 88,012 112,607 113,838 38,946 37,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 7.2 3.5 68.0 84.0 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 402) 130 57 39 176 117 325 195
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,760 COMMITMENTS 3,308 12,804 12,096 28,276 18,796 43,680 43,696 80 64 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,120) -1,725 -1,260 11,847 -42 -448 10,080 10,139 40 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 29.3 27.6 64.6 43.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 6 15 2 7 19 14 35
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,285 COMMITMENTS 17,385 8,382 1,757 2,127 11,116 21,269 21,255 16 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,695) -803 -441 1,757 736 430 1,690 1,746 5 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.7 39.4 8.3 10.0 52.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 13 2 3 14 11 28
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,308 COMMITMENTS 14,741 4,226 886 10,030 30,031 25,657 35,143 13,651 4,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,280) 730 -115 548 926 2,363 2,204 2,796 76 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 10.8 2.3 25.5 76.4 65.3 89.4 34.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 12 6 5 10 10 24 19
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 98,698 COMMITMENTS 18,496 4,195 518 67,011 89,580 86,025 94,293 12,673 4,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,593) -80 324 191 13,182 13,497 13,293 14,012 1,300 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 4.3 0.5 67.9 90.8 87.2 95.5 12.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 14 7 5 46 37 61 48
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 111,404 COMMITMENTS 11,517 2,940 250 99,605 108,121 111,372 111,311 32 93 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) -22,468 0 -23,056 46,322 23,930 798 874 -24 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.6 0.2 89.4 97.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 1 1 16 18 26 20
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,912 COMMITMENTS 6,542 637 559 19,775 25,678 26,876 26,874 36 38 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 252) -150 0 125 277 117 252 242 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 2.4 2.1 73.5 95.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 3 4 29 17 37 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,715 COMMITMENTS 1,460 1,447 400 7,855 7,868 9,715 9,715 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.9 4.1 80.9 81.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 2 3 15 12 23 16
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,187 COMMITMENTS 249 3,306 2,390 11,386 8,142 14,025 13,838 162 349 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33) 13 -124 47 -27 110 33 33 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 23.3 16.8 80.3 57.4 98.9 97.5 1.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 9 9 25 25 34 37
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,525 COMMITMENTS 3,872 4,169 1,511 8,810 8,799 14,193 14,479 332 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,364) 602 309 -42 804 1,077 1,364 1,344 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 28.7 10.4 60.7 60.6 97.7 99.7 2.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 12 11 10 26 23 43 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,191 COMMITMENTS 313 669 225 1,311 839 1,849 1,733 342 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 216) -30 -50 0 224 246 194 196 22 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 30.5 10.3 59.8 38.3 84.4 79.1 15.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 8 2 14 9 18 18
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/12/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,150 COMMITMENTS 10,064 857 2,480 16,543 26,189 29,087 29,526 5,063 4,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,079) 320 142 233 1,299 1,439 1,852 1,814 227 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 2.5 7.3 48.4 76.7 85.2 86.5 14.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 2 4 17 18 23 22