CFTC Commitments of Traders

Futures Only 12/15/18


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CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,571 COMMITMENTS 137,470 135,810 108,335 154,332 142,683 400,137 386,828 30,434 43,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,115) 1,243 -2,509 -4,008 -6,565 -5,402 -9,330 -11,919 -1,785 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 31.5 25.2 35.8 33.1 92.9 89.8 7.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 382) 122 108 114 87 118 280 281
CFTC# 160 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Metric Tons OPEN INTEREST: 18,186 COMMITMENTS 5,264 500 250 12,127 16,506 17,641 17,256 545 930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,279) -950 0 -174 -300 -717 -1,424 -891 145 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.7 1.4 66.7 90.8 97.0 94.9 3.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 2 3 14 15 19 19
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,910 COMMITMENTS 102,078 88,602 53,755 109,348 128,284 265,181 270,641 25,729 20,269 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,941) 4,433 845 1,782 885 5,739 7,100 8,366 -159 -1,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 30.5 18.5 37.6 44.1 91.2 93.0 8.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 92 57 67 83 89 202 190
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 58,596 COMMITMENTS 14,074 20,836 2,258 31,240 25,282 47,572 48,376 11,024 10,220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 648) -185 -472 307 645 1,309 767 1,144 -119 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 35.6 3.9 53.3 43.1 81.2 82.6 18.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 20 13 12 42 35 67 57
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,578,442 COMMITMENTS 404,390 232,680 289,015 719,463 878,146 1412,868 1399,841 165,574 178,601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,364) 11,788 -36,193 -1,297 5,375 46,423 15,866 8,933 -3,502 3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 14.7 18.3 45.6 55.6 89.5 88.7 10.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 808) 180 131 163 295 375 563 607
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,951 COMMITMENTS 2,595 894 31 1,259 3,943 3,885 4,868 2,066 1,083 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96) -55 170 3 130 -20 78 153 18 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 15.0 0.5 21.2 66.3 65.3 81.8 34.7 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 3 1 7 8 23 11
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,226 COMMITMENTS 144,809 138,878 139,873 398,947 368,389 683,629 647,140 55,597 92,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,224) -10,077 -7,057 -5,059 13,633 5,254 -1,503 -6,862 -721 4,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 18.8 18.9 54.0 49.8 92.5 87.5 7.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 562) 130 150 157 176 225 402 452
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 73,819 COMMITMENTS 13,557 13,503 9,272 50,950 51,036 73,779 73,811 40 8 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,211) -860 407 290 1,786 514 1,216 1,211 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 18.3 12.6 69.0 69.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 17 7 4 20 13 39 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 42,621 COMMITMENTS 5,019 24,150 800 36,802 17,671 42,621 42,621 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -99) -99 1 0 0 -100 -99 -99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 56.7 1.9 86.3 41.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 7 1 10 7 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,841 COMMITMENTS 7,611 35,516 50 38,180 10,275 45,841 45,841 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 225 25 0 -225 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 77.5 0.1 83.3 22.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 10 1 12 7 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 31,331 COMMITMENTS 3,970 18,051 200 27,161 13,080 31,331 31,331 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 313) 0 313 0 313 0 313 313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 57.6 0.6 86.7 41.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 6 2 6 10 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 31,695 COMMITMENTS 6,820 7,547 0 24,875 24,148 31,695 31,695 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 250 0 250 0 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 23.8 0.0 78.5 76.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 4 0 11 3 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,970 COMMITMENTS 3,797 3,363 500 27,673 28,107 31,970 31,970 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) -750 -25 0 775 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 10.5 1.6 86.6 87.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 2 1 13 7 19 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 23,968 COMMITMENTS 8,848 5,550 500 14,620 17,918 23,968 23,968 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 36.9 23.2 2.1 61.0 74.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 6 1 11 11 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 30,338 COMMITMENTS 13,909 5,063 0 16,429 25,275 30,338 30,338 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) -250 0 0 350 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 16.7 0.0 54.2 83.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 3 0 9 4 15 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 30,770 COMMITMENTS 8,280 18,850 0 22,490 11,920 30,770 30,770 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -650 0 0 800 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 61.3 0.0 73.1 38.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 6 0 7 6 11 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,527 COMMITMENTS 3,993 3,067 302 37,232 38,158 41,527 41,527 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -771) 150 25 0 -921 -796 -771 -771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.4 0.7 89.7 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 3 1 16 15 21 19
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,523 COMMITMENTS 105,707 112,361 139,287 227,377 227,944 472,371 479,592 38,152 30,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,470) -842 -13,342 -4,324 -18,362 -4,633 -23,528 -22,299 1,058 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 22.0 27.3 44.5 44.6 92.5 93.9 7.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 85 82 116 91 72 246 233
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 977,383 COMMITMENTS 105,699 167,893 16,805 708,019 615,323 830,523 800,021 146,860 177,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,367) 3,822 -6,569 -8,570 7,548 40,857 2,800 25,718 12,567 -10,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 17.2 1.7 72.4 63.0 85.0 81.9 15.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184) 31 38 21 81 84 121 134
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,083,869 COMMITMENTS 66,394 349,527 17,749 855,787 620,569 939,930 987,845 143,939 96,024 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,169) -9,435 -21,003 -5,849 15,918 35,184 634 8,332 535 -7,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 32.2 1.6 79.0 57.3 86.7 91.1 13.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128) 15 19 19 75 65 100 93
CFTC# 2141 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 26,170 COMMITMENTS 5,087 110 2,642 18,288 23,312 26,017 26,064 153 106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,362) 207 0 112 -1,696 -1,469 -1,377 -1,357 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 0.4 10.1 69.9 89.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 4 22 22 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2141 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUT REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 26,147 COMMITMENTS 825 6,751 1,301 23,327 17,934 25,453 25,986 694 161 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,435) 533 553 175 1,778 1,730 2,486 2,458 -51 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 25.8 5.0 89.2 68.6 97.3 99.4 2.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 4 4 23 16 29 21
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,841 COMMITMENTS 2,078 1,292 4,931 24,812 25,586 31,821 31,809 20 32 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,325) 152 -428 246 1,917 2,501 2,315 2,319 10 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.1 15.5 77.9 80.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 7 5 6 30 37 39 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,984 COMMITMENTS 170 912 1,742 6,436 5,883 8,348 8,537 636 447 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 42) 10 -105 -8 45 136 47 23 -5 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.2 19.4 71.6 65.5 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 3 6 22 24 29 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,695 COMMITMENTS 125 0 1,217 6,572 6,809 7,914 8,026 781 669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 122) -69 0 114 133 42 178 156 -56 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 14.0 75.6 78.3 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 0 4 24 29 28 33
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,771 COMMITMENTS 97 1,637 345 2,674 970 3,116 2,952 655 819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 239) 97 103 14 222 122 333 239 -94 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 43.4 9.1 70.9 25.7 82.6 78.3 17.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 7 6 10 9 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,104 COMMITMENTS 1,338 364 2,108 14,933 16,178 18,379 18,650 725 454 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,394) 57 150 -93 1,430 1,337 1,394 1,394 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.9 11.0 78.2 84.7 96.2 97.6 3.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 4 2 20 14 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,915 COMMITMENTS 1,184 5,359 213 5,284 2,081 6,681 7,653 1,234 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 363) 162 199 10 311 121 483 330 -120 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 67.7 2.7 66.8 26.3 84.4 96.7 15.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 6 9 7 23 18 36 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 3,949 COMMITMENTS 211 535 341 3,061 2,985 3,613 3,861 336 88 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 13.5 8.6 77.5 75.6 91.5 97.8 8.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 3 15 15 19 18
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,338 COMMITMENTS 49,277 53,216 73,450 197,868 201,320 320,595 327,986 44,743 37,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -292) -2,110 -3,425 5,577 -5,720 -3,687 -2,253 -1,535 1,961 1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 14.6 20.1 54.2 55.1 87.8 89.8 12.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 196) 49 48 75 82 81 173 168
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,831 COMMITMENTS 0 350 475 30,558 33,466 31,033 34,291 7,798 4,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,077) 0 -50 50 2,532 3,170 2,582 3,170 495 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 1.2 78.7 86.2 79.9 88.3 20.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 1 20 20 21 21
CFTC# 23391 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,149,310 COMMITMENTS 225,942 95,174 526,386 4359,956 4519,194 5112,284 5140,754 37,026 8,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,593) -55,610 12,126 5,536 59,366 -8,301 9,292 9,361 -699 -768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.8 10.2 84.7 87.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 36 29 53 142 113 200 174
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 189,463 COMMITMENTS 60,660 56,258 40,467 87,532 91,068 188,659 187,793 804 1,670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,862) -4,042 -4,938 4,565 3,339 4,235 3,862 3,862 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 29.7 21.4 46.2 48.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 12 8 12 32 25 49 40
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,080 COMMITMENTS 0 5,006 0 246,420 246,734 246,420 251,740 10,660 5,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,578) -217 0 0 -10,753 -11,232 -10,970 -11,232 -608 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 95.9 96.0 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 0 28 25 28 26
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,608 COMMITMENTS 8,087 0 49 116,610 121,566 124,746 121,615 5,862 8,993 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,924) -2,706 0 31 -8,997 -9,250 -11,672 -9,219 748 -1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.0 89.3 93.1 95.5 93.1 4.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 0 1 29 24 33 25
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,907 COMMITMENTS 840 0 0 277,576 288,928 278,416 288,928 16,491 5,979 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,797) -2,496 0 -560 -13,601 -7,984 -16,657 -8,544 -1,140 -9,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 94.1 98.0 94.4 98.0 5.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 0 0 27 27 28 27
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,881 COMMITMENTS 5,228 6,938 10,222 770,221 774,923 785,671 792,083 9,210 2,798 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,684) -432 59 -138 4,219 4,254 3,649 4,175 35 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 1.3 96.9 97.5 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 2 4 39 21 44 25
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,712 COMMITMENTS 0 357 0 386,540 397,575 386,540 397,932 15,172 3,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,612) -425 -493 -186 -23,838 -18,411 -24,449 -19,090 -1,163 -6,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 96.2 99.0 96.2 99.1 3.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 0 1 0 43 43 43 44
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 529,485 COMMITMENTS 2,256 832 458 513,510 522,796 516,224 524,086 13,261 5,399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,482) -2,172 -616 272 -22,582 -23,353 -24,482 -23,697 -2,000 -2,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.1 97.0 98.7 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 1 2 2 34 38 37 40
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,909 COMMITMENTS 90 0 244 292,703 295,209 293,037 295,453 8,872 6,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,877) -5 -302 -1 -12,396 -10,114 -12,402 -10,417 525 -1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.1 97.0 97.8 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 1 0 1 34 30 35 31
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,580 COMMITMENTS 0 234 961 100,716 102,064 101,677 103,259 5,903 4,321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,653) 0 -618 162 -3,458 -4,797 -3,296 -5,253 -2,357 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.9 93.6 94.9 94.5 96.0 5.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 1 1 21 21 22 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 36,417 COMMITMENTS 248 310 0 33,551 35,282 33,799 35,592 2,618 825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,387) 60 -390 -60 -9,749 -9,427 -9,749 -9,877 -638 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 0.0 92.1 96.9 92.8 97.7 7.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 0 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 243,171 COMMITMENTS 0 373 80 236,282 236,921 236,362 237,374 6,809 5,797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,282) 0 20 19 -9,092 -8,130 -9,073 -8,091 -1,209 -2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.2 97.4 97.2 97.6 2.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 1 1 21 27 22 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 152,949 COMMITMENTS 0 1,712 0 142,582 145,926 142,582 147,638 10,367 5,311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,329) -40 0 -563 -8,245 -4,650 -8,848 -5,213 3,519 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 93.2 95.4 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 0 25 19 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 227,617 COMMITMENTS 0 1,712 0 225,104 223,067 225,104 224,779 2,513 2,838 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,119) 0 0 0 -4,633 -8,093 -4,633 -8,093 -2,486 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.9 98.0 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 17 16 17 17
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 17,135 COMMITMENTS 403 961 0 15,814 15,802 16,217 16,763 918 372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,406) -2,070 372 0 -5,800 -7,880 -7,870 -7,508 -536 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.6 0.0 92.3 92.2 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 0 14 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 544,496 COMMITMENTS 12,777 5,830 1,032 518,876 532,909 532,685 539,771 11,811 4,725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,518) -1,977 130 -279 -17,658 -16,081 -19,914 -16,230 -1,604 -5,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.1 0.2 95.3 97.9 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 4 1 2 56 44 61 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 203,775 COMMITMENTS 0 2,058 322 197,630 193,669 197,952 196,049 5,823 7,726 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,469) 0 105 142 -6,908 -4,849 -6,766 -4,602 -703 -2,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.2 97.0 95.0 97.1 96.2 2.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 5 2 28 27 30 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,255 COMMITMENTS 0 0 0 65,415 65,656 65,415 65,656 4,840 4,599 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,396) 0 -464 -136 -6,215 -4,623 -6,351 -5,223 -45 -1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 93.5 93.1 93.5 6.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 19 19 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 174,588 COMMITMENTS 3,261 720 0 170,874 170,800 174,135 171,520 453 3,068 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,145) -2,412 -2,232 0 -21,045 -30,888 -23,457 -33,120 -14,688 -5,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.4 0.0 97.9 97.8 99.7 98.2 0.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 1 0 24 21 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 166,967 COMMITMENTS 11,563 3,200 0 151,727 162,713 163,290 165,913 3,677 1,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -53,223) -6,954 -22,387 0 -43,167 -26,827 -50,121 -49,214 -3,102 -4,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.9 0.0 90.9 97.5 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 6 4 0 39 36 45 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 194,300 COMMITMENTS 1,519 472 0 191,497 192,788 193,016 193,260 1,284 1,040 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,248) -696 472 0 -11,834 -13,004 -12,530 -12,532 -718 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.2 0.0 98.6 99.2 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 1 0 26 25 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 274,401 COMMITMENTS 0 0 0 269,451 264,370 269,451 264,370 4,950 10,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,794) 0 -341 0 -9,015 -7,373 -9,015 -7,714 -779 -2,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 96.3 98.2 96.3 1.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 0 0 37 36 37 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,327 COMMITMENTS 0 0 0 108,682 108,490 108,682 108,490 645 837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,413) 0 0 0 3,522 2,492 3,522 2,492 -1,109 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 10 17 10 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,715 COMMITMENTS 833 0 356 101,806 104,877 102,995 105,233 12,720 10,482 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,299) 540 0 -244 -4,159 -5,056 -3,863 -5,300 -1,436 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.3 88.0 90.6 89.0 90.9 11.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 1 19 18 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 201,731 COMMITMENTS 0 0 0 195,704 197,130 195,704 197,130 6,027 4,601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,075) -530 0 -222 -10,207 -7,335 -10,959 -7,557 884 -2,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.0 97.7 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 18 25 18 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 200,973 COMMITMENTS 0 0 0 195,179 194,897 195,179 194,897 5,794 6,076 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,558) 0 0 0 -5,257 -10,012 -5,257 -10,012 -4,301 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 97.0 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 0 0 23 18 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 78,901 COMMITMENTS 0 0 0 72,915 75,658 72,915 75,658 5,986 3,243 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,371) -217 0 0 -4,028 -5,949 -4,245 -5,949 -126 1,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.4 95.9 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 20 20 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 170,570 COMMITMENTS 4,195 0 0 162,834 165,054 167,029 165,054 3,541 5,516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,543) -372 0 0 -9,790 -9,233 -10,162 -9,233 -1,381 -2,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 95.5 96.8 97.9 96.8 2.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 17 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 159,140 COMMITMENTS 0 1,242 724 147,824 149,152 148,548 151,118 10,592 8,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,988) -248 803 724 -4,737 -7,433 -4,261 -5,906 -727 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.5 92.9 93.7 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 2 29 27 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 46,662 COMMITMENTS 0 0 0 45,595 46,110 45,595 46,110 1,067 552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,360) 0 0 0 -2,820 -4,260 -2,820 -4,260 -2,540 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 98.8 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 233,046 COMMITMENTS 209 0 1,155 222,187 227,465 223,551 228,620 9,495 4,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,817) 209 -926 359 -8,482 -9,739 -7,914 -10,306 -2,903 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.5 95.3 97.6 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 1 0 1 31 32 32 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 146,535 COMMITMENTS 0 3,348 621 142,438 140,078 143,059 144,047 3,476 2,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,458) 0 408 -113 -9,237 -9,329 -9,350 -9,034 892 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.4 97.2 95.6 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 2 23 28 25 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 137,635 COMMITMENTS 0 0 0 131,483 132,985 131,483 132,985 6,152 4,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,387) 0 0 0 4,316 5,938 4,316 5,938 71 -1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 96.6 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 24 16 24 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 62,399 COMMITMENTS 1,041 0 58 55,338 58,774 56,437 58,832 5,962 3,567 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,922) -200 0 0 -2,025 -2,364 -2,225 -2,364 -697 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.1 88.7 94.2 90.4 94.3 9.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 1 14 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 43,487 COMMITMENTS 496 0 0 39,979 40,919 40,475 40,919 3,012 2,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,825) -992 0 0 -7,873 -6,419 -8,865 -6,419 40 -2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 91.9 94.1 93.1 94.1 6.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 0 12 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 229,944 COMMITMENTS 0 0 0 209,755 228,130 209,755 228,130 20,189 1,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 696) 0 0 0 4,321 3,483 4,321 3,483 -3,625 -2,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 99.2 91.2 99.2 8.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 24 17 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 107,252 COMMITMENTS 5,784 8,774 1,183 94,326 95,360 101,293 105,317 5,959 1,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,862) -954 0 150 -6,473 -7,896 -7,277 -7,746 -1,585 -1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 8.2 1.1 87.9 88.9 94.4 98.2 5.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 20 17 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 181,013 COMMITMENTS 0 159 93 177,185 176,942 177,278 177,194 3,735 3,819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,225) 0 31 -31 -14,441 -15,217 -14,472 -15,217 -1,753 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.1 97.9 97.8 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 18 16 19 17
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,276,983 COMMITMENTS 311,329 288,445 409,214 481,335 549,178 1201,878 1246,837 75,105 30,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -485) -3,650 -6,492 1,191 -2,896 2,554 -5,355 -2,747 4,870 2,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 22.6 32.0 37.7 43.0 94.1 97.6 5.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 129 56 127 74 63 268 199
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 498,884 COMMITMENTS 231,288 119,492 70,587 184,862 301,237 486,737 491,316 12,147 7,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,080) 2,273 -4,628 -1,023 3,628 10,069 4,878 4,418 -798 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 24.0 14.1 37.1 60.4 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 27 9 26 45 45 80 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 113,046 COMMITMENTS 29,623 29,897 23,281 52,571 51,067 105,475 104,245 7,571 8,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,127) 3,507 4,042 713 4,051 3,146 8,271 7,901 -144 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 26.4 20.6 46.5 45.2 93.3 92.2 6.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 16 9 23 25 22 50 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 61,977 COMMITMENTS 17,862 5,567 10,702 32,254 44,525 60,818 60,794 1,159 1,183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,279) -1,850 -286 -458 29 -1,535 -2,279 -2,279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.0 17.3 52.0 71.8 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 13 7 12 13 14 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,913 COMMITMENTS 8,780 8,551 12,429 75,946 74,859 97,155 95,839 758 2,074 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,640) 0 581 595 3,029 2,281 3,624 3,457 16 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 8.7 12.7 77.6 76.5 99.2 97.9 0.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 8 11 10 9 22 20
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 26,744 COMMITMENTS 10,623 11,019 1,376 14,027 13,065 26,026 25,460 718 1,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 288) -120 464 72 293 -303 245 233 43 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 41.2 5.1 52.4 48.9 97.3 95.2 2.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 10 10 11 18 15 34 30
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,915 COMMITMENTS 460 1,000 166 1,915 1,342 2,541 2,508 374 407 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 46 -27 -20 299 363 325 316 21 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 34.3 5.7 65.7 46.0 87.2 86.0 12.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 9 4 8 12 16 24
CFTC# 25608 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,609 COMMITMENTS 0 694 100 5,139 4,748 5,239 5,542 370 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 65 20 130 65 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 1.8 91.6 84.6 93.4 98.8 6.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 4 1 16 14 17 18
CFTC# 25651 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,309 COMMITMENTS 8,959 3,807 2,895 29,957 35,296 41,811 41,998 498 311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,982) 781 -240 273 1,132 2,046 2,186 2,079 -204 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 9.0 6.8 70.8 83.4 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 14 9 9 54 51 72 65
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 458,543 COMMITMENTS 84,574 61,815 96,128 224,373 263,178 405,075 421,121 53,468 37,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,910) -4,219 2,060 -1,439 -3,334 -11,029 -8,992 -10,408 82 1,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 13.5 21.0 48.9 57.4 88.3 91.8 11.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 79 57 91 111 88 242 206
CFTC# 3265 EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,249 COMMITMENTS 78 15 604 2,026 1,907 2,708 2,526 541 723 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 16 0 -15 0 -6 1 -21 19 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 18.6 62.4 58.7 83.3 77.7 16.7 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 4 14 16 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,839 COMMITMENTS 946 497 848 2,666 3,246 4,460 4,591 379 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 429) -15 -66 160 264 345 409 439 20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 10.3 17.5 55.1 67.1 92.2 94.9 7.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 3 6 16 15 24 22
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 220,077 COMMITMENTS 74,059 20,684 24,942 106,320 163,775 205,321 209,401 14,756 10,676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -450) -207 -1,705 304 273 1,785 370 384 -820 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 9.4 11.3 48.3 74.4 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 105 53 75 59 67 199 173
CFTC# 3565 HENRY HUB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,045,704 COMMITMENTS 511,587 18,691 21,571 479,892 989,499 1013,050 1029,761 32,654 15,943 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,514) 5,484 754 -1,051 1,363 6,744 5,796 6,447 718 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 1.8 2.1 45.9 94.6 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 13 5 10 38 36 55 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,630 COMMITMENTS 18,606 15,642 23,140 119,307 119,330 161,053 158,112 3,577 6,518 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,208) -4,593 4,781 1,037 2,394 -7,109 -1,162 -1,291 -46 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 9.5 14.1 72.5 72.5 97.8 96.0 2.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 8 12 17 29 27 49 44
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,837 COMMITMENTS 989 1,762 268 5,517 4,424 6,774 6,454 1,063 1,383 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -141) 99 13 -54 -20 -324 25 -365 -166 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 22.5 3.4 70.4 56.5 86.4 82.4 13.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 13 9 9 13 12 31 27
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,654 COMMITMENTS 2,694 7,236 362 11,782 7,227 14,838 14,825 1,816 1,829 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -613) 15 -325 -16 -156 -387 -157 -728 -456 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 43.4 2.2 70.7 43.4 89.1 89.0 10.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 15 25 9 28 11 46 43
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,544,173 COMMITMENTS 349,836 767,073 104,324 1929,908 1500,517 2384,068 2371,914 160,105 172,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100,842) -97,675 -41,998 14,035 -26,911 -68,790 -110,551 -96,753 9,709 -4,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 30.2 4.1 75.9 59.0 93.7 93.2 6.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 337) 53 70 31 154 141 228 221
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,224,835 COMMITMENTS 603,949 997,751 256,282 2933,447 2519,267 3793,678 3773,300 431,157 451,535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,062) -53,250 47,366 -15,557 9,264 -27,609 -59,543 4,200 24,481 -39,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 23.6 6.1 69.4 59.6 89.8 89.3 10.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 423) 83 76 50 187 195 291 300
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,189 COMMITMENTS 87,594 107,588 7,630 495,974 440,741 591,198 555,959 119,991 155,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,984) 9,255 14,557 -1,576 5,231 10,176 12,910 23,157 7,074 -3,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 15.1 1.1 69.7 62.0 83.1 78.2 16.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 14 13 11 62 61 83 78
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,714,846 COMMITMENTS 737,090 1023,183 139,755 3519,151 3192,071 4395,996 4355,009 318,850 359,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,045) 41,090 -20,758 -38,271 -41,360 27,292 -38,541 -31,737 4,496 -2,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 21.7 3.0 74.6 67.7 93.2 92.4 6.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 359) 57 64 33 152 182 223 265
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,036,562 COMMITMENTS 177,151 225,344 559,529 1265,641 1187,357 2002,321 1972,230 34,241 64,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150,236) 26,964 -19,630 6,212 120,422 165,376 153,598 151,958 -3,362 -1,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 11.1 27.5 62.1 58.3 98.3 96.8 1.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 168) 31 47 54 74 76 135 152
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,695 COMMITMENTS 212 2,523 277 5,703 3,435 6,192 6,235 503 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -666) -123 285 -98 -317 -736 -538 -549 -128 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 37.7 4.1 85.2 51.3 92.5 93.1 7.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 12 6 21 20 29 33
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,414 COMMITMENTS 10,858 9,184 1,192 13,617 10,190 25,667 20,566 1,747 6,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,579) -3,007 -1,031 -268 -407 -3,063 -3,682 -4,362 103 783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 33.5 4.3 49.7 37.2 93.6 75.0 6.4 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 27 17 23 20 43 55
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,546 COMMITMENTS 1,359 1,538 310 4,121 4,242 5,790 6,090 756 456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -503) 84 222 -76 -513 -570 -505 -424 2 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 23.5 4.7 63.0 64.8 88.5 93.0 11.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 7 9 6 22 18 33 29
CFTC# 52644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,905 COMMITMENTS 2,915 794 96 715 2,278 3,726 3,168 179 737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 142) 424 -50 -50 -250 174 124 74 18 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.6 20.3 2.5 18.3 58.3 95.4 81.1 4.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 6 5 5 9 12 17
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,000 COMMITMENTS 527 2,581 95 2,389 1,154 3,011 3,830 989 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -577) -109 -608 27 -321 5 -403 -576 -174 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 64.5 2.4 59.7 28.9 75.3 95.8 24.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 4 3 11 4 16 10
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,302 COMMITMENTS 68,663 46,542 43,646 76,805 87,573 189,114 177,761 21,188 32,541 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,573) -534 423 -5,085 744 1,991 -4,875 -2,671 302 -1,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 22.1 20.8 36.5 41.6 89.9 84.5 10.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 92 84 107 55 82 221 217
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,833 COMMITMENTS 123,179 37,846 58,787 127,503 198,168 309,469 294,801 30,364 45,032 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,914) 1,243 -4,052 564 570 5,249 2,377 1,761 2,537 3,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 11.1 17.3 37.5 58.3 91.1 86.7 8.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 404) 119 79 119 110 153 301 306
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,981 COMMITMENTS 982 1,912 316 1,530 716 2,828 2,944 1,153 1,037 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) 60 299 -14 -18 -104 28 181 102 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 48.0 7.9 38.4 18.0 71.0 74.0 29.0 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 12 18 7 13 10 28 33
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,231 COMMITMENTS 16,529 18,942 9,320 14,520 9,120 40,369 37,382 8,862 11,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -661) -46 -915 -135 -1,053 57 -1,234 -993 573 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 38.5 18.9 29.5 18.5 82.0 75.9 18.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 169) 43 57 46 39 40 114 120
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,483 COMMITMENTS 3,167 11,994 661 20,001 10,495 23,829 23,150 654 1,333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,692) -763 -2,816 -20 -2,820 -1,191 -3,603 -4,027 -89 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 49.0 2.7 81.7 42.9 97.3 94.6 2.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 13 21 13 24 18 45 45
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 25,751 COMMITMENTS 6,913 695 82 17,886 24,593 24,881 25,370 870 381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,780) -840 -378 0 -1,890 -2,625 -2,730 -3,003 -1,050 -777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 2.7 0.3 69.5 95.5 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 3 2 23 24 30 29
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 42,590 COMMITMENTS 6,550 1,261 277 35,697 41,051 42,524 42,589 66 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 307) -225 -1 26 506 282 307 307 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 3.0 0.7 83.8 96.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 6 4 3 22 23 29 29
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 22,798 COMMITMENTS 5,050 165 0 17,614 22,613 22,664 22,778 134 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -245) 75 0 -50 -270 -195 -245 -245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.7 0.0 77.3 99.2 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 2 0 14 17 19 19
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 144,334 COMMITMENTS 4,592 2,835 5,215 134,249 136,026 144,056 144,076 278 258 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,953) -393 -1,195 705 -4,134 -3,239 -3,822 -3,729 -4,131 -4,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.0 3.6 93.0 94.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 4 4 5 37 35 45 40
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,007 COMMITMENTS 480 5,492 797 42,665 37,703 43,942 43,992 65 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,016) -112 183 -224 -1,680 -1,975 -2,016 -2,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.5 1.8 97.0 85.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 5 4 16 19 25 25
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,009 COMMITMENTS 183 0 17 25,787 25,992 25,987 26,009 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,458) 33 -175 -33 -1,438 -1,250 -1,438 -1,458 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.1 99.1 99.9 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 1 10 13 12 14
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 45,952 COMMITMENTS 2,395 650 180 43,202 44,992 45,777 45,822 175 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,239) 395 -50 10 -1,609 -979 -1,204 -1,019 -35 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.4 0.4 94.0 97.9 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 1 27 28 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 70,324 COMMITMENTS 15,439 1,025 825 53,661 68,474 69,925 70,324 399 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,973) -609 -305 65 -2,274 -2,401 -2,818 -2,641 -155 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 1.5 1.2 76.3 97.4 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 3 3 31 29 35 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 79,650 COMMITMENTS 5,807 110 1,020 72,551 77,979 79,378 79,109 272 541 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,779) 25 -10 -185 -3,234 -3,339 -3,394 -3,534 -385 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.1 1.3 91.1 97.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 1 2 23 26 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 109,949 COMMITMENTS 6,986 110 700 101,924 108,574 109,610 109,384 339 565 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,010) -475 -10 0 -4,765 -5,899 -5,240 -5,909 -770 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.1 0.6 92.7 98.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 1 1 29 28 35 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 40,700 COMMITMENTS 160 95 125 40,290 40,355 40,575 40,575 125 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -245) -35 15 -25 -190 -230 -250 -240 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.3 99.0 99.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 2 21 19 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 27,385 COMMITMENTS 619 70 95 26,411 27,202 27,125 27,367 260 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45) 20 70 -75 -110 50 -165 45 210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.3 96.4 99.3 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 2 20 22 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 7,900 COMMITMENTS 950 100 0 6,950 7,800 7,900 7,900 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -50 -100 0 -150 -100 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.3 0.0 88.0 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 1 0 13 10 16 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 56,013 COMMITMENTS 4,405 3,393 3,176 48,033 49,437 55,614 56,006 399 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,168) 426 -346 -13 -1,578 -797 -1,165 -1,156 -3 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 6.1 5.7 85.8 88.3 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 11 4 10 30 29 43 41
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,927 COMMITMENTS 1,300 1,850 750 7,574 6,863 9,624 9,463 303 464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -665) 350 0 -400 -605 -405 -655 -805 -10 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 18.6 7.6 76.3 69.1 96.9 95.3 3.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 3 3 13 15 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 52,888 COMMITMENTS 515 100 120 52,238 52,483 52,873 52,703 15 185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,060) 30 0 0 -1,080 -1,055 -1,050 -1,055 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.2 98.8 99.2 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 1 1 22 20 25 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 42,137 COMMITMENTS 2,428 560 240 39,019 41,337 41,687 42,137 450 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,737) 282 -65 -55 -1,694 -1,612 -1,467 -1,732 -270 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.3 0.6 92.6 98.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 2 3 21 25 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 68,998 COMMITMENTS 4,415 300 25 63,870 68,000 68,310 68,325 688 673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,977) -200 0 -75 -1,229 -2,862 -1,504 -2,937 -1,473 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.4 0.0 92.6 98.6 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 1 24 19 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 72,550 COMMITMENTS 4,501 1,800 100 67,156 70,340 71,757 72,240 793 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,512) -980 0 -75 -1,892 -4,272 -2,947 -4,347 -1,565 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.5 0.1 92.6 97.0 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 1 1 26 19 29 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 92,880 COMMITMENTS 45 1,388 367 92,343 91,110 92,755 92,865 125 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,133) 0 -901 274 -1,383 -501 -1,109 -1,128 -24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.4 99.4 98.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 2 2 24 28 26 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 117,869 COMMITMENTS 1,185 2,765 210 116,046 114,841 117,441 117,816 428 53 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,501) -183 -1,096 -138 -3,189 -2,265 -3,510 -3,499 9 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.3 0.2 98.5 97.4 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 3 8 4 23 29 30 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 50,325 COMMITMENTS 0 675 0 50,325 49,650 50,325 50,325 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,045) 0 -50 -200 -1,845 -1,795 -2,045 -2,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 **** 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 4 0 16 17 16 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25MWh OPEN INTEREST: 40,209 COMMITMENTS 0 308 25 40,184 39,876 40,209 40,209 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 0.0 0.8 0.1 99.9 99.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 12 10 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 46,188 COMMITMENTS 650 1,265 670 43,905 44,131 45,225 46,066 963 122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,779) -200 -125 -100 -2,439 -2,039 -2,739 -2,264 -40 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.7 1.5 95.1 95.5 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 2 21 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 55,962 COMMITMENTS 22,830 1,008 215 32,078 54,687 55,123 55,910 839 52 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,837) -180 -865 -35 -1,622 -379 -1,837 -1,279 0 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 1.8 0.4 57.3 97.7 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 1 23 26 28 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 36,685 COMMITMENTS 195 0 285 36,174 36,328 36,654 36,613 31 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -782) 0 0 0 -177 -289 -177 -289 -605 -493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.8 98.6 99.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 18 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 33,622 COMMITMENTS 0 265 0 33,382 33,332 33,382 33,597 240 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -687) 0 0 0 -187 -90 -187 -90 -500 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.3 99.1 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 17 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,664 COMMITMENTS 206 1,035 400 32,871 32,193 33,477 33,628 187 36 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,826) 84 125 -50 -1,031 -1,494 -997 -1,419 -829 -407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.1 1.2 97.6 95.6 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 3 2 21 21 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,910 COMMITMENTS 290 0 360 21,934 22,329 22,584 22,689 326 221 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,802) 55 0 -115 -360 -840 -420 -955 -1,382 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 1.6 95.7 97.5 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 2 17 18 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 45,739 COMMITMENTS 615 876 1,353 43,640 43,481 45,608 45,710 131 29 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,279) 18 -635 142 -1,264 -568 -1,104 -1,061 -175 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.9 3.0 95.4 95.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 4 2 21 24 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,696 COMMITMENTS 1,215 680 65 37,216 37,926 38,496 38,671 200 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,451) 60 5 0 -1,246 -944 -1,186 -939 -265 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.8 0.2 96.2 98.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 3 1 21 20 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 17,210 COMMITMENTS 1,685 0 75 15,257 17,132 17,017 17,207 193 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -221) -221 0 0 0 -221 -221 -221 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.4 88.7 99.5 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 13 13 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,356 COMMITMENTS 3,266 300 530 14,555 17,526 18,351 18,356 5 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,430) -410 -250 50 -1,005 -730 -1,365 -930 -65 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 1.6 2.9 79.3 95.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 2 15 9 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,124 COMMITMENTS 2,659 1,050 800 15,620 17,274 19,079 19,124 45 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,030) -345 -225 270 -755 -300 -830 -255 -200 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 5.5 4.2 81.7 90.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 15 11 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,310 COMMITMENTS 900 100 0 13,755 14,950 14,655 15,050 655 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -550) -30 0 0 -140 -190 -170 -190 -380 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.7 0.0 89.8 97.6 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 13 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,805 COMMITMENTS 900 100 0 18,750 19,445 19,650 19,545 155 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -525) -30 0 0 -15 -65 -45 -65 -480 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.5 0.0 94.7 98.2 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 13 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,536 COMMITMENTS 3,700 2,805 1,020 20,425 21,648 25,145 25,473 391 63 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -716) 845 -200 -135 -1,160 -280 -450 -615 -266 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 11.0 4.0 80.0 84.8 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 1 4 13 15 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 23,206 COMMITMENTS 3,105 2,830 1,060 18,679 19,266 22,844 23,156 362 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -386) 695 -200 -150 -967 68 -422 -282 36 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 12.2 4.6 80.5 83.0 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 2 4 13 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,620 COMMITMENTS 0 875 2,490 46,633 46,251 49,123 49,616 497 4 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,559) -75 290 -210 -1,845 -1,949 -2,130 -1,869 -429 -690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 5.0 94.0 93.2 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 4 4 20 17 24 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,036 COMMITMENTS 245 1,385 2,475 46,063 45,176 48,783 49,036 253 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,561) -320 340 -110 -1,835 -2,031 -2,265 -1,801 -296 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.8 5.0 93.9 92.1 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 4 21 17 25 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 114,871 COMMITMENTS 10,747 10,477 1,898 101,966 102,431 114,611 114,806 260 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,019) 1,388 340 -823 -1,623 -433 -1,058 -916 -961 -1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.1 1.7 88.8 89.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 4 8 36 30 45 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 124,513 COMMITMENTS 8,407 12,133 3,523 112,263 108,792 124,193 124,448 320 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,006) 383 285 -894 -2,663 -2,541 -3,174 -3,150 -1,832 -1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 9.7 2.8 90.2 87.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 6 8 38 34 47 45 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 245,381 COMMITMENTS 19,171 30,525 13,589 211,708 201,106 244,468 245,220 913 161 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,997) -945 -2,408 -4,092 -6,995 -3,536 -12,032 -10,036 -965 -2,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 12.4 5.5 86.3 82.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 21 10 20 47 42 76 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,035 COMMITMENTS 5,800 205 700 22,414 28,130 28,914 29,035 121 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,557) -214 -50 50 -1,351 -1,042 -1,515 -1,042 -1,042 -1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 0.7 2.4 77.2 96.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 5 1 3 21 10 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,910 COMMITMENTS 5,401 1,445 815 21,556 25,650 27,772 27,910 138 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,562) -204 -90 50 -1,801 -1,017 -1,955 -1,057 -607 -1,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 5.2 2.9 77.2 91.9 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 4 20 9 26 13
CFTC# 64 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,252 COMMITMENTS 525 2,640 850 13,362 11,247 14,737 14,737 1,515 1,515 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,030) -125 -75 0 -760 -810 -885 -885 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 16.2 5.2 82.2 69.2 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 1 13 15 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 10,660 COMMITMENTS 50 1,190 660 9,350 8,210 10,060 10,060 600 600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -590) -50 0 -25 -490 -540 -565 -565 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.2 6.2 87.7 77.0 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 3 1 11 15 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 66,313 COMMITMENTS 6,730 4,890 6,830 44,243 45,743 57,803 57,463 8,510 8,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,778) -1,505 -800 -125 -1,772 -2,479 -3,402 -3,404 -376 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 7.4 10.3 66.7 69.0 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 2 16 21 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 64,476 COMMITMENTS 7,010 4,890 6,815 42,997 44,706 56,822 56,411 7,654 8,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,707) -1,465 -800 -225 -1,798 -2,407 -3,488 -3,432 -219 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 7.6 10.6 66.7 69.3 88.1 87.5 11.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 2 14 21 17 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,170 COMMITMENTS 0 11,465 1,530 16,830 5,680 18,360 18,675 3,810 3,495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,395) 0 -170 -1,945 -390 -205 -2,335 -2,320 -60 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 51.7 6.9 75.9 25.6 82.8 84.2 17.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 7 3 16 11 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,330 COMMITMENTS 0 11,415 1,680 16,640 5,540 18,320 18,635 4,010 3,695 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,395) 0 -145 -1,945 -365 -205 -2,310 -2,295 -85 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 51.1 7.5 74.5 24.8 82.0 83.5 18.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 7 3 17 11 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,862 COMMITMENTS 11,235 780 0 14,029 24,237 25,264 25,017 2,598 2,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,907) -985 -50 0 -842 -1,777 -1,827 -1,827 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 2.8 0.0 50.4 87.0 90.7 89.8 9.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 0 10 16 12 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,555 COMMITMENTS 9,165 1,340 2,025 23,240 31,080 34,430 34,445 3,125 3,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,215) -440 -180 25 -1,655 -1,930 -2,070 -2,085 -145 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 3.6 5.4 61.9 82.8 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 3 15 12 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,090 COMMITMENTS 9,050 990 1,825 21,235 29,310 32,110 32,125 2,980 2,965 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,900) -130 -180 -275 -1,245 -1,210 -1,650 -1,665 -250 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 2.8 5.2 60.5 83.5 91.5 91.6 8.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 2 4 15 11 23 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 10,790 COMMITMENTS 0 2,940 260 9,565 6,910 9,825 10,110 965 680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -825) 0 -515 140 -875 -390 -735 -765 -90 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.2 2.4 88.6 64.0 91.1 93.7 8.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 5 3 14 10 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 10,340 COMMITMENTS 0 3,120 140 9,170 6,335 9,310 9,595 1,030 745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -855) 0 -515 40 -770 -285 -730 -760 -125 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.2 1.4 88.7 61.3 90.0 92.8 10.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 5 2 14 9 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 48,240 COMMITMENTS 8,060 12,765 5,035 32,720 28,640 45,815 46,440 2,425 1,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,125) -655 -210 95 -1,420 -1,800 -1,980 -1,915 -145 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 26.5 10.4 67.8 59.4 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 2 5 18 18 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,695 COMMITMENTS 7,505 12,765 4,985 32,690 28,000 45,180 45,750 2,515 1,945 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,035) -380 -210 60 -1,560 -1,700 -1,880 -1,850 -155 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 26.8 10.5 68.5 58.7 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 2 6 17 18 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 42,910 COMMITMENTS 17,495 8,480 1,105 21,685 30,700 40,285 40,285 2,625 2,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,230) -615 -120 -300 -2,085 -2,665 -3,000 -3,085 -230 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 19.8 2.6 50.5 71.5 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 3 4 21 11 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,025 COMMITMENTS 17,050 7,820 1,140 19,305 28,535 37,495 37,495 2,530 2,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,130) -665 -120 -300 -1,910 -2,540 -2,875 -2,960 -255 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 19.5 2.8 48.2 71.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 3 4 20 11 26 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 110,059 COMMITMENTS 10,724 3,160 12,730 77,845 85,379 101,299 101,269 8,760 8,790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,330) 1,105 140 -2,275 -4,460 -3,310 -5,630 -5,445 -700 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.9 11.6 70.7 77.6 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 4 6 25 27 32 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 105,068 COMMITMENTS 10,936 2,595 13,282 71,485 79,739 95,703 95,616 9,365 9,452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,410) 440 185 -1,855 -3,685 -3,125 -5,100 -4,795 -310 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 2.5 12.6 68.0 75.9 91.1 91.0 8.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 3 6 21 25 28 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,895 COMMITMENTS 5,220 4,775 250 24,565 25,080 30,035 30,105 860 790 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,350) -185 300 -115 -835 -1,320 -1,135 -1,135 -215 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 15.5 0.8 79.5 81.2 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 3 1 17 20 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,530 COMMITMENTS 2,600 2,475 360 19,965 20,090 22,925 22,925 605 605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,490) -375 -25 -10 -1,095 -1,445 -1,480 -1,480 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 10.5 1.5 84.8 85.4 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 2 17 18 19 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,730 COMMITMENTS 9,250 695 130 10,275 18,950 19,655 19,775 1,075 955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -540) -100 -250 0 -315 -165 -415 -415 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 3.4 0.6 49.6 91.4 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 2 13 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 59,080 COMMITMENTS 1,200 8,115 135 47,025 40,170 48,360 48,420 10,720 10,660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,340) 300 485 -410 -1,490 -1,675 -1,600 -1,600 -740 -740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 13.7 0.2 79.6 68.0 81.9 82.0 18.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 4 2 20 21 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 45,520 COMMITMENTS 910 4,275 150 30,370 27,615 31,430 32,040 14,090 13,480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,165) -60 -400 0 -1,085 -755 -1,145 -1,155 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 9.4 0.3 66.7 60.7 69.0 70.4 31.0 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 1 18 19 21 21
CFTC# 66413 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tonnes OPEN INTEREST: 3,198 COMMITMENTS 44 146 146 2,356 2,232 2,546 2,524 652 674 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) 0 -15 -6 156 132 150 111 -7 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.6 4.6 73.7 69.8 79.6 78.9 20.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 3 2 18 18 21 21
CFTC# 66416 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 35,223 COMMITMENTS 3,635 2,281 552 30,582 32,094 34,769 34,927 454 296 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 882) 200 -211 81 601 961 882 831 0 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 6.5 1.6 86.8 91.1 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 5 4 4 33 32 40 38
CFTC# 6641 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 15,332 COMMITMENTS 1,357 235 111 13,598 14,537 15,066 14,883 266 449 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 709) 515 0 -20 219 774 714 754 -5 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.5 0.7 88.7 94.8 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 2 21 25 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 10,661 COMMITMENTS 253 99 464 9,387 10,011 10,104 10,574 557 87 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 469) 15 10 25 638 414 678 449 -209 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.9 4.4 88.0 93.9 94.8 99.2 5.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 1 4 30 37 34 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 21,821 COMMITMENTS 15 1,185 171 21,582 20,318 21,768 21,674 53 147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 147) 10 0 -31 168 158 147 127 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.4 0.8 98.9 93.1 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 1 7 1 24 33 25 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6641 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 42000 gallons(1000 barrels) OPEN INTEREST: 58,513 COMMITMENTS 2,807 3,964 3,207 52,110 50,766 58,124 57,937 389 576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 383) 2 159 270 87 -120 359 309 24 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.8 5.5 89.1 86.8 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 16 14 20 55 58 79 85
CFTC# 6665 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,891 COMMITMENTS 271 88 203 1,019 1,302 1,493 1,593 398 298 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 14.3 4.7 10.7 53.9 68.9 79.0 84.2 21.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 5 1 5 12 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,701 COMMITMENTS 363 312 291 3,481 3,807 4,135 4,410 566 291 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 157) -38 109 -18 320 155 264 246 -107 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 6.6 6.2 74.0 81.0 88.0 93.8 12.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 4 5 24 25 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,697 COMMITMENTS 2,816 4,592 469 51,202 49,365 54,487 54,426 210 271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,036) 161 85 -48 2,923 2,999 3,036 3,036 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 8.4 0.9 93.6 90.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 7 4 3 24 38 32 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 112,842 COMMITMENTS 5,949 5,648 5,274 100,275 101,167 111,498 112,089 1,344 753 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,921) -1,556 -1,976 -381 -13,324 -12,912 -15,261 -15,269 340 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.0 4.7 88.9 89.7 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 20 16 23 75 72 107 100 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,281 COMMITMENTS 5,144 2,351 295 32,417 35,002 37,856 37,648 425 633 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,050) 45 0 0 1,005 1,050 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 6.1 0.8 84.7 91.4 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 4 3 32 37 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,036 COMMITMENTS 2,966 3,662 1,144 36,348 35,495 40,458 40,301 578 735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -263) -111 5 190 -328 -368 -249 -173 -14 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.9 2.8 88.6 86.5 98.6 98.2 1.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 9 6 8 45 50 56 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,203 COMMITMENTS 3,755 744 156 14,601 17,829 18,512 18,729 691 474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 351) 130 135 3 38 213 171 351 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 3.9 0.8 76.0 92.8 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 3 4 20 24 27 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,985 COMMITMENTS 2,928 2,107 1,090 16,219 17,461 20,237 20,658 748 327 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 567) -24 115 -82 693 549 587 582 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 10.0 5.2 77.3 83.2 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 6 5 6 34 22 42 31
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 594,504 COMMITMENTS 116,413 56,605 136,366 327,984 389,063 580,763 582,034 13,741 12,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,340) 3,561 5,586 3,016 -841 -4,115 5,736 4,487 -1,396 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 9.5 22.9 55.2 65.4 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 138) 36 29 52 64 64 127 120
CFTC# 6742 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 BARRELS OPEN INTEREST: 41,092 COMMITMENTS 5,030 0 0 35,812 40,836 40,842 40,836 250 256 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,603) 1,410 0 0 7,138 8,638 8,548 8,638 55 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 0.0 87.2 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 0 27 18 28 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 11,628 COMMITMENTS 1,805 330 580 9,063 10,658 11,448 11,568 180 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 563) 135 60 -85 513 588 563 563 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 2.8 5.0 77.9 91.7 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 2 12 14 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6742 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 barrels OPEN INTEREST: 202,983 COMMITMENTS 0 0 0 187,806 189,684 187,806 189,684 15,177 13,299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 285) 0 0 0 -100 230 -100 230 385 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 93.4 92.5 93.4 7.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 16 13 16
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,050,634 COMMITMENTS 504,584 195,078 651,302 801,203 1132,155 1957,089 1978,535 93,545 72,099 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,899) -708 19,932 13,255 -13,323 -30,895 -776 2,292 2,675 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 9.5 31.8 39.1 55.2 95.4 96.5 4.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 125 105 153 93 104 302 287
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,911 COMMITMENTS 57,391 22,555 1,939 84,167 100,798 143,497 125,292 13,414 31,619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,517) 1,342 167 184 2,415 2,831 3,941 3,182 -424 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 14.4 1.2 53.6 64.2 91.5 79.8 8.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 4 3 21 23 26 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,243 COMMITMENTS 6,802 89,157 0 102,322 33,998 109,124 123,155 22,119 8,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) 0 -15 0 450 510 450 495 105 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 67.9 0.0 78.0 25.9 83.1 93.8 16.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 4 0 14 10 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,271 COMMITMENTS 59,803 94,826 45,072 88,214 54,475 193,089 194,373 14,182 12,898 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,734) 3,526 -761 879 -3,291 6,320 1,114 6,438 4,620 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 45.7 21.7 42.6 26.3 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 25 23 36 21 22 67 62
CFTC# 67 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,315 COMMITMENTS 7,843 0 205 121,909 130,832 129,957 131,037 17,358 16,278 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.1 82.8 88.8 88.2 89.0 11.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 1 11 14 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 10,778 COMMITMENTS 1,620 360 0 9,083 10,398 10,703 10,758 75 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,442) -160 0 0 1,677 1,487 1,517 1,487 -75 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 3.3 0.0 84.3 96.5 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 0 19 18 22 19
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 236,098 COMMITMENTS 69,862 63,035 32,021 122,692 132,710 224,575 227,766 11,523 8,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 406) 2,544 2,869 715 -1,585 -2,539 1,674 1,045 -1,268 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 26.7 13.6 52.0 56.2 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211) 77 60 52 58 55 161 145
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,736 COMMITMENTS 17,777 3,532 1,699 4,260 18,882 23,736 24,113 2,000 1,623 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -580) -941 -215 326 53 -631 -562 -520 -18 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 13.7 6.6 16.6 73.4 92.2 93.7 7.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 77 33 14 19 35 101 77
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 82,550 COMMITMENTS 48,259 37,268 5,415 18,839 35,912 72,513 78,595 10,037 3,955 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,722) 2,249 5,884 1,591 1,477 -2,138 5,317 5,337 405 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.5 45.1 6.6 22.8 43.5 87.8 95.2 12.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 116 75 28 38 32 170 122
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 816,921 COMMITMENTS 161,741 136,986 135,154 448,046 495,106 744,941 767,246 71,980 49,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,129) -2,677 -4,763 -3,368 1,368 9,509 -4,677 1,378 3,548 -2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 16.8 16.5 54.8 60.6 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 243) 71 56 82 92 81 203 185
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 259,043 COMMITMENTS 47,247 87,055 48,579 149,794 116,699 245,620 252,333 13,423 6,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,538) 3,781 11,205 4,942 3,596 -2,806 12,319 13,341 1,219 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 33.6 18.8 57.8 45.0 94.8 97.4 5.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 441) 126 134 111 154 113 347 303
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 174,071 COMMITMENTS 71,136 59,880 10,121 64,282 92,161 145,539 162,162 28,532 11,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,838) 1,822 -10,069 -4,233 -3,503 8,958 -5,914 -5,344 76 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 34.4 5.8 36.9 52.9 83.6 93.2 16.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 222) 100 58 50 39 41 162 130
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 208,742 COMMITMENTS 72,307 65,060 43,686 79,614 86,420 195,607 195,166 13,135 13,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,049) -3,041 395 1,015 -5,341 -10,388 -7,367 -8,978 -682 929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 31.2 20.9 38.1 41.4 93.7 93.5 6.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 266) 95 91 84 60 49 199 191
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 402,250 COMMITMENTS 169,600 109,101 53,101 134,285 211,653 356,986 373,855 45,264 28,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,331) -3,419 -14,917 772 -782 18,337 -3,429 4,192 5,760 -1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 27.1 13.2 33.4 52.6 88.7 92.9 11.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 327) 168 81 70 48 51 247 176
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,259 COMMITMENTS 22,401 11,638 7 24,792 35,417 47,200 47,062 2,059 2,197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,414) 1,400 995 -19 11,198 11,665 12,579 12,641 835 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 23.6 0.0 50.3 71.9 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 11 13 1 6 7 18 20
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,530 COMMITMENTS 41,672 53,341 6,581 84,808 62,493 133,061 122,415 28,469 39,115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,780) 2,936 1,669 2,346 1,427 -1,583 6,709 2,432 -1,929 2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 33.0 4.1 52.5 38.7 82.4 75.8 17.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 25 41 19 28 28 62 79
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,518 COMMITMENTS 16,858 35,125 2,004 54,766 20,558 73,628 57,687 7,890 23,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,510) -1,055 -2,583 1,415 1,759 4,720 2,119 3,552 391 -1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 43.1 2.5 67.2 25.2 90.3 70.8 9.7 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 12 16 4 13 16 26 35
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,120 COMMITMENTS 66,195 54,753 6,506 106,915 117,435 179,616 178,694 4,504 5,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,392) 1,881 -5,038 376 -9,680 -2,127 -7,423 -6,789 31 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 29.7 3.5 58.1 63.8 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 134) 47 51 17 17 23 73 83
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,703 COMMITMENTS 47,649 90,068 8,726 176,859 115,270 233,234 214,064 22,469 41,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,999) 3,714 6,383 -87 15,664 13,195 19,291 19,491 708 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 35.2 3.4 69.2 45.1 91.2 83.7 8.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 24 43 14 33 48 61 101
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 213,055 COMMITMENTS 25,495 123,101 4,172 156,500 40,509 186,167 167,782 26,888 45,273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,780) -7,222 -19,382 -261 -6,276 -1,097 -13,759 -20,740 -21 6,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 57.8 2.0 73.5 19.0 87.4 78.8 12.6 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 19 45 19 35 38 65 91
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,006 COMMITMENTS 46,660 8,538 5,437 6,096 47,101 58,193 61,076 5,813 2,930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,277) 1,307 1,634 1,170 3,765 3,508 6,242 6,312 1,035 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 13.3 8.5 9.5 73.6 90.9 95.4 9.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110) 75 21 18 7 7 87 44
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 613,745 COMMITMENTS 146,082 202,369 15,874 341,484 312,735 503,440 530,978 110,305 82,767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 68,208) 1,223 -3,266 -2,884 51,820 55,005 50,159 48,855 18,049 19,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 33.0 2.6 55.6 51.0 82.0 86.5 18.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 85 74 36 87 78 184 176
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,353 COMMITMENTS 7,244 7,257 90 3,279 3,538 10,613 10,885 1,740 1,468 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 981) 496 1,020 3 439 -151 938 872 43 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 58.7 0.7 26.5 28.6 85.9 88.1 14.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 9 14 2 3 8 14 22
CFTC#111415 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 Barrels OPEN INTEREST: 13,967 COMMITMENTS 1,146 2,352 2,448 5,960 7,538 9,554 12,338 4,413 1,629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -89) -50 525 -455 316 -359 -189 -289 100 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 16.8 17.5 42.7 54.0 68.4 88.3 31.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 6 7 9 11 17 18
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,753 COMMITMENTS 131,483 54,345 80,704 172,194 248,031 384,381 383,080 20,372 21,673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -316) 2,818 -1,301 1,735 -5,265 -3,245 -712 -2,811 396 2,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 13.4 19.9 42.5 61.3 95.0 94.6 5.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 75 59 92 88 102 216 211
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 12,715 COMMITMENTS 2,094 800 1,011 9,082 9,869 12,187 11,680 528 1,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) -25 0 -50 945 1,045 870 995 130 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 6.3 8.0 71.4 77.6 95.8 91.9 4.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 3 14 15 17 19
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,587 COMMITMENTS 19,127 34,368 1,370 37,805 20,703 58,302 56,441 4,285 6,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,239) 1,433 -4,623 412 4,120 9,903 5,965 5,692 274 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 54.9 2.2 60.4 33.1 93.2 90.2 6.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 29 30 13 11 14 49 48
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 420,319 COMMITMENTS 143,807 103,710 123,334 125,201 162,862 392,342 389,906 27,977 30,413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,647) 16,983 -12,097 5,732 -8,882 23,558 13,833 17,193 1,814 -1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 24.7 29.3 29.8 38.7 93.3 92.8 6.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211) 74 72 90 39 41 172 159
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,982 COMMITMENTS 13,900 13,345 11,329 2,877 2,159 28,106 26,833 876 2,149 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 48.0 46.0 39.1 9.9 7.4 97.0 92.6 3.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 10 3 4 4 11 16
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 36,811 COMMITMENTS 14,502 3,416 706 15,089 26,781 30,297 30,903 6,515 5,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,725) -989 82 268 -93 -707 -814 -357 -911 -1,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 9.3 1.9 41.0 72.8 82.3 83.9 17.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 25 17 6 32 26 60 46
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 73,622 COMMITMENTS 29,003 6,832 1,412 30,178 53,561 60,593 61,805 13,029 11,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,449) -1,977 163 536 -186 -1,413 -1,627 -714 -1,822 -2,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 9.3 1.9 41.0 72.8 82.3 83.9 17.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 25 17 6 32 26 60 46
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,999 COMMITMENTS 3,503 454 0 27,205 29,831 30,708 30,285 1,291 1,714 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,672) 594 0 0 2,067 1,268 2,661 1,268 11 1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 1.4 0.0 85.0 93.2 96.0 94.6 4.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 0 11 12 14 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 3585,772 3054,702 9705,017 6526,603 ******** ******** 709,4411321,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106,887) -6,581 77,329 -81,665 101,498 171,517 13,252 167,181 93,635 -60,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 24.7 21.1 67.0 45.0 95.1 90.9 4.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 43 119 132 121 136 264 304
CFTC# 1330 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 4,259 COMMITMENTS 2,227 3,140 221 0 264 2,448 3,625 1,811 634 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 437) 329 266 74 0 28 403 368 34 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.3 73.7 5.2 0.0 6.2 57.5 85.1 42.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 28 16 5 0 1 30 20
CFTC#133741 BITCOIN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (5 Bitcoins) OPEN INTEREST: 3,970 COMMITMENTS 3,091 3,331 124 4 173 3,219 3,628 751 342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 669) 453 579 46 4 20 503 645 166 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.9 83.9 3.1 0.1 4.4 81.1 91.4 18.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 18 24 4 1 1 22 26
CFTC#134741 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($2,500 x Contract IMM Index) OPEN INTEREST: 37,418 COMMITMENTS 3,601 8,756 16,743 17,045 11,728 37,389 37,227 29 191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,067) 1,442 6,191 1,840 5,805 1,055 9,087 9,086 -20 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 23.4 44.7 45.6 31.3 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 11 16 7 8 28 25
CFTC#134742 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($4,167 x Contract IMM Index) OPEN INTEREST: 31,854 COMMITMENTS 2,887 6,247 3,804 25,058 19,506 31,749 29,557 105 2,297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,224) 156 3,393 355 7,729 3,427 8,240 7,175 -16 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 19.6 11.9 78.7 61.2 99.7 92.8 0.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 8 11 10 12 26 26
CFTC#135731 CANOLA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (20 Metric Tonnes) OPEN INTEREST: 181,488 COMMITMENTS 45,183 75,137 17,217 117,608 87,988 180,008 180,342 1,480 1,146 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,907) 495 -6,725 -4,985 7,299 14,680 2,809 2,970 98 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 41.4 9.5 64.8 48.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 50 96 31 29 28 95 145
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 693,855 COMMITMENTS 90,457 51,467 29,266 490,802 543,958 610,525 624,691 83,330 69,164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,200) 4,774 -8,794 -1,181 6,424 21,194 10,017 11,218 2,183 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.4 4.2 70.7 78.4 88.0 90.0 12.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 593) 135 89 79 274 260 437 400
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 66,818 COMMITMENTS 6,518 2,364 200 45,865 43,267 52,583 45,831 14,235 20,987 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -408) -647 -195 0 1,478 -3,028 831 -3,223 -1,239 2,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 3.5 0.3 68.6 64.8 78.7 68.6 21.3 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 5 1 19 15 23 21
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 14,697 COMMITMENTS 1,536 0 0 11,585 14,433 13,121 14,433 1,576 264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 78.8 98.2 89.3 98.2 10.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 10 11 10
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 18,810 COMMITMENTS 0 0 0 16,597 18,074 16,597 18,074 2,213 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -516) 0 0 0 368 1,352 368 1,352 -884 -1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.2 96.1 88.2 96.1 11.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 13 13 13
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,135,184 COMMITMENTS 438,055 263,876 126,969 2224,684 2503,454 2789,708 2894,299 345,476 240,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63,040) 21,568 -48,535 -369 24,730 121,108 45,929 72,204 17,111 -9,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 8.4 4.0 71.0 79.9 89.0 92.3 11.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 591) 135 88 77 268 257 430 395 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,622 COMMITMENTS 1,448 0 0 25,453 27,993 26,901 27,993 1,721 629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 88.9 97.8 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 10 12 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 21,157 COMMITMENTS 2,850 348 0 16,840 20,065 19,690 20,413 1,467 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,220) -5 0 0 1,309 1,123 1,304 1,123 -84 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 1.6 0.0 79.6 94.8 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 6 1 0 12 11 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 17,090 COMMITMENTS 503 316 0 15,897 16,309 16,400 16,625 690 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.8 0.0 93.0 95.4 96.0 97.3 4.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 6 14 7 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 18,592 COMMITMENTS 1,131 230 46 15,276 17,118 16,453 17,394 2,139 1,198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -726) 215 230 46 1,573 1,138 1,834 1,414 -2,560 -2,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.2 0.2 82.2 92.1 88.5 93.6 11.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 15 13 18 14
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 30,874 COMMITMENTS 10,049 502 142 20,303 30,129 30,494 30,773 380 101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37) -115 17 0 152 20 37 37 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 1.6 0.5 65.8 97.6 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 4 4 14 17 21 25
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 16,796 COMMITMENTS 3,693 4,297 2,145 10,253 10,259 16,091 16,701 705 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,002) 557 195 229 46 508 832 932 170 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 25.6 12.8 61.0 61.1 95.8 99.4 4.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 5 3 14 5 22 13
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 50,696 COMMITMENTS 9,840 10,449 372 34,530 33,627 44,742 44,448 5,954 6,248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,076) 1,721 265 -420 1,378 2,851 2,679 2,697 -603 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 20.6 0.7 68.1 66.3 88.3 87.7 11.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 52 67 19 87 103 152 177
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 253,480 COMMITMENTS 49,199 52,243 1,860 172,649 168,136 223,708 222,239 29,772 31,241 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,381) 8,606 1,326 -2,100 6,890 14,257 13,396 13,483 -3,015 -3,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 20.6 0.7 68.1 66.3 88.3 87.7 11.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 52 67 19 87 103 152 177
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 37,195 COMMITMENTS 24,099 29,753 6,245 6,653 1,153 36,997 37,151 198 44 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,462) -1,285 11,476 3,675 78 -12,680 2,468 2,471 -6 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.8 80.0 16.8 17.9 3.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 25 16 4 4 1 33 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,414 COMMITMENTS 14,520 60,051 9,929 101,796 46,175 126,245 116,155 22,169 32,259 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -341) -2,223 -7,447 4,816 -2,805 2,405 -212 -226 -129 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 40.5 6.7 68.6 31.1 85.1 78.3 14.9 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 21 30 16 23 25 51 65
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 483,749 COMMITMENTS 73,313 95,171 10,439 378,537 359,169 462,289 464,779 21,460 18,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,741) 4,985 -8,433 -366 5,751 23,555 10,370 14,756 1,371 -3,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 19.7 2.2 78.3 74.2 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 271) 51 40 23 123 115 183 169
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,838 COMMITMENTS 11,012 16,280 4,715 19,240 14,524 34,967 35,519 6,871 6,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,155) 1,951 -1,192 3,621 3,542 4,655 9,114 7,084 1,041 3,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 38.9 11.3 46.0 34.7 83.6 84.9 16.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 20 7 11 12 7 36 22
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,303 COMMITMENTS 27,073 11,979 5,527 36,243 41,913 68,843 59,419 21,460 30,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,553) 264 2,456 4,131 7,295 4,867 11,690 11,454 10,863 11,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 13.3 6.1 40.1 46.4 76.2 65.8 23.8 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 15 21 12 38 31 61 56
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 297,831 COMMITMENTS 61,303 23,532 863 226,989 267,266 289,155 291,661 8,676 6,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,314) 2,108 2,857 27 17,080 10,728 19,215 13,612 -2,901 2,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 7.9 0.3 76.2 89.7 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 31 18 9 77 69 112 92
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,233,703 COMMITMENTS 306,284 89,199 17,355 850,013 1103,982 1173,652 1210,536 60,051 23,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,497) 6,096 -8,217 1,286 5,485 10,349 12,867 3,418 -2,370 7,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 7.2 1.4 68.9 89.5 95.1 98.1 4.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 417) 121 53 37 192 125 330 198
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,630 COMMITMENTS 18,443 10,927 172 10,002 14,509 28,617 25,608 13 3,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,218) -701 -784 9 -503 -292 -1,195 -1,067 -23 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 38.2 0.6 34.9 50.7 **** 89.4 0.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 10 3 5 14 12 25
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,609 COMMITMENTS 14,264 6,294 40 3,276 9,312 17,580 15,646 29 1,963 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -920) -703 -1,763 28 -258 514 -933 -1,221 13 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.0 35.7 0.2 18.6 52.9 99.8 88.9 0.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 10 4 3 10 11 22
CFTC# 261 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 23,854 COMMITMENTS 11,219 14,606 6,751 5,397 2,342 23,367 23,699 487 155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 442) 285 465 37 203 3 525 505 -83 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 61.2 28.3 22.6 9.8 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 17 17 25 11 8 41 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 37,376 COMMITMENTS 18,233 18,024 11,507 5,346 6,985 35,086 36,516 2,290 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 839) -574 -624 1,108 160 -10 694 474 145 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 48.2 30.8 14.3 18.7 93.9 97.7 6.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 24 14 28 10 8 45 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 261 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Day) OPEN INTEREST: 14,365 COMMITMENTS 10,044 5,244 2,337 1,020 6,315 13,401 13,896 964 469 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -180) -180 -45 0 0 -365 -180 -410 0 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.9 36.5 16.3 7.1 44.0 93.3 96.7 6.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 13 10 10 4 5 21 22
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,853 COMMITMENTS 12,139 3,573 618 8,152 26,151 20,909 30,342 14,944 5,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -856) -914 -501 380 -1,314 -1,349 -1,848 -1,470 992 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 10.0 1.7 22.7 72.9 58.3 84.6 41.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 3 3 10 9 20 13
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 67,854 COMMITMENTS 10,456 3,689 295 47,910 58,314 58,661 62,298 9,193 5,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,198) -218 -669 -103 3,518 4,086 3,197 3,314 1,001 884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.4 0.4 70.6 85.9 86.5 91.8 13.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 8 4 2 44 37 52 43
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 44,623 COMMITMENTS 9,087 4,319 236 29,071 34,781 38,394 39,336 6,229 5,287 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,726) -473 551 -4 16,119 16,087 15,642 16,634 84 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 9.7 0.5 65.1 77.9 86.0 88.2 14.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 3 1 14 12 21 15
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 114,614 COMMITMENTS 6,288 4,922 250 108,016 109,345 114,554 114,517 60 97 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,103) -700 0 0 1,803 1,139 1,103 1,139 0 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.3 0.2 94.2 95.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 1 1 16 20 22 22
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,747 COMMITMENTS 3,110 0 100 18,464 21,643 21,674 21,743 73 4 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 375 0 0 565 940 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 0.5 84.9 99.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 0 1 29 18 32 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,790 COMMITMENTS 905 200 1,375 6,510 7,215 8,790 8,790 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.3 15.6 74.1 82.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 1 3 12 8 20 11
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,713 COMMITMENTS 918 1,522 1,275 6,127 5,338 8,320 8,135 393 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13) -25 -12 25 13 0 13 13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 17.5 14.6 70.3 61.3 95.5 93.4 4.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 4 7 17 18 25 27
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,770 COMMITMENTS 2,375 2,480 789 12,492 12,429 15,656 15,698 114 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13) 239 -493 -223 -47 690 -31 -26 18 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 15.7 5.0 79.2 78.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 3 6 28 27 37 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,912 COMMITMENTS 449 455 241 922 1,116 1,612 1,812 300 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 103) -80 -100 50 163 213 133 163 -30 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 23.8 12.6 48.2 58.4 84.3 94.8 15.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 6 4 15 16 21 24
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/11/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,329 COMMITMENTS 10,039 1,606 2,496 14,629 21,542 27,164 25,644 3,165 4,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 758) 401 -76 228 54 606 683 758 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 5.3 8.2 48.2 71.0 89.6 84.6 10.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 2 5 14 13 21 18