CFTC Commitments of Traders

Futures Only 12/09/17


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CANY ORANGE JUICE         CBOE VIX Futures            
CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      
CBOT ETHANOL              CBOT LT US TREASURY BONDS   
CBT 10-YR US T-NOTES      CBT 2-YR US T-NOTES         
CBT 30-DAY FED FUNDS      CBT 5-YR US T-NOTES         
CBT CORN                  CBT OATS                    
CBT ROUGH RICE            CBT SOYBEAN MEAL            
CBT SOYBEAN OIL           CBT SOYBEANS                
CBT US T-BONDS            CBT WHEAT                   
CEI COPPER-GRADE #1       CEI GOLD                    
CEI SILVER                CME FEEDER CATTLE           
CME LIVE CATTLE           CME LIVE HOGS               
CME NASDAQ CONSOLIDATED   CME NASDAQ E-MINI           
CME RANDOM LENGTH LUMBER  CME S&P 400 E-Mini          
CME S&P E MINI            CSCE COCOA                  
CSCE COFFEE C             CSCE SUGAR NO. 11           
DJ UBS Excess Return      Henry Hub natural Gas Swa   
ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        
IMM AUSTRALIAN $          IMM BRAZILIAN REAL          
IMM CANADIAN DOLLAR       IMM EURO FX                 
IMM JAPANESE YEN          IMM MEXICAN PESO            
IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        
IMM POUND STERLING        IMM RUSSIAN RUBLE           
IMM S&P 500 STK INDX      IMM SOUTH AFRICAN RAND      
IMM SWISS FRANC           KCBT WHEAT                  
MGE SPRING WHEAT          NYCE COTTON NO. 2           
NYCE DM/BP XRATE          NYCE US DOLLAR INDEX        
NYME CRUDE OIL            NYME HEATING OIL #2         
NYME NATURAL GAS          NYME PALLADIUM              
NYME PLATINUM             NYME RBOB GASOLINE          
Russell 2000 Mini         WTI Crude Oil Financial     

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,710 COMMITMENTS 168,309 242,380 90,205 196,333 119,289 454,847 451,874 40,863 43,836 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,868) 1,134 -7,084 -9,440 -10,072 -4,104 -18,378 -20,628 -4,490 -2,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 48.9 18.2 39.6 24.1 91.8 91.2 8.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 417) 132 144 103 89 99 277 298
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,714 COMMITMENTS 105,494 110,882 43,200 140,340 137,208 289,034 291,290 23,680 21,424 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,165) 3,744 -984 -2,542 -2,477 3,211 -1,275 -315 -890 -1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 35.5 13.8 44.9 43.9 92.4 93.1 7.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 88 68 66 83 77 197 190
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,004 COMMITMENTS 15,443 10,524 4,868 35,536 42,260 55,847 57,652 13,157 11,352 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 916) -853 2,128 -234 1,675 -1,065 588 829 328 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 15.3 7.1 51.5 61.2 80.9 83.5 19.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 25 12 10 46 40 73 60
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,484,205 COMMITMENTS 404,558 458,266 225,667 675,461 627,406 1305,686 1311,339 178,519 172,866 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -89,031) 15,598 -22,546 -20,530 -66,603 -31,354 -71,535 -74,430 -17,496 -14,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 30.9 15.2 45.5 42.3 88.0 88.4 12.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 763) 177 162 152 264 321 525 565
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,877 COMMITMENTS 2,977 266 276 1,528 5,444 4,781 5,986 2,096 891 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -136) -180 -14 71 44 -241 -65 -184 -71 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 3.9 4.0 22.2 79.2 69.5 87.0 30.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 3 7 11 20 18
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,361 COMMITMENTS 186,618 94,033 137,480 390,431 445,203 714,529 676,716 54,832 92,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,937) 23,165 -6,547 8,263 967 30,221 32,395 31,937 3,542 4,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 12.2 17.9 50.7 57.9 92.9 88.0 7.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 591) 174 127 191 158 215 437 468
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,570 COMMITMENTS 395 125 0 6,170 6,445 6,565 6,570 5 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 6.0 1.9 0.0 93.9 98.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 0 6 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,734 COMMITMENTS 13,665 22,553 20 34,049 25,161 47,734 47,734 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 47.2 0.0 71.3 52.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 10 2 10 6 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 60,583 COMMITMENTS 5,913 5,955 4,663 49,971 49,965 60,547 60,583 36 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,370) 150 -111 900 2,315 2,581 3,365 3,370 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 9.8 7.7 82.5 82.5 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 9 5 16 12 28 23
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149 COMMITMENTS 2,539 886 0 31,605 33,263 34,144 34,149 5 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -100 0 0 0 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.6 0.0 92.6 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 0 9 9 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 36,216 COMMITMENTS 2,740 225 2,096 31,380 33,895 36,216 36,216 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,171) 275 0 746 150 425 1,171 1,171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.6 5.8 86.6 93.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 1 1 9 9 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 38,442 COMMITMENTS 5,713 21,683 387 32,342 16,372 38,442 38,442 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 56.4 1.0 84.1 42.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 2 8 6 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 26,852 COMMITMENTS 5,092 13,020 0 21,760 13,832 26,852 26,852 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) -100 600 0 400 -300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 48.5 0.0 81.0 51.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 9 0 6 5 10 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,955 COMMITMENTS 12,950 11,150 200 14,805 16,605 27,955 27,955 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) -150 0 0 0 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 39.9 0.7 53.0 59.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 1 9 7 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,738 COMMITMENTS 9,745 5,600 100 10,893 15,038 20,738 20,738 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -100 0 0 250 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 27.0 0.5 52.5 72.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 3 1 7 6 14 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 54,513 COMMITMENTS 5,105 3,471 2,824 46,584 48,218 54,513 54,513 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,195) 100 0 1,875 220 320 2,195 2,195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 6.4 5.2 85.5 88.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 7 2 12 11 17 18
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,387 COMMITMENTS 120,470 73,627 106,739 215,338 266,212 442,547 446,578 32,840 28,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,584) -1,748 3,646 6,339 9,838 5,657 14,429 15,642 1,155 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 15.5 22.5 45.3 56.0 93.1 93.9 6.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 312) 110 63 105 90 76 255 213
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,646 COMMITMENTS 188,843 114,301 16,709 419,817 496,114 625,369 627,124 159,277 157,522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -47,839) 7,390 -3,184 -13,490 -11,337 -6,242 -17,437 -22,916 -30,402 -24,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 14.6 2.1 53.5 63.2 79.7 79.9 20.3 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 170) 34 35 19 70 75 110 123
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,596 COMMITMENTS 55,348 156,940 31,712 684,835 618,807 771,895 807,459 126,701 91,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -56,166) 4,541 9,180 -11,681 -15,518 -30,493 -22,658 -32,994 -33,508 -23,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 17.5 3.5 76.2 68.9 85.9 89.9 14.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 19 10 16 66 73 93 92
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,613 COMMITMENTS 4,697 323 3,527 28,359 32,704 36,583 36,554 30 59 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,825) -2,170 -522 1,165 -4,787 -6,459 -5,792 -5,816 -33 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.9 9.6 77.5 89.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 8 5 9 32 39 43 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,752 COMMITMENTS 513 192 554 8,102 8,612 9,169 9,358 583 394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -450) -137 -13 -81 -184 -294 -402 -388 -48 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.0 5.7 83.1 88.3 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 3 8 30 32 39 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,552 COMMITMENTS 863 243 587 6,719 7,538 8,169 8,368 383 184 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,865) -134 -12 3 -1,858 -1,745 -1,989 -1,754 124 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.8 6.9 78.6 88.1 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 6 10 28 38 39 49
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,968 COMMITMENTS 70 1,870 121 3,047 1,181 3,238 3,172 730 796 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -939) -40 -54 -72 -924 -1,102 -1,036 -1,228 97 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 47.1 3.0 76.8 29.8 81.6 79.9 18.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 6 3 14 12 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,126 COMMITMENTS 5 5,507 629 17,230 11,965 17,864 18,101 262 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,168) -15 466 -10 -1,383 -1,634 -1,408 -1,178 240 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.4 3.5 95.1 66.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 4 4 21 20 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,619 COMMITMENTS 939 2,573 59 4,041 2,493 5,039 5,125 580 494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,337) -76 -331 -52 -1,165 -1,041 -1,293 -1,424 -44 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 45.8 1.1 71.9 44.4 89.7 91.2 10.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 6 4 18 16 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,376 COMMITMENTS 730 695 78 4,964 5,136 5,772 5,909 604 467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -399) -25 -103 -65 -332 -297 -422 -465 23 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.9 1.2 77.9 80.6 90.5 92.7 9.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 6 4 19 15 25 21
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 421,613 COMMITMENTS 120,780 65,247 95,384 155,033 230,711 371,197 391,342 50,416 30,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,052) -9,615 -2,465 737 582 -9,914 -8,296 -11,642 -3,756 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 15.5 22.6 36.8 54.7 88.0 92.8 12.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 75 35 80 80 91 191 182
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,363 COMMITMENTS 0 117 670 31,185 32,964 31,855 33,751 8,508 6,612 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,711) 0 -550 -150 -9,765 -8,680 -9,915 -9,380 1,204 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.7 77.3 81.7 78.9 83.6 21.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 14 14 15 15
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,045,932 COMMITMENTS 735,790 86,951 800,407 3476,669 4152,528 5012,866 5039,886 33,066 6,046 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -229,272) -71,746 26,363 -2,170 -147,467 -226,652 -221,383 -202,459 -7,889 -26,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 1.7 15.9 68.9 82.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 53 24 61 135 108 205 176
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 274,177 COMMITMENTS 47,773 157,281 35,834 188,047 80,442 271,654 273,557 2,523 620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,068) 357 -161 2,183 1,528 2,046 4,068 4,068 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 57.4 13.1 68.6 29.3 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 10 16 24 19 44 39
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,789 COMMITMENTS 9,053 6,417 7,997 205,117 217,140 222,167 231,554 13,622 4,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,586) 373 9 -354 10,020 10,538 10,039 10,193 -1,453 -1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.7 3.4 87.0 92.1 94.2 98.2 5.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 3 4 31 27 36 32
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,069 COMMITMENTS 248 2,177 4,164 101,904 99,336 106,316 105,677 3,753 4,392 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,375) -215 -1,485 -399 -6,895 -8,275 -7,509 -10,159 -1,866 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 3.8 92.6 90.2 96.6 96.0 3.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 1 1 28 26 30 27
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,287 COMMITMENTS 0 1,339 3,436 225,538 225,693 228,974 230,468 13,313 11,819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,981) -412 485 687 -7,189 -3,312 -6,914 -2,140 3,933 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.4 93.1 93.2 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 2 25 24 27 26
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,807 COMMITMENTS 684 15,070 2,091 806,320 798,367 809,095 815,528 8,712 2,279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,618) -362 -1,118 -1,137 -30,053 -29,056 -31,552 -31,311 -1,066 -1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.3 98.6 97.6 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 1 2 3 48 33 51 36
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,505 COMMITMENTS 6,080 0 240 386,903 399,867 393,223 400,107 18,282 11,398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,337) 776 -1,711 -1,613 -14,875 -14,559 -15,712 -17,883 3,375 5,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.1 94.0 97.2 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 3 0 1 33 41 36 42
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,207 COMMITMENTS 2,234 1,883 1,628 332,019 336,697 335,881 340,208 8,326 3,999 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,513) 1,335 0 35 -28,112 -25,672 -26,742 -25,637 229 -876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.5 96.5 97.8 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 1 2 39 34 42 37
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,621 COMMITMENTS 2,596 1,911 1,646 217,666 224,590 221,908 228,147 15,713 9,474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,668) 1,034 -1,736 764 -12,828 -6,391 -11,030 -7,363 4,362 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.8 0.7 91.6 94.5 93.4 96.0 6.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 3 29 27 32 32
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 74,228 COMMITMENTS 0 923 0 70,932 67,319 70,932 68,242 3,296 5,986 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,758) 0 -376 0 -4,161 -5,461 -4,161 -5,837 -597 1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 95.6 90.7 95.6 91.9 4.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 21 20 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,064 COMMITMENTS 0 1,085 0 24,545 25,937 24,545 27,022 3,519 1,042 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,366) 0 0 0 -8,198 -7,732 -8,198 -7,732 832 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 87.5 92.4 87.5 96.3 12.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 9 13 9 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,999 COMMITMENTS 1,780 941 1,018 120,939 125,018 123,737 126,977 5,262 2,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,876) 1,043 292 -315 3,728 2,675 4,456 2,652 -580 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.7 0.8 93.8 96.9 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 17 19 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 156,914 COMMITMENTS 0 2,260 0 145,119 150,843 145,119 153,103 11,795 3,811 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,481) 0 2,260 0 -10,619 -10,848 -10,619 -8,588 1,138 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 92.5 96.1 92.5 97.6 7.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 0 20 23 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 94,027 COMMITMENTS 917 0 793 88,642 88,061 90,352 88,854 3,675 5,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,972) -589 0 0 -8,016 -6,287 -8,605 -6,287 633 -1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.8 94.3 93.7 96.1 94.5 3.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 14 14 15 15
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 22,838 COMMITMENTS 12,059 0 0 10,376 22,032 22,435 22,032 403 806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,980) -10,890 -210 0 -5,490 -16,481 -16,380 -16,691 -600 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 0.0 0.0 45.4 96.5 98.2 96.5 1.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 0 0 6 18 11 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 481,313 COMMITMENTS 62,899 2,998 3,073 404,590 465,222 470,562 471,293 10,751 10,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -46,717) -26,719 -2,895 -528 -15,240 -44,226 -42,487 -47,649 -4,230 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.6 0.6 84.1 96.7 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 9 3 6 45 43 57 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 144,566 COMMITMENTS 4,592 4,381 938 134,774 131,507 140,304 136,826 4,262 7,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,628) 665 -2,122 377 -10,413 -7,220 -9,371 -8,965 743 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 0.6 93.2 91.0 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 2 2 23 22 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 71,154 COMMITMENTS 1,768 378 574 66,989 67,367 69,331 68,319 1,823 2,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,362) -186 -56 149 -1,511 -2,562 -1,548 -2,469 186 1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.8 94.1 94.7 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 2 15 15 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,251 COMMITMENTS 26,257 4,712 0 76,126 97,001 102,383 101,713 868 1,538 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74,821) -36,994 -4,196 -1,171 -36,695 -69,619 -74,860 -74,986 39 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 4.6 0.0 73.7 93.9 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 8 5 0 25 30 33 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,542 COMMITMENTS 0 0 0 113,506 112,372 113,506 112,372 1,036 2,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,940) 0 0 0 -12,488 -10,916 -12,488 -10,916 548 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.1 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 270,408 COMMITMENTS 2,158 1,042 940 264,334 262,823 267,432 264,805 2,976 5,603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,309) -1,420 170 -183 -9,578 -11,727 -11,181 -11,740 -128 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.4 0.3 97.8 97.2 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 1 1 1 35 34 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 73,965 COMMITMENTS 2,038 0 420 64,332 69,322 66,790 69,742 7,175 4,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -130) 1,101 -53 -1,143 189 1,503 147 307 -277 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.6 87.0 93.7 90.3 94.3 9.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 1 13 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,181 COMMITMENTS 960 0 1,120 101,497 103,825 103,577 104,945 2,604 1,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,239) 0 -1,612 0 -4,477 -4,262 -4,477 -5,874 -1,762 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 1.1 95.6 97.8 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 33,095 COMMITMENTS 2,245 0 206 27,385 31,315 29,836 31,521 3,259 1,574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,263) 125 0 31 -10,577 -10,396 -10,421 -10,365 158 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.6 82.7 94.6 90.2 95.2 9.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 2 15 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 129,435 COMMITMENTS 9,515 0 498 112,287 121,375 122,300 121,873 7,135 7,562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,964) -1,428 0 0 -7,049 -8,583 -8,477 -8,583 -487 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.4 86.8 93.8 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 20 16 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,868 COMMITMENTS 0 0 0 102,137 106,174 102,137 106,174 7,731 3,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,156) 0 0 0 -6,757 -6,227 -6,757 -6,227 601 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 96.6 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 19 15 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 153,538 COMMITMENTS 2,061 0 0 141,986 148,718 144,047 148,718 9,491 4,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,757) -1,447 -111 -1,170 -6,481 -7,435 -9,098 -8,716 1,341 959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 92.5 96.9 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 164,454 COMMITMENTS 0 5,953 7,583 149,474 147,073 157,057 160,609 7,397 3,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,729) 0 -120 307 -6,105 -6,409 -5,798 -6,222 -1,931 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.6 90.9 89.4 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 3 28 24 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 182,824 COMMITMENTS 4,938 3,535 894 169,192 175,998 175,024 180,427 7,800 2,397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,086) 587 49 189 -6,489 -4,817 -5,713 -4,579 -373 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 0.5 92.5 96.3 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 2 4 1 31 33 34 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 99,191 COMMITMENTS 1,855 0 0 94,234 92,466 96,089 92,466 3,102 6,725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,347) 323 0 0 -7,688 -7,588 -7,365 -7,588 -982 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 95.0 93.2 96.9 93.2 3.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 0 22 23 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 103,526 COMMITMENTS 0 0 0 99,035 100,486 99,035 100,486 4,491 3,040 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,391) 0 0 0 -4,734 -4,625 -4,734 -4,625 -657 -766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 97.1 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 21 20 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 60,832 COMMITMENTS 0 0 0 56,319 58,028 56,319 58,028 4,513 2,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,323) 0 0 0 -2,576 -4,747 -2,576 -4,747 -1,747 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.6 95.4 92.6 95.4 7.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 16 13 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 18,213 COMMITMENTS 217 0 0 15,010 15,829 15,227 15,829 2,986 2,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,243) 217 -810 -31 -8,776 -6,627 -8,590 -7,468 2,347 1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 82.4 86.9 83.6 86.9 16.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 8 13 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 154,655 COMMITMENTS 0 0 0 138,746 151,087 138,746 151,087 15,909 3,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,894) -1,346 0 -651 -5,264 -1,042 -7,261 -1,693 5,367 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 97.7 89.7 97.7 10.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 20 15 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 62,147 COMMITMENTS 1,761 0 0 51,468 60,046 53,229 60,046 8,918 2,101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,719) 279 0 0 -16,626 -16,949 -16,347 -16,949 -372 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 82.8 96.6 85.7 96.6 14.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 16 15 17 15
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,516,674 COMMITMENTS 394,708 516,678 493,655 555,126 460,395 1443,489 1470,728 73,185 45,946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 93,412) 6,947 30,515 31,575 45,663 27,045 84,185 89,135 9,227 4,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 34.1 32.5 36.6 30.4 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 340) 131 113 143 76 66 286 256
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 402,818 COMMITMENTS 220,985 167,180 40,063 126,857 180,214 387,905 387,457 14,913 15,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24,822) -10,928 -9,557 -6,015 -9,467 -11,478 -26,410 -27,050 1,588 2,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 41.5 9.9 31.5 44.7 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 17 15 28 36 35 69 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 109,146 COMMITMENTS 23,465 39,578 15,851 60,089 47,663 99,405 103,092 9,741 6,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,759) 2,480 13 1,375 -54 1,352 3,801 2,740 -1,042 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 36.3 14.5 55.1 43.7 91.1 94.5 8.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 11 19 25 21 22 48 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 44,109 COMMITMENTS 1,423 13,448 8,107 34,093 22,554 43,623 44,109 486 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) -1,198 1,412 944 280 -2,210 26 146 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 30.5 18.4 77.3 51.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 7 11 13 10 12 26 27
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,584 COMMITMENTS 20,727 7,891 5,454 21,021 34,326 47,202 47,671 1,382 913 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,359) 1,897 -163 -1,203 3,494 5,310 4,188 3,944 171 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.2 11.2 43.3 70.7 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 14 14 18 16 15 42 35
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,121 COMMITMENTS 3,557 411 524 601 3,823 4,682 4,758 439 363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 250 35 125 -55 165 320 325 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 8.0 10.2 11.7 74.7 91.4 92.9 8.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 12 2 6 5 8 18 15
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,784 COMMITMENTS 710 737 126 578 659 1,414 1,522 370 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36) -77 115 -40 85 -123 -32 -48 -4 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 41.3 7.1 32.4 36.9 79.3 85.3 20.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 6 6 9 8 20 19
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,878 COMMITMENTS 530 80 170 5,015 5,415 5,715 5,665 163 213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -310) 170 -15 10 -480 -282 -300 -287 -10 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.4 2.9 85.3 92.1 97.2 96.4 2.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 1 3 15 17 20 20
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,653 COMMITMENTS 8,597 3,374 5,696 34,917 40,276 49,210 49,346 443 307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,987) 849 163 231 -4,062 -3,399 -2,982 -3,005 -5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 6.8 11.5 70.3 81.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102) 17 17 13 49 57 75 78
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 438,273 COMMITMENTS 132,696 33,347 67,535 195,344 311,822 395,575 412,704 42,698 25,569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,152) 22,071 -6,023 5,757 -3,855 29,032 23,973 28,766 1,179 -3,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 7.6 15.4 44.6 71.1 90.3 94.2 9.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 107 59 89 93 98 248 215
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,123 COMMITMENTS 538 111 175 830 1,339 1,543 1,625 580 498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -297) 47 26 -108 -257 -133 -318 -215 21 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 5.2 8.2 39.1 63.1 72.7 76.5 27.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 2 5 13 13 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,661 COMMITMENTS 399 147 366 1,593 1,767 2,358 2,280 303 381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -869) -256 -468 66 -768 -548 -958 -950 89 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 5.5 13.8 59.9 66.4 88.6 85.7 11.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 4 3 14 15 21 19
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 249,201 COMMITMENTS 109,496 28,188 18,315 104,845 191,147 232,656 237,650 16,545 11,551 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,828) 8,924 1,501 169 2,162 9,807 11,255 11,477 573 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 11.3 7.3 42.1 76.7 93.4 95.4 6.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 122 71 73 52 70 221 176
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,224,225 COMMITMENTS 623,236 32,664 63,377 499,080 1114,316 1185,693 1210,357 38,532 13,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,104) -2,752 18,784 -5,910 -14,773 -28,001 -23,435 -15,127 10,331 2,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 2.7 5.2 40.8 91.0 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 15 6 15 44 42 64 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,696 COMMITMENTS 9,467 38,523 25,560 158,055 123,906 193,082 187,989 5,614 10,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,233) 951 374 -230 3,012 2,825 3,733 2,969 -500 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 19.4 12.9 79.5 62.4 97.2 94.6 2.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 16 19 29 27 49 48
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,060 COMMITMENTS 3,280 4,240 800 16,740 15,780 20,820 20,820 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,392) -320 -652 0 -2,072 -1,680 -2,392 -2,332 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 20.1 3.8 79.5 74.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 11 3 8 6 14 19
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,166 COMMITMENTS 1,868 2,190 211 6,412 6,460 8,491 8,861 1,675 1,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 112) 248 -166 -24 -157 323 67 133 45 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 21.5 2.1 63.1 63.5 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 16 13 8 19 14 40 31
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,742 COMMITMENTS 4,118 2,687 163 3,998 6,690 8,279 9,540 2,463 1,202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -106) 20 86 95 -126 -264 -11 -83 -95 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 25.0 1.5 37.2 62.3 77.1 88.8 22.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 19 13 7 17 13 41 29
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,766,552 COMMITMENTS 383,346 572,474 54,458 1213,488 976,369 1651,292 1603,301 115,260 163,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80,696) 41,919 -15,386 -27,848 -66,291 -29,122 -52,220 -72,356 -28,476 -8,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 32.4 3.1 68.7 55.3 93.5 90.8 6.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 55 73 31 130 119 201 207
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,273,707 COMMITMENTS 725,954 711,609 142,348 2089,773 1891,798 2958,075 2745,755 315,632 527,952 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -418,334) ******* -8,734 -35,258 -88,296 -199,635 -241,879 -243,627 -176,455-174,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 21.7 4.3 63.8 57.8 90.4 83.9 9.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 392) 70 102 58 142 176 244 304
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 530,075 COMMITMENTS 76,398 82,448 11,799 353,375 283,693 441,572 377,940 88,503 152,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,330) 17,476 1,673 1,153 35,339 57,755 53,968 60,581 -9,638 -16,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 15.6 2.2 66.7 53.5 83.3 71.3 16.7 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 11 11 10 43 50 60 65
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,072,028 COMMITMENTS 544,010 915,498 132,911 2139,128 1587,787 2816,049 2636,196 255,979 435,832 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -317,373) -79,458 30,277 -81,707 -67,712 -192,583 -228,877 -244,013 -88,496 -73,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 29.8 4.3 69.6 51.7 91.7 85.8 8.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 54 72 35 131 148 207 233
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,422,163 COMMITMENTS 90,867 183,253 322,571 977,483 856,508 1390,921 1362,332 31,242 59,831 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97,999) 21,135 23,633 -28,107 -87,101 -92,915 -94,073 -97,389 -3,926 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.9 22.7 68.7 60.2 97.8 95.8 2.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 24 51 54 64 65 125 138
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,686 COMMITMENTS 305 961 320 3,294 2,669 3,919 3,950 767 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,156) 37 68 -102 -1,127 -1,045 -1,192 -1,079 36 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 20.5 6.8 70.3 57.0 83.6 84.3 16.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 11 9 16 19 26 31
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,132 COMMITMENTS 12,908 9,112 636 8,930 11,415 22,474 21,163 2,658 3,969 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,450) -1,247 -1,122 -212 -1,840 -1,793 -3,299 -3,127 -151 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 36.3 2.5 35.5 45.4 89.4 84.2 10.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 17 23 15 18 21 44 50
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,651 COMMITMENTS 897 1,262 477 4,532 4,417 5,906 6,156 745 495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -679) -205 204 17 -386 -798 -574 -577 -105 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.0 7.2 68.1 66.4 88.8 92.6 11.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 7 7 20 17 32 26
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,469 COMMITMENTS 107 2,643 31 2,387 546 2,525 3,220 944 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -483) -75 -359 18 -240 -50 -297 -391 -186 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 76.2 0.9 68.8 15.7 72.8 92.8 27.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 5 3 12 6 16 13
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,848 COMMITMENTS 102,084 47,167 34,263 98,601 129,505 234,948 210,935 17,900 41,913 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,300) 4,507 800 -1,021 -873 2,121 2,613 1,900 -313 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 18.7 13.6 39.0 51.2 92.9 83.4 7.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 299) 98 79 104 56 89 217 227
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,073 COMMITMENTS 157,125 32,587 40,257 137,501 237,761 334,883 310,605 26,190 50,468 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,882) -5,763 -1,557 -9,852 -663 -4,485 -16,278 -15,894 -1,604 -1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 9.0 11.1 38.1 65.8 92.7 86.0 7.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 420) 126 81 108 93 172 283 322
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,377 COMMITMENTS 3,406 1,908 345 950 3,115 4,701 5,368 1,676 1,009 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24) -19 -19 -55 23 121 -51 47 27 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 29.9 5.4 14.9 48.8 73.7 84.2 26.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 32 14 9 14 25 53 43
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,376 COMMITMENTS 28,028 14,045 9,155 12,741 15,812 49,924 39,012 7,452 18,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,015) -275 775 -585 1,458 488 598 678 417 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 24.5 16.0 22.2 27.6 87.0 68.0 13.0 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223) 57 61 59 40 74 139 169
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,013 COMMITMENTS 1,229 12,648 844 22,362 10,303 24,435 23,795 578 1,218 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,937) -196 -1,022 -4 -1,840 -614 -2,040 -1,640 103 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 50.6 3.4 89.4 41.2 97.7 95.1 2.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 11 18 13 18 22 38 44
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 67,194 COMMITMENTS 15,419 4,354 1,277 49,561 61,040 66,257 66,671 937 523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,839) -1,685 -49 605 -1,738 -3,331 -2,818 -2,775 -21 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 6.5 1.9 73.8 90.8 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 10 6 9 33 30 47 41
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 35,337 COMMITMENTS 2,750 400 775 31,812 34,162 35,337 35,337 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -810) -800 50 300 -310 -1,160 -810 -810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.1 2.2 90.0 96.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 2 3 22 19 29 24
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 20,884 COMMITMENTS 350 625 425 20,109 19,834 20,884 20,884 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,250) -100 -300 25 -1,175 -975 -1,250 -1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.0 2.0 96.3 95.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 2 19 17 21 20
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,111 COMMITMENTS 10,317 23,978 4,033 157,481 143,880 171,831 171,891 280 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,135) 826 -1,245 -222 -4,938 -2,878 -4,334 -4,345 199 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.9 2.3 91.5 83.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 8 6 4 39 35 49 43
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,147 COMMITMENTS 2,557 10,650 1,550 51,680 43,947 55,787 56,147 360 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -480) -995 150 550 -385 -1,180 -830 -480 350 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 19.0 2.8 92.0 78.3 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 9 5 6 19 22 31 31
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,052 COMMITMENTS 0 450 300 30,732 29,927 31,032 30,677 20 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,875) 0 75 0 2,855 2,445 2,855 2,520 20 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.0 99.0 96.4 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 11 15 12 17
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 61,366 COMMITMENTS 1,705 5,000 445 59,069 55,731 61,219 61,176 147 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,787) 120 975 -95 -1,800 -2,662 -1,775 -1,782 -12 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 8.1 0.7 96.3 90.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 5 3 27 27 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 66,577 COMMITMENTS 1,130 2,595 135 65,040 63,597 66,305 66,327 272 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -712) -210 1,100 -190 -305 -1,622 -705 -712 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.9 0.2 97.7 95.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 2 8 1 31 26 33 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 63,484 COMMITMENTS 1,771 20,250 445 61,217 42,689 63,433 63,384 51 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,151) 94 0 -4 -3,220 -3,120 -3,130 -3,124 -21 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 31.9 0.7 96.4 67.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 1 25 26 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 90,180 COMMITMENTS 2,691 20,850 55 87,434 69,125 90,180 90,030 0 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,715) 49 0 0 -2,763 -2,695 -2,714 -2,695 -1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 23.1 0.1 97.0 76.7 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 2 1 28 27 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,324 COMMITMENTS 500 0 0 32,819 33,204 33,319 33,204 5 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 685) 0 0 0 685 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 99.6 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 21 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 35,798 COMMITMENTS 1,275 515 25 34,438 35,258 35,738 35,798 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 1,045 1,045 1,045 1,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.4 0.1 96.2 98.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 1 23 20 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 10,985 COMMITMENTS 1,250 100 0 9,735 10,885 10,985 10,985 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 11.4 0.9 0.0 88.6 99.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 0 14 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 23,431 COMMITMENTS 6,060 210 1,900 15,257 21,026 23,217 23,136 214 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 300 0 0 -100 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 0.9 8.1 65.1 89.7 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 3 21 22 27 27
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,994 COMMITMENTS 300 499 800 5,754 5,370 6,854 6,669 140 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.1 11.4 82.3 76.8 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 2 14 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,223 COMMITMENTS 100 350 0 42,123 41,753 42,223 42,103 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19) 0 0 0 19 19 19 19 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.0 99.8 98.9 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 26 24 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,066 COMMITMENTS 1,700 730 0 45,431 47,086 47,131 47,816 935 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -140) -250 0 0 110 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.5 0.0 94.5 98.0 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 4 0 27 21 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,990 COMMITMENTS 1,000 225 60 43,750 44,445 44,810 44,730 180 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,259) -115 15 -15 -3,129 -3,234 -3,259 -3,234 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 0.1 97.2 98.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 20 16 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 51,446 COMMITMENTS 1,380 1,700 140 49,926 49,546 51,446 51,386 0 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,467) -265 -15 0 -3,202 -3,452 -3,467 -3,467 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.3 97.0 96.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 22 16 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 86,038 COMMITMENTS 472 819 903 82,938 83,334 84,313 85,056 1,725 982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -116) 72 -25 -527 -1,159 -292 -1,614 -844 1,498 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 1.0 96.4 96.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 2 1 26 29 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 113,838 COMMITMENTS 3,036 2,198 1,328 107,690 109,805 112,054 113,331 1,784 507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,759) 260 -341 321 1,818 3,537 2,399 3,517 1,360 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 1.2 94.6 96.5 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 6 5 29 29 37 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 33,837 COMMITMENTS 200 275 0 33,256 31,987 33,456 32,262 381 1,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 50 0 -83 -1,375 -83 -1,325 333 1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.8 0.0 98.3 94.5 98.9 95.3 1.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 14 13 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 35,141 COMMITMENTS 2,362 2,100 303 32,190 32,558 34,855 34,961 286 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,393) 628 0 -35 -1,970 -1,358 -1,377 -1,393 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.0 0.9 91.6 92.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 1 3 23 19 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 40,507 COMMITMENTS 6,870 1,400 500 32,707 38,607 40,077 40,507 430 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,870) 375 0 -100 -2,135 -1,770 -1,860 -1,870 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 3.5 1.2 80.7 95.3 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 1 23 22 27 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,182 COMMITMENTS 50 2,740 160 42,927 40,277 43,137 43,177 45 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,543) -100 -125 0 -1,418 -1,418 -1,518 -1,543 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.3 0.4 99.4 93.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 22 18 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 36,396 COMMITMENTS 0 2,285 0 36,349 33,986 36,349 36,271 47 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,274) -150 -25 0 -1,102 -1,244 -1,252 -1,269 -22 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 99.9 93.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,927 COMMITMENTS 1,996 1,690 41 24,338 25,101 26,375 26,832 552 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,841) 51 -505 -46 -1,764 -1,340 -1,759 -1,891 -82 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.3 0.2 90.4 93.2 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 1 1 21 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,007 COMMITMENTS 1,454 595 320 19,963 21,002 21,737 21,917 270 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,410) -79 -270 0 -2,316 -2,120 -2,395 -2,390 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.7 1.5 90.7 95.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 17 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,995 COMMITMENTS 365 7,190 576 49,865 43,214 50,806 50,980 189 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,967) 35 -50 -199 -2,766 -2,718 -2,930 -2,967 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 14.1 1.1 97.8 84.7 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 4 1 28 23 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,121 COMMITMENTS 110 2,826 195 37,396 35,094 37,701 38,115 420 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,071) -10 6 -100 -961 -981 -1,071 -1,075 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.4 0.5 98.1 92.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 3 2 25 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 24,383 COMMITMENTS 75 2,800 225 24,083 21,358 24,383 24,383 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -575) -25 150 -175 -375 -550 -575 -575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.5 0.9 98.8 87.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 14 15 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,910 COMMITMENTS 1,540 0 0 13,065 14,890 14,605 14,890 305 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -915) -85 0 0 -715 -915 -800 -915 -115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 87.6 99.9 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 0 0 17 12 21 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,020 COMMITMENTS 1,310 0 0 13,460 15,000 14,770 15,000 250 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -925) -110 0 0 -805 -925 -915 -925 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.0 89.6 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 19 12 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 820 COMMITMENTS 320 100 0 480 720 800 820 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -861) -336 -105 0 -504 -756 -840 -861 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 12.2 0.0 58.5 87.8 97.6 **** 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 0 8 9 10 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,650 COMMITMENTS 720 0 0 13,870 14,170 14,590 14,170 60 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -100 0 0 -110 -200 -210 -200 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 94.7 96.7 99.6 96.7 0.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 11 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,840 COMMITMENTS 720 0 0 16,060 16,360 16,780 16,360 60 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -100 0 0 -110 -200 -210 -200 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 95.4 97.1 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 10 13 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,055 COMMITMENTS 0 0 0 10,790 11,045 10,790 11,045 265 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 99.9 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,305 COMMITMENTS 25 750 200 21,739 21,355 21,964 22,305 341 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,490) -135 325 -125 -1,410 -1,690 -1,670 -1,490 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.4 0.9 97.5 95.7 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 4 1 17 15 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,987 COMMITMENTS 25 550 200 18,010 18,235 18,235 18,985 752 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,555) -135 125 -125 -1,461 -1,555 -1,721 -1,555 166 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.9 1.1 94.9 96.0 96.0 **** 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 1 15 14 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,795 COMMITMENTS 0 25 0 7,780 7,650 7,780 7,675 15 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,130) 0 -25 0 -1,115 -1,095 -1,115 -1,120 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 99.8 98.1 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,840 COMMITMENTS 0 0 0 6,825 6,720 6,825 6,720 15 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -680) 0 0 0 -665 -670 -665 -670 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 98.2 99.8 98.2 0.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,137 COMMITMENTS 457 2,965 0 24,471 22,112 24,928 25,077 209 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,197) -23 -25 -2 -1,334 -1,230 -1,359 -1,257 162 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 11.8 0.0 97.4 88.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 15 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,562 COMMITMENTS 457 2,965 0 24,894 22,524 25,351 25,489 211 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,588) -23 -50 -2 -1,737 -1,581 -1,762 -1,633 174 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 11.6 0.0 97.4 88.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 15 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 107,192 COMMITMENTS 3,840 5,415 615 102,447 101,083 106,902 107,113 290 79 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,453) 30 480 -120 -4,363 -4,858 -4,453 -4,498 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 0.6 95.6 94.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 8 3 32 30 37 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,819 COMMITMENTS 4,085 7,180 675 116,774 113,882 121,534 121,737 285 82 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,631) -5 -85 255 -5,881 -5,853 -5,631 -5,683 0 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 5.9 0.6 95.9 93.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 4 7 4 37 30 42 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 230,836 COMMITMENTS 24,610 15,240 22,676 182,865 192,678 230,151 230,594 685 242 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,576) 520 -140 -2,977 -11,532 -10,506 -13,989 -13,623 413 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.6 9.8 79.2 83.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 15 15 19 43 44 65 71 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,299 COMMITMENTS 2,485 50 90 34,441 37,134 37,016 37,274 283 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,840) -310 -25 0 -2,510 -2,815 -2,820 -2,840 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.1 0.2 92.3 99.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 2 21 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,669 COMMITMENTS 2,535 50 50 32,816 35,544 35,401 35,644 268 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,275) -110 -25 -65 -2,095 -2,185 -2,270 -2,275 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.1 0.1 92.0 99.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 20 14 26 16
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 107,834 COMMITMENTS 18,900 660 1,592 87,342 105,582 107,834 107,834 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,830) -1,400 660 -240 -5,170 -7,250 -6,810 -6,830 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.6 1.5 81.0 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 1 16 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,334 COMMITMENTS 0 0 0 27,337 27,157 27,337 27,157 3,997 4,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 86.7 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 17 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 0 0 0 26,045 25,875 26,045 25,875 4,090 4,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.4 85.9 86.4 85.9 13.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 19 12 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 12,990 COMMITMENTS 50 375 0 11,665 11,320 11,715 11,695 1,275 1,295 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 0.4 2.9 0.0 89.8 87.1 90.2 90.0 9.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 11 16 12 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,734 COMMITMENTS 0 2,850 0 27,860 24,845 27,860 27,695 2,874 3,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.0 90.6 80.8 90.6 90.1 9.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 14 20 14 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,672 COMMITMENTS 0 2,850 0 27,486 24,431 27,486 27,281 2,186 2,391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.0 92.6 82.3 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 12 20 12 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,685 COMMITMENTS 0 12,170 0 28,040 16,080 28,040 28,250 2,645 2,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 -100 0 -50 50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.7 0.0 91.4 52.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 0 20 13 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,180 COMMITMENTS 0 11,090 0 28,565 17,675 28,565 28,765 2,615 2,415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 -100 0 50 140 50 40 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.6 0.0 91.6 56.7 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 4 0 20 14 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,875 COMMITMENTS 775 970 400 33,915 33,695 35,090 35,065 2,785 2,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 135) 0 0 0 115 125 115 125 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.6 1.1 89.5 89.0 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,775 COMMITMENTS 775 1,020 400 31,050 30,830 32,225 32,250 2,550 2,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35) 0 0 0 15 25 15 25 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 1.2 89.3 88.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 6,825 0 22,210 15,275 22,210 22,100 2,355 2,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.8 0.0 90.4 62.2 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 18 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,985 COMMITMENTS 0 265 230 19,380 20,080 19,610 20,575 4,375 3,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 670) -40 85 40 455 285 455 410 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.0 80.8 83.7 81.8 85.8 18.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 15 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,475 COMMITMENTS 60 255 220 18,560 18,900 18,840 19,375 3,635 3,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -50 75 40 350 180 340 295 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 1.0 82.6 84.1 83.8 86.2 16.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 15 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,675 COMMITMENTS 12,550 950 0 24,100 35,730 36,650 36,680 1,025 995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 125 0 0 140 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 2.5 0.0 64.0 94.8 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 0 21 12 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,130 COMMITMENTS 10,190 850 75 20,155 29,525 30,420 30,450 1,710 1,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 275) 25 0 0 250 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 2.6 0.2 62.7 91.9 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 22 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,880 COMMITMENTS 8,695 300 2,455 82,140 90,490 93,290 93,245 7,590 7,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 320) 0 100 80 15 -85 95 95 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.3 2.4 81.4 89.7 92.5 92.4 7.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 2 24 27 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 88,500 COMMITMENTS 8,685 250 1,895 72,200 80,590 82,780 82,735 5,720 5,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 0 40 65 65 105 105 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.3 2.1 81.6 91.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 2 2 23 26 27 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,755 COMMITMENTS 800 750 0 15,750 15,950 16,550 16,700 2,205 2,055 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.0 0.0 84.0 85.0 88.2 89.0 11.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 19 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 2,125 200 0 16,330 18,445 18,455 18,645 1,565 1,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 915) 0 0 0 810 810 810 810 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.0 0.0 81.6 92.1 92.2 93.1 7.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,940 COMMITMENTS 5,100 250 0 7,450 12,300 12,550 12,550 1,390 1,390 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 36.6 1.8 0.0 53.4 88.2 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 13 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,755 COMMITMENTS 0 3,500 550 41,660 38,160 42,210 42,210 7,545 7,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 -430 -550 -430 -550 580 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 1.1 83.7 76.7 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 1 22 20 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,575 COMMITMENTS 300 675 325 24,220 23,965 24,845 24,965 5,730 5,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -455 -455 -455 -455 455 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.2 1.1 79.2 78.4 81.3 81.7 18.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 21 22 23
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 710 189 195 1,054 1,697 1,959 2,081 668 546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -569) -45 45 -80 -469 -559 -594 -594 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 7.2 7.4 40.1 64.6 74.6 79.2 25.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 1 5 17 16 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,168 COMMITMENTS 883 3,117 0 22,063 19,841 22,946 22,958 222 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,774) -194 -158 -118 -3,468 -3,453 -3,780 -3,729 6 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 13.5 0.0 95.2 85.6 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 6 5 0 20 28 26 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 101,095 COMMITMENTS 12,380 3,106 4,414 83,555 93,167 100,349 100,687 746 408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,696) 403 -295 -1,152 -8,724 -8,231 -9,473 -9,678 -223 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.1 4.4 82.6 92.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 25 13 20 67 64 100 90 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,561 COMMITMENTS 9,639 1,288 1,675 45,962 54,076 57,276 57,039 285 522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,556) -694 -70 -185 -5,662 -6,187 -6,541 -6,442 -15 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.2 2.9 79.8 93.9 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 5 9 5 25 35 34 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,938 COMMITMENTS 2,956 1,608 830 34,871 36,147 38,657 38,585 281 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,006) -300 -633 -130 -4,558 -4,162 -4,988 -4,925 -18 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 4.1 2.1 89.6 92.8 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 14 7 13 39 44 58 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,471 COMMITMENTS 1,060 625 284 10,886 11,255 12,230 12,164 241 307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -852) 187 4 -30 -878 -861 -721 -887 -131 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.0 2.3 87.3 90.2 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 5 22 27 29 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,710 COMMITMENTS 1,406 3,066 816 12,791 11,545 15,013 15,427 697 283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,464) 213 442 -363 -1,223 -1,498 -1,373 -1,419 -91 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 19.5 5.2 81.4 73.5 95.6 98.2 4.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 9 7 29 24 40 35
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 601,513 COMMITMENTS 114,775 71,158 154,781 311,720 362,860 581,276 588,799 20,237 12,714 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,395) 2,723 328 -238 6,121 9,249 8,606 9,339 789 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 11.8 25.7 51.8 60.3 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 34 49 65 63 64 138 138
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,554,224 COMMITMENTS 759,978 148,850 904,376 787,163 1410,423 2451,517 2463,649 102,707 90,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 65,212) -3,808 -5,103 21,931 48,859 50,323 66,982 67,151 -1,770 -1,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 5.8 35.4 30.8 55.2 96.0 96.5 4.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 435) 188 95 205 103 110 379 353
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,423 COMMITMENTS 57,342 24,429 1,975 58,557 53,316 117,874 79,720 20,549 58,703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,296) -1,519 -7,125 -2,182 -8,666 -11,073 -12,367 -20,380 2,071 10,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 17.6 1.4 42.3 38.5 85.2 57.6 14.8 42.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 5 4 16 17 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,840 COMMITMENTS 51,815 75,412 28,999 43,571 23,287 124,385 127,698 11,455 8,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,012) -4,252 -716 -9,065 -3,598 -7,340 -16,915 -17,121 -97 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 55.5 21.3 32.1 17.1 91.6 94.0 8.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 21 19 29 18 16 55 50
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 24,691 COMMITMENTS 2,277 600 45 21,751 24,046 24,073 24,691 618 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 815) 0 600 0 1,280 350 1,280 950 -465 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.4 0.2 88.1 97.4 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 1 1 22 20 27 22
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 238,986 COMMITMENTS 70,823 63,057 28,090 122,308 137,495 221,221 228,642 17,765 10,344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,599) 1,073 6,477 -768 4,314 -3,166 4,619 2,543 -20 2,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 26.4 11.8 51.2 57.5 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 107 76 55 61 47 198 156
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,706 COMMITMENTS 28,082 4,500 483 3,331 27,344 31,896 32,327 1,810 1,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,971) -1,057 -108 -237 -529 -1,388 -1,823 -1,733 -148 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.3 13.4 1.4 9.9 81.1 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173) 84 40 7 17 40 102 86
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 78,993 COMMITMENTS 52,409 25,381 3,783 13,423 46,309 69,615 75,473 9,378 3,520 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 558) -1,054 3,964 -566 1,118 -3,800 -502 -402 1,060 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 32.1 4.8 17.0 58.6 88.1 95.5 11.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 160 62 21 35 37 206 110
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 707,756 COMMITMENTS 179,182 142,873 73,610 385,808 435,566 638,600 652,049 69,156 55,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,348) -3,112 -5,431 9,964 -2,073 -171 4,779 4,362 -1,431 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 20.2 10.4 54.5 61.5 90.2 92.1 9.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234) 71 52 65 77 80 181 176
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,144 COMMITMENTS 47,180 75,639 36,756 94,927 70,869 178,863 183,264 12,281 7,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,473) -1,748 -3,530 -2,385 -804 764 -4,937 -5,151 464 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 39.6 19.2 49.7 37.1 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 449) 144 131 103 137 101 338 295
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 192,970 COMMITMENTS 84,905 53,479 16,984 61,774 108,128 163,663 178,591 29,307 14,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,698) -5,233 22,123 -139 9,701 -17,020 4,329 4,964 2,369 1,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 27.7 8.8 32.0 56.0 84.8 92.5 15.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 219) 96 66 38 36 37 150 126
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 258,050 COMMITMENTS 116,872 90,219 41,170 80,412 115,624 238,454 247,013 19,596 11,037 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,264) -15,884 1,386 794 -1,005 -16,664 -16,095 -14,484 831 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 35.0 16.0 31.2 44.8 92.4 95.7 7.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 314) 129 102 90 46 53 230 205
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 472,795 COMMITMENTS 251,234 77,905 44,905 132,509 322,399 428,648 445,209 44,147 27,586 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,015) -36,150 14,938 -7,450 15,678 -40,973 -27,922 -33,485 -3,093 2,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 16.5 9.5 28.0 68.2 90.7 94.2 9.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 177 86 79 47 49 256 186
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,380 COMMITMENTS 23,941 6,959 76 25,992 43,191 50,009 50,226 1,371 1,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,368) 1,700 1,161 -19 814 1,157 2,495 2,299 -127 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 13.5 0.1 50.6 84.1 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 4 2 7 8 23 13
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,099 COMMITMENTS 66,467 24,001 4,690 39,258 95,363 110,415 124,054 36,684 23,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,842) -1,415 1,777 794 3,292 -2,427 2,671 144 -829 1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 16.3 3.2 26.7 64.8 75.1 84.3 24.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 39 14 16 20 22 65 47
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 80,778 COMMITMENTS 17,891 47,458 1,095 55,496 9,737 74,482 58,290 6,296 22,488 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,234) 310 -307 349 356 2,045 1,015 2,087 219 -853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 58.8 1.4 68.7 12.1 92.2 72.2 7.8 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 10 19 4 12 10 25 30
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 179,296 COMMITMENTS 121,003 24,480 1,881 48,842 149,465 171,726 175,826 7,570 3,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,811) 8,037 1,080 333 -1,338 5,858 7,032 7,271 779 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.5 13.7 1.0 27.2 83.4 95.8 98.1 4.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 139) 63 42 7 17 20 82 67
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,693 COMMITMENTS 89,270 82,864 14,235 63,128 80,222 166,633 177,321 36,060 25,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,463) 22,721 20,888 3,716 -6,283 -2,460 20,154 22,144 4,309 2,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 40.9 7.0 31.1 39.6 82.2 87.5 17.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128) 46 29 24 28 39 88 80
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,077 COMMITMENTS 34,766 149,033 10,973 174,129 42,101 219,868 202,107 18,209 35,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,459) -5,027 -1,400 3,345 -4,305 -5,366 -5,987 -3,421 -472 -3,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 62.6 4.6 73.1 17.7 92.4 84.9 7.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 20 48 20 34 35 65 93
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,289 COMMITMENTS 24,369 32,845 4,874 7,638 5,332 36,881 43,051 8,408 2,238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,772) -419 -2,552 1,879 -338 2,555 1,122 1,882 650 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 72.5 10.8 16.9 11.8 81.4 95.1 18.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141) 70 55 16 10 10 92 70
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 499,124 COMMITMENTS 205,400 112,294 23,524 190,380 314,914 419,304 450,732 79,820 48,392 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,563) 240 -3,185 1,921 1,324 4,017 3,485 2,753 78 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 22.5 4.7 38.1 63.1 84.0 90.3 16.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 104 50 42 62 62 177 144
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,280 COMMITMENTS 5,464 7,257 291 10,120 9,021 15,875 16,569 1,405 711 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,997) -3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914 -190 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 42.0 1.7 58.6 52.2 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 15 12 3 6 6 23 19
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 411,955 COMMITMENTS 165,117 88,309 73,190 146,386 231,972 384,693 393,471 27,262 18,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,564) -9,837 -3,483 -2,409 2,464 -2,602 -9,782 -8,494 2,218 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 21.4 17.8 35.5 56.3 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 101 47 87 86 104 226 207
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,386 COMMITMENTS 24,228 37,121 1,796 32,042 17,057 58,066 55,974 3,320 5,412 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 126) 268 -861 669 -709 507 228 315 -102 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 60.5 2.9 52.2 27.8 94.6 91.2 5.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 27 42 13 16 12 47 64
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 622,772 COMMITMENTS 161,255 275,826 221,393 207,529 88,358 590,177 585,577 32,595 37,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,344) -21,872 -22,063 11,818 -2,948 3,009 -13,002 -7,236 3,658 -2,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 44.3 35.5 33.3 14.2 94.8 94.0 5.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 81 114 102 42 38 186 203
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,624 COMMITMENTS 13,647 3,720 1,099 6,869 16,859 21,615 21,678 1,009 946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 734) 79 -212 1,057 -383 75 753 920 -19 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 16.4 4.9 30.4 74.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 6 4 4 5 17 15
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 78,456 COMMITMENTS 43,059 6,983 3,812 20,018 58,728 66,889 69,523 11,568 8,934 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,344) 3,206 -398 -705 -44 3,414 2,457 2,311 -113 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 8.9 4.9 25.5 74.9 85.3 88.6 14.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 50 22 9 34 28 86 57
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 156,912 COMMITMENTS 86,117 13,966 7,624 40,036 117,455 133,777 139,045 23,135 17,867 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,688) 6,411 -796 -1,409 -88 6,827 4,914 4,622 -226 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 8.9 4.9 25.5 74.9 85.3 88.6 14.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 50 22 9 34 28 86 57
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 950,915 3382,060 2904,562 9833,693 6612,254 ******** ******** 499,0151289,309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 365,330) ******* -61,113 260,085 43,214 136,199 420,153 335,171 -54,823 30,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 23.8 20.5 69.3 46.6 96.5 90.9 3.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 46 111 118 119 131 244 296
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 780,215 COMMITMENTS 124,451 90,050 40,048 526,132 566,740 690,631 696,838 89,584 83,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,871) 4,944 -6,668 6,359 15,084 33,527 26,387 33,219 -2,516 -9,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 11.5 5.1 67.4 72.6 88.5 89.3 11.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 632) 154 134 99 236 256 437 443
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,526 COMMITMENTS 9,918 8,893 450 44,250 43,846 54,618 53,189 22,908 24,337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,232) 758 25 -821 -1,363 3,906 -1,426 3,110 194 -4,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 11.5 0.6 57.1 56.6 70.5 68.6 29.5 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 9 7 2 17 22 28 30
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,435 COMMITMENTS 0 268 0 20,649 21,516 20,649 21,784 1,786 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 196) 0 0 0 -7 219 -7 219 203 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 92.0 95.9 92.0 97.1 8.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 12 12 12 13
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: 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: 12,715 COMMITMENTS 1,748 0 0 9,512 12,266 11,260 12,266 1,455 449 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.0 0.0 74.8 96.5 88.6 96.5 11.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 0 9 9 13 9
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,513,444 COMMITMENTS 636,045 469,166 134,609 2409,409 2614,471 3180,063 3218,246 333,381 295,198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125,515) 21,411 -32,985 35,421 82,235 148,107 139,067 150,543 -13,552 -25,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.4 3.8 68.6 74.4 90.5 91.6 9.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 625) 153 133 96 234 252 431 437 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 32,378 COMMITMENTS 14,615 271 0 14,130 31,675 28,745 31,946 3,633 432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 798) 729 -59 0 -574 771 155 712 643 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 0.8 0.0 43.6 97.8 88.8 98.7 11.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 10 1 0 9 11 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 21,477 COMMITMENTS 681 590 0 18,923 19,951 19,604 20,541 1,873 936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -731) -73 -598 0 -612 -259 -685 -857 -46 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.7 0.0 88.1 92.9 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 12 10 13 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 25,184 COMMITMENTS 10,146 2,490 520 14,234 21,952 24,900 24,962 284 222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,461) 1,126 -26 -75 -2,480 -1,101 -1,429 -1,202 -32 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 9.9 2.1 56.5 87.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 5 3 12 15 20 23
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,985 COMMITMENTS 6,136 7,615 1,330 4,162 2,959 11,628 11,904 357 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,946) -2,517 -2,458 382 -995 -864 -3,130 -2,940 184 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 63.5 11.1 34.7 24.7 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 3 3 7 4 17 9
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,566 COMMITMENTS 4,640 4,197 3,230 3,252 3,403 11,122 10,830 444 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,318) -592 -251 -187 -372 -875 -1,151 -1,313 -167 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 36.3 27.9 28.1 29.4 96.2 93.6 3.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 10 12 8 11 26 28
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,856 COMMITMENTS 20,067 18,846 1,825 31,012 32,911 52,904 53,583 7,952 7,274 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,946) 1,793 1,694 -211 -552 758 1,030 2,241 915 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 31.0 3.0 51.0 54.1 86.9 88.0 13.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288) 81 79 24 71 90 167 178
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 304,281 COMMITMENTS 100,335 94,231 9,125 155,061 164,557 264,521 267,913 39,760 36,368 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,728) 8,965 8,472 -1,055 -2,759 3,788 5,151 11,205 4,577 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 31.0 3.0 51.0 54.1 86.9 88.0 13.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288) 81 79 24 71 90 167 178
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 67,220 COMMITMENTS 54,132 66,949 251 12,718 0 67,101 67,200 119 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,056) -13,464 -15,075 0 -1,587 0 -15,051 -15,075 -5 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.5 99.6 0.4 18.9 0.0 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 28 9 2 2 0 31 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,427 COMMITMENTS 83,634 43,306 4,537 29,503 62,576 117,674 110,419 21,753 29,008 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,622) 5,432 3,986 1,762 -285 -2,211 6,909 3,537 -2,287 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 31.1 3.3 21.2 44.9 84.4 79.2 15.6 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 33 24 14 18 26 54 62
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 592,595 COMMITMENTS 180,577 138,879 11,830 377,129 428,380 569,536 579,089 23,059 13,506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,052) 17,679 -17,022 118 4,759 40,535 22,556 23,631 496 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 23.4 2.0 63.6 72.3 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 75 47 24 119 105 203 167
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,535 COMMITMENTS 3,600 4,556 11 56,819 56,448 60,430 61,015 8,105 7,520 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,176) -2,354 -1,636 -65 1,251 886 -1,168 -815 -8 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.6 0.0 82.9 82.4 88.2 89.0 11.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 10 13 2 39 23 51 36
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,633 COMMITMENTS 17,347 11,179 7,191 17,770 30,120 42,308 48,490 14,325 8,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,534) 11 68 7,036 2,279 3,158 9,326 10,262 5,208 4,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 19.7 12.7 31.4 53.2 74.7 85.6 25.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 17 9 7 16 14 37 27
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,159 COMMITMENTS 14,145 22,496 3,785 36,493 28,528 54,423 54,809 27,736 27,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,415) -1,165 1,477 2,779 1,334 2,278 2,948 6,534 16,467 12,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 27.4 4.6 44.4 34.7 66.2 66.7 33.8 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 25 23 15 32 23 68 50
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 293,335 COMMITMENTS 95,421 11,313 3,948 185,395 272,948 284,764 288,209 8,571 5,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,486) 20,420 8 575 -15,746 4,367 5,249 4,950 -763 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 3.9 1.3 63.2 93.0 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154) 41 13 8 79 53 121 73
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,026,039 COMMITMENTS 305,602 120,975 21,549 668,432 872,395 995,583 1014,919 30,456 11,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 927) -4,076 -13,047 2,837 1,751 10,274 512 64 415 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 11.8 2.1 65.1 85.0 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 379) 135 50 37 157 87 310 157
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,989 COMMITMENTS 13,067 5,740 20 14,887 22,072 27,974 27,832 15 157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 66 -202 15 272 463 353 276 -7 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 20.5 0.1 53.2 78.9 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 12 13 2 8 19 20 34
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,716 COMMITMENTS 20,311 4,864 507 1,838 17,214 22,656 22,585 60 131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,606) -933 -1,001 121 -816 -686 -1,628 -1,566 22 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.4 21.4 2.2 8.1 75.8 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 12 2 4 14 9 27
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 40,239 COMMITMENTS 14,873 6,110 1,085 10,751 29,202 26,709 36,397 13,530 3,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,551) -358 -392 132 983 1,258 757 998 794 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 15.2 2.7 26.7 72.6 66.4 90.5 33.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 10 7 7 11 6 26 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 93,041 COMMITMENTS 28,857 2,647 575 49,577 86,907 79,009 90,129 14,032 2,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -621) 397 -954 -105 -1,755 869 -1,463 -190 842 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 2.8 0.6 53.3 93.4 84.9 96.9 15.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 21 5 6 38 42 59 53
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 99,784 COMMITMENTS 10,040 5,727 27,144 61,556 66,911 98,740 99,782 1,044 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) 20 415 185 -485 120 -280 720 1,000 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.7 27.2 61.7 67.1 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 2 14 14 22 16
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,986 COMMITMENTS 3,581 590 127 16,190 19,269 19,898 19,986 88 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,556) -934 -436 -81 -5,513 -6,024 -6,528 -6,541 -28 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.0 0.6 81.0 96.4 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 1 2 22 14 27 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845 COMMITMENTS 100 245 25 695 575 820 845 25 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 11.8 29.0 3.0 82.2 68.0 97.0 **** 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 3 1 7 7 11 10
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970 COMMITMENTS 816 2,073 399 11,537 10,020 12,752 12,492 218 478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,294) -902 -229 70 -414 -1,108 -1,246 -1,267 -48 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 16.0 3.1 89.0 77.3 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 5 3 20 24 26 32
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,798 COMMITMENTS 1,254 3,444 1,466 7,578 5,709 10,298 10,619 500 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,485) -771 -680 -147 -692 -624 -1,610 -1,451 125 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 31.9 13.6 70.2 52.9 95.4 98.3 4.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 12 11 19 21 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,181 COMMITMENTS 331 275 100 425 566 856 941 325 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -565) -225 -330 40 -410 -295 -595 -585 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 23.3 8.5 36.0 47.9 72.5 79.7 27.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 2 3 8 8 15 13
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,233 COMMITMENTS 7,113 467 1,819 11,567 18,634 20,499 20,920 3,734 3,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,373) -1,867 -368 397 -3,405 -2,872 -4,875 -2,843 1,502 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 1.9 7.5 47.7 76.9 84.6 86.3 15.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 5 14 16 20 23