CFTC Commitments of Traders

Futures Only 10/14/17


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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:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,988 COMMITMENTS 166,981 191,036 87,574 166,745 134,888 421,300 413,498 39,688 47,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,950) 2,802 7,715 11,745 5,171 628 19,718 20,088 2,232 1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 41.4 19.0 36.2 29.3 91.4 89.7 8.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 409) 132 128 118 98 105 297 295
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,344 COMMITMENTS 96,978 81,164 36,061 125,551 139,763 258,590 256,988 23,754 25,356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,066) -538 8,136 4,468 5,555 -3,353 9,485 9,251 581 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 28.7 12.8 44.5 49.5 91.6 91.0 8.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 76 53 60 87 79 190 173
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 77,514 COMMITMENTS 13,692 8,122 5,875 43,586 49,327 63,153 63,324 14,361 14,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -964) -288 -1,082 -463 -904 500 -1,655 -1,045 691 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 10.5 7.6 56.2 63.6 81.5 81.7 18.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102) 28 11 15 55 39 90 62
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,449,877 COMMITMENTS 374,538 436,198 214,132 660,122 617,977 1248,792 1268,307 201,085 181,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,650) -469 14,088 4,682 6,436 -6,635 10,649 12,135 6,001 4,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 30.1 14.8 45.5 42.6 86.1 87.5 13.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 736) 182 172 162 285 282 557 543
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,006 COMMITMENTS 1,981 830 698 1,229 3,844 3,908 5,372 2,098 634 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 169) -11 -11 -5 208 246 192 230 -23 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 13.8 11.6 20.5 64.0 65.1 89.4 34.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 13 6 6 8 10 25 18
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 717,176 COMMITMENTS 157,574 113,331 111,951 390,660 402,988 660,185 628,270 56,991 88,906 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,131) -5,849 -11,958 2,890 21,517 28,805 18,558 19,737 3,573 2,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 15.8 15.6 54.5 56.2 92.1 87.6 7.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 572) 144 153 187 169 192 430 460
CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,834 COMMITMENTS 16,814 22,703 20 31,000 25,111 47,834 47,834 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) -100 380 0 280 -200 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 47.5 0.0 64.8 52.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 9 2 9 7 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 48,059 COMMITMENTS 5,317 6,557 741 41,985 40,761 48,043 48,059 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,750) 425 147 1 1,324 1,602 1,750 1,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 13.6 1.5 87.4 84.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 8 5 11 15 23 25
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,099 COMMITMENTS 4,489 886 0 31,605 35,213 36,094 36,099 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 12.4 2.5 0.0 87.6 97.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 4 0 8 9 10 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,135 COMMITMENTS 2,390 0 300 30,445 32,835 33,135 33,135 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 50 0 -50 0 50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 0.9 91.9 99.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 0 1 9 8 17 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,430 COMMITMENTS 6,825 17,733 25 30,580 19,672 37,430 37,430 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -300 50 0 200 -150 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 47.4 0.1 81.7 52.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 6 1 8 6 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 26,067 COMMITMENTS 4,757 7,930 0 21,310 18,137 26,067 26,067 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 100 -100 0 0 200 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 30.4 0.0 81.8 69.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 6 0 7 4 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,456 COMMITMENTS 13,650 13,395 600 14,206 14,461 28,456 28,456 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -650 -100 0 450 -100 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 47.1 2.1 49.9 50.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 2 7 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,895 COMMITMENTS 9,795 6,407 100 11,000 14,388 20,895 20,895 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 750 0 0 400 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 30.7 0.5 52.6 68.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 4 1 7 6 15 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 40,594 COMMITMENTS 3,055 3,145 550 36,989 36,899 40,594 40,594 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,525) 0 0 250 1,275 1,275 1,525 1,525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 7.7 1.4 91.1 90.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 7 4 12 13 17 22
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,011 COMMITMENTS 120,032 60,941 102,221 175,308 238,180 397,561 401,342 34,450 30,669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,568) 364 2,871 3,439 3,766 1,302 7,569 7,612 999 956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 14.1 23.7 40.6 55.1 92.0 92.9 8.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 315) 97 74 126 75 71 252 230
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,123 COMMITMENTS 172,775 145,202 16,920 396,142 410,872 585,837 572,994 155,286 168,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,789) 10,879 -1,923 -983 -4,983 7,342 4,913 4,436 5,876 6,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 19.6 2.3 53.5 55.4 79.0 77.3 21.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162) 37 31 17 66 67 109 109
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,794 COMMITMENTS 61,191 153,620 16,573 639,932 557,518 717,696 727,711 110,098 100,083 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,820) -3,318 5,273 2,760 6,859 -3,880 6,301 4,153 2,519 4,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 18.6 2.0 77.3 67.3 86.7 87.9 13.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 15 11 14 61 59 82 78
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,547 COMMITMENTS 6,062 399 1,246 31,138 36,882 38,446 38,527 101 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,917) 841 146 100 976 1,691 1,917 1,937 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.0 3.2 80.8 95.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 9 3 7 35 40 45 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,046 COMMITMENTS 568 205 515 6,336 6,868 7,419 7,588 627 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -43) 19 9 -1 -64 -79 -46 -71 3 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.5 6.4 78.7 85.4 92.2 94.3 7.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 4 8 27 26 35 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,420 COMMITMENTS 1,073 0 194 7,705 8,811 8,972 9,005 448 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 794) -10 0 4 819 789 813 793 -19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 2.1 81.8 93.5 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 0 6 30 33 37 39
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,712 COMMITMENTS 85 1,422 198 3,915 2,281 4,198 3,901 514 811 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 274) 0 136 -19 188 30 169 147 105 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 30.2 4.2 83.1 48.4 89.1 82.8 10.9 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 6 3 15 15 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,646 COMMITMENTS 75 1,617 500 14,071 12,484 14,646 14,601 0 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 487) 0 0 0 487 487 487 487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.0 3.4 96.1 85.2 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 5 3 20 20 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,320 COMMITMENTS 1,165 2,774 79 5,142 4,234 6,386 7,087 934 233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 290 131 25 287 176 602 332 -202 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 37.9 1.1 70.2 57.8 87.2 96.8 12.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 6 3 26 24 36 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,481 COMMITMENTS 670 449 103 4,176 4,523 4,949 5,075 532 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 610) 0 0 0 600 610 600 610 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.2 1.9 76.2 82.5 90.3 92.6 9.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 4 3 14 15 19 21
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 443,169 COMMITMENTS 118,466 65,798 75,836 192,956 273,525 387,258 415,159 55,911 28,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,316) -4,370 -1,742 8,938 -11,972 -13,903 -7,404 -6,707 1,088 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 14.8 17.1 43.5 61.7 87.4 93.7 12.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 221) 66 38 75 85 97 191 181
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,980 COMMITMENTS 2,980 0 0 34,699 41,125 37,679 41,125 9,301 5,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,790) 125 -1,100 0 5,476 4,058 5,601 2,958 -1,811 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.0 73.9 87.5 80.2 87.5 19.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 22 18 23 18
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,199,700 COMMITMENTS 966,532 45,783 673,218 3526,793 4468,009 5166,543 5187,010 33,157 12,690 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51,174) -43,956 4,655 46,307 49,211 842 51,562 51,804 -388 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.9 12.9 67.8 85.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 55 26 61 132 114 207 181
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 297,421 COMMITMENTS 69,761 161,468 47,982 177,011 87,444 294,754 296,894 2,667 527 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,796) -2,827 -4,235 10,514 4,127 5,434 11,814 11,713 -18 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 54.3 16.1 59.5 29.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 17 6 17 25 21 46 40
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,851 COMMITMENTS 7,421 7,422 2,885 217,807 231,395 228,113 241,702 17,738 4,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,352) -2,222 457 -1,602 1,655 -199 -2,169 -1,344 817 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.0 1.2 88.6 94.1 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 4 4 29 26 35 31
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,280 COMMITMENTS 33 1,111 982 93,471 96,105 94,486 98,198 6,794 3,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,024) -1,511 1,001 -270 -9,187 -6,345 -10,968 -5,614 2,944 -2,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.0 92.3 94.9 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 2 3 25 26 28 29
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,954 COMMITMENTS 520 2,434 2,961 250,770 246,533 254,251 251,928 11,703 14,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,231) 520 -3,241 -440 -18,930 -20,972 -18,850 -24,653 1,619 7,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 1.1 94.3 92.7 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 2 3 22 21 25 24
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 865,980 COMMITMENTS 3,746 17,332 6,680 846,861 840,266 857,287 864,278 8,693 1,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,285) 1,812 27 -458 10,017 9,395 11,371 8,964 -3,086 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.0 0.8 97.8 97.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 1 3 3 51 32 55 35
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,787 COMMITMENTS 4,860 3,746 240 373,653 381,859 378,753 385,845 16,034 8,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,467) -1,333 119 -459 -10,911 -10,968 -12,703 -11,308 1,236 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.9 0.1 94.6 96.7 95.9 97.7 4.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 1 1 31 37 33 39
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,542 COMMITMENTS 210 0 772 346,255 355,811 347,237 356,583 16,305 6,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37,867) -988 0 369 -35,518 -15,633 -36,137 -15,264 -1,730 -22,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 95.2 97.9 95.5 98.1 4.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 1 0 1 39 40 40 41
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,284 COMMITMENTS 2,221 413 1,090 206,112 207,732 209,423 209,235 8,861 9,049 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,494) 814 -5,515 -219 -10,765 -8,324 -10,170 -14,058 -6,324 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.5 94.4 95.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 1 2 30 29 32 32
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 72,888 COMMITMENTS 0 1,989 79 68,591 65,673 68,670 67,741 4,218 5,147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,565) 0 475 -41 -7,006 -5,681 -7,047 -5,247 482 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.1 94.1 90.1 94.2 92.9 5.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 23 24 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,279 COMMITMENTS 1,809 0 1,271 104,740 110,870 107,820 112,141 7,459 3,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,432) -35 -463 -123 -8,953 -7,244 -9,111 -7,830 -321 -1,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.1 90.9 96.2 93.5 97.3 6.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 1 17 17 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 155,734 COMMITMENTS 0 0 0 145,996 150,068 145,996 150,068 9,738 5,666 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,531) -1,056 0 -60 -8,274 -10,351 -9,390 -10,411 -1,141 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 96.4 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 22 21 22 21
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,384 COMMITMENTS 3,658 682 0 11,889 15,268 15,547 15,950 837 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,630) -780 0 0 -5,584 -5,976 -6,364 -5,976 -266 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 4.2 0.0 72.6 93.2 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 0 10 16 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 534,518 COMMITMENTS 65,081 4,568 2,944 458,308 517,425 526,333 524,937 8,185 9,581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,926) -5,155 -2,535 764 -20,478 -21,903 -24,869 -23,674 -4,057 -5,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.9 0.6 85.7 96.8 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 7 5 8 48 49 60 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 125,146 COMMITMENTS 4,325 3,622 815 115,554 112,619 120,694 117,056 4,452 8,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,907) 145 -3,925 -925 -9,733 -6,005 -10,513 -10,855 1,606 1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 2.9 0.7 92.3 90.0 96.4 93.5 3.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 19 22 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,677 COMMITMENTS 713 620 0 12,753 15,685 13,466 16,305 3,211 372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,400) 188 -292 -248 -5,091 -4,290 -5,151 -4,830 -249 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.7 0.0 76.5 94.1 80.7 97.8 19.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 9 12 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 126,491 COMMITMENTS 28,365 3,553 0 97,691 121,981 126,056 125,534 435 957 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -54,937) -30,824 -1,170 -211 -17,303 -41,422 -48,338 -42,803 -6,599 -12,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 2.8 0.0 77.2 96.4 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 9 8 0 26 39 35 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 134,221 COMMITMENTS 620 480 0 131,833 131,045 132,453 131,525 1,768 2,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,548) 0 480 0 -13,918 -13,382 -13,918 -12,902 370 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 0.0 98.2 97.6 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 0 17 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,417 COMMITMENTS 1,851 738 1,422 251,883 248,078 255,156 250,238 6,261 11,179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,348) 1,851 450 -121 -7,406 -7,882 -5,676 -7,553 -1,672 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.3 0.5 96.4 94.9 97.6 95.7 2.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 1 1 30 33 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 101,736 COMMITMENTS 514 0 1,911 97,495 98,979 99,920 100,890 1,816 846 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,482) 12 -744 -12 -10,761 -9,953 -10,761 -10,709 -721 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.9 95.8 97.3 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 135,390 COMMITMENTS 11,445 0 272 117,291 126,428 129,008 126,700 6,382 8,690 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,391) -247 0 20 -6,777 -8,217 -7,004 -8,197 613 1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.2 86.6 93.4 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 1 22 16 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 110,411 COMMITMENTS 0 0 0 101,821 107,515 101,821 107,515 8,590 2,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,867) -1,081 0 0 -4,372 -6,148 -5,453 -6,148 -1,414 -719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.2 97.4 92.2 97.4 7.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 18 18 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 61,836 COMMITMENTS 0 465 0 61,557 61,247 61,557 61,712 279 124 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,730) -755 0 0 -7,290 -8,670 -8,045 -8,670 -685 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 10 15 10 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,723 COMMITMENTS 1,973 0 124 134,019 141,427 136,116 141,551 9,607 4,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,891) 1,570 -89 -345 709 2,189 1,934 1,755 -43 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.1 92.0 97.1 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 18 17 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,710 COMMITMENTS 0 952 7,942 128,376 132,631 136,318 141,525 11,392 6,185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,689) 0 -4,277 -252 -11,315 -9,878 -11,567 -14,407 -2,122 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 5.4 86.9 89.8 92.3 95.8 7.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 1 2 27 23 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 15,378 COMMITMENTS 1,302 0 0 13,127 15,192 14,429 15,192 949 186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,940) -810 0 0 -4,564 -4,830 -5,374 -4,830 -566 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.0 85.4 98.8 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 0 11 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,943 COMMITMENTS 0 0 0 24,565 26,478 24,565 26,478 2,378 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,424) 0 0 0 -5,150 -6,914 -5,150 -6,914 -2,274 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 98.3 91.2 98.3 8.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 11 13 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 178,107 COMMITMENTS 8,700 1,267 787 158,927 166,958 168,414 169,012 9,693 9,095 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,477) -1,572 -511 -615 -13,426 -14,546 -15,613 -15,672 -864 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 0.4 89.2 93.7 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 2 30 30 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,391 COMMITMENTS 0 0 0 99,924 97,718 99,924 97,718 4,467 6,673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,905) 0 0 0 -4,675 -5,015 -4,675 -5,015 -230 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 93.6 95.7 93.6 4.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 22 25 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 96,791 COMMITMENTS 0 0 0 88,205 93,049 88,205 93,049 8,586 3,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,523) -248 0 0 -4,929 -5,969 -5,177 -5,969 -346 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 96.1 91.1 96.1 8.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 68,471 COMMITMENTS 2,736 360 0 59,612 65,314 62,348 65,674 6,123 2,797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,752) -158 60 -856 -6,175 -5,011 -7,189 -5,807 -563 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.0 87.1 95.4 91.1 95.9 8.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 15 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 20,975 COMMITMENTS 837 868 0 19,859 20,076 20,696 20,944 279 31 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,616) -30 120 -120 -7,083 -6,056 -7,233 -6,056 -383 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.1 0.0 94.7 95.7 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 0 12 15 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 122,983 COMMITMENTS 0 0 0 111,145 118,651 111,145 118,651 11,838 4,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,474) 0 0 0 -10,658 -10,658 -10,658 -10,658 -816 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 96.5 90.4 96.5 9.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 24 17 24 17
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,375,988 COMMITMENTS 395,728 475,326 449,255 461,907 409,316 1306,890 1333,897 69,098 42,091 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,575) 14,883 20,306 -4,248 -28,054 -33,583 -17,419 -17,525 -1,156 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 34.5 32.6 33.6 29.7 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347) 128 116 148 78 65 287 266
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 401,033 COMMITMENTS 228,293 181,366 35,346 126,533 175,627 390,172 392,339 10,861 8,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,358) 4,740 -548 1,697 -748 2,806 5,689 3,955 -2,331 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 45.2 8.8 31.6 43.8 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 19 17 27 37 38 71 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,475 COMMITMENTS 18,327 31,825 21,295 68,997 57,561 108,619 110,681 7,856 5,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,705) 3,159 500 2,346 -968 1,894 4,537 4,740 168 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 27.3 18.3 59.2 49.4 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 14 16 23 22 25 48 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 48,586 COMMITMENTS 1,582 11,785 7,373 39,631 29,428 48,586 48,586 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,248) 6 1,722 94 3,161 1,432 3,261 3,248 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 24.3 15.2 81.6 60.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 9 13 13 13 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,443 COMMITMENTS 3,160 13,236 5,543 43,704 34,007 52,407 52,786 3,036 2,657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 23.9 10.0 78.8 61.3 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 6 8 9 10 18 19
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 53,264 COMMITMENTS 18,465 11,436 8,538 25,147 32,340 52,150 52,314 1,114 950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -482 -473 789 -235 -686 72 -370 -22 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 21.5 16.0 47.2 60.7 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 16 17 20 19 45 41
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,303 COMMITMENTS 4,531 445 500 1,752 6,030 6,783 6,975 520 328 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 367) 305 5 0 22 342 327 347 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 6.1 6.8 24.0 82.6 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 10 2 5 7 9 18 15
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630 COMMITMENTS 973 384 196 87 857 1,256 1,437 374 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74) -48 62 -9 -39 -194 -96 -141 22 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 23.6 12.0 5.3 52.6 77.1 88.2 22.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 4 4 2 6 13 12
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,556 COMMITMENTS 80 162 205 5,107 4,895 5,392 5,262 164 294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 45 60 0 435 460 480 520 35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.9 3.7 91.9 88.1 97.0 94.7 3.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 2 4 16 17 20 21
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,788 COMMITMENTS 6,845 946 3,700 28,067 33,997 38,612 38,643 176 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,408) 238 6 234 908 1,157 1,380 1,397 28 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 2.4 9.5 72.4 87.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 20 9 14 47 49 72 68
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 362,871 COMMITMENTS 84,875 51,191 60,128 174,250 220,995 319,253 332,314 43,618 30,557 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,101) 1,248 -7,581 5,213 -11,457 -1,405 -4,996 -3,773 1,895 672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 14.1 16.6 48.0 60.9 88.0 91.6 12.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 75 63 76 90 82 207 192
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,341 COMMITMENTS 657 102 127 1,097 1,545 1,881 1,774 460 567 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94) 50 0 -25 13 36 38 11 56 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 4.4 5.4 46.9 66.0 80.4 75.8 19.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 3 3 15 16 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,253 COMMITMENTS 471 1,181 86 2,543 1,791 3,100 3,058 153 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) 69 200 0 364 249 433 449 -10 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 36.3 2.6 78.2 55.1 95.3 94.0 4.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 7 3 21 22 28 30
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,474 COMMITMENTS 86,544 31,884 15,920 112,842 170,039 215,306 217,843 14,168 11,631 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -29) -74 -1,222 87 -1,281 650 -1,268 -485 1,239 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 13.9 6.9 49.2 74.1 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 113 62 75 66 69 219 176
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,218,270 COMMITMENTS 611,023 15,547 66,965 515,046 1122,544 1193,034 1205,056 25,236 13,214 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,376) 8,806 723 858 752 8,770 10,416 10,351 -40 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 1.3 5.5 42.3 92.1 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 5 18 45 45 70 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,419 COMMITMENTS 4,647 46,071 25,310 174,469 132,890 204,426 204,271 3,993 4,148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) -1,353 1,010 -436 2,271 146 482 720 288 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 22.1 12.1 83.7 63.8 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 12 17 30 28 48 48
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,144 COMMITMENTS 2,580 4,792 1,200 19,124 16,912 22,904 22,904 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,536) 520 1,100 -80 2,096 1,516 2,536 2,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 20.7 5.2 82.6 73.1 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 9 3 6 7 13 17
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,121 COMMITMENTS 2,636 2,079 278 5,208 6,592 8,122 8,949 1,999 1,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -178) -117 -2 -139 40 -219 -216 -360 38 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 20.5 2.7 51.5 65.1 80.2 88.4 19.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 21 13 5 13 14 36 31
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,007 COMMITMENTS 1,704 2,471 427 4,284 4,936 6,415 7,834 2,592 1,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 385) 55 160 28 -231 222 -148 410 533 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 27.4 4.7 47.6 54.8 71.2 87.0 28.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 18 16 9 23 11 46 31
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,664,680 COMMITMENTS 241,447 492,491 45,937 1258,559 964,638 1545,943 1503,066 118,737 161,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83,924) 15,026 39,230 -1,093 76,503 51,521 90,436 89,658 -6,512 -5,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 29.6 2.8 75.6 57.9 92.9 90.3 7.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 48 56 28 111 127 174 196
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,136,900 COMMITMENTS 847,528 654,922 115,246 1826,733 1812,028 2789,507 2582,196 347,393 554,704 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,254) -19,463 20,087 -10,918 62,831 -340 32,450 8,829 -1,196 22,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 20.9 3.7 58.2 57.8 88.9 82.3 11.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 401) 77 96 56 143 181 250 303
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,209 COMMITMENTS 69,210 53,803 9,519 267,317 226,265 346,046 289,587 80,163 136,622 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,602) -9,158 -2,769 2,418 2,559 -11,435 -4,181 -11,786 -1,421 6,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 12.6 2.2 62.7 53.1 81.2 67.9 18.8 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 8 8 39 41 55 52
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,968,723 COMMITMENTS 388,779 690,364 79,892 2248,230 1819,302 2716,901 2589,558 251,822 379,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,731) -7,846 9,940 6,050 22,837 -16,030 21,041 -40 -13,310 7,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 23.3 2.7 75.7 61.3 91.5 87.2 8.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 49 73 38 127 147 195 239
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,547,397 COMMITMENTS 78,980 203,938 321,544 1111,518 951,234 1512,042 1476,716 35,355 70,681 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45,727) 26,652 5,924 10,398 4,671 25,181 41,721 41,503 4,006 4,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 13.2 20.8 71.8 61.5 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 160) 18 56 45 64 74 115 149
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,200 COMMITMENTS 112 633 426 4,073 3,760 4,611 4,819 589 381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,011) -107 49 -111 -551 -935 -769 -997 -242 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 12.2 8.2 78.3 72.3 88.7 92.7 11.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 9 10 18 19 29 31
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,680 COMMITMENTS 10,890 7,391 857 9,033 10,136 20,780 18,384 1,900 4,296 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,755) -2,491 -1,565 -428 -1,708 -2,576 -4,627 -4,569 -128 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 32.6 3.8 39.8 44.7 91.6 81.1 8.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 16 21 15 19 18 43 46
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,839 COMMITMENTS 726 888 332 3,997 4,135 5,055 5,355 784 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -952) -82 107 -151 -657 -1,042 -890 -1,086 -62 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 15.2 5.7 68.5 70.8 86.6 91.7 13.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 8 7 21 15 30 25
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,522 COMMITMENTS 93,116 51,125 41,141 98,156 118,401 232,413 210,667 19,109 40,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,955) 1,428 -1,928 -3,142 -5,064 -1,362 -6,778 -6,432 823 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 20.3 16.4 39.0 47.1 92.4 83.8 7.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 95 101 122 66 89 244 255
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,911 COMMITMENTS 145,551 33,468 32,345 125,697 213,493 303,593 279,306 26,318 50,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,840) 981 -4,019 -3,609 -2,048 979 -4,676 -6,649 836 2,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 10.1 9.8 38.1 64.7 92.0 84.7 8.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 408) 131 75 113 100 165 291 311
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,162 COMMITMENTS 3,285 1,738 225 876 3,224 4,386 5,187 1,776 975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 489) 113 133 1 255 341 369 475 120 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 28.2 3.7 14.2 52.3 71.2 84.2 28.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 31 14 8 15 19 53 35
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,332 COMMITMENTS 29,891 13,813 9,774 12,291 16,901 51,956 40,488 7,376 18,844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -225) 1,648 682 -768 -1,523 -1,062 -643 -1,148 418 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 23.3 16.5 20.7 28.5 87.6 68.2 12.4 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 73 56 57 43 73 151 161
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,261 COMMITMENTS 1,404 9,314 493 15,909 7,258 17,806 17,065 455 1,196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,632) -656 -1,864 -221 -1,702 -779 -2,579 -2,864 -53 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 51.0 2.7 87.1 39.7 97.5 93.5 2.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 12 10 9 21 15 37 30
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 74,617 COMMITMENTS 16,649 4,416 1,153 55,835 68,310 73,637 73,879 980 738 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,006) -649 -483 -662 -3,098 -3,696 -4,409 -4,841 -597 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 5.9 1.5 74.8 91.5 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 11 6 10 33 34 49 45
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 30,814 COMMITMENTS 1,395 200 275 29,144 30,339 30,814 30,814 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725) 5 0 25 695 700 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 0.9 94.6 98.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 3 2 24 18 29 23
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 19,579 COMMITMENTS 250 0 450 18,879 19,129 19,579 19,579 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -285) -125 0 100 -260 -385 -285 -285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 2.3 96.4 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 0 2 21 18 24 20
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,496 COMMITMENTS 9,785 28,954 4,191 153,474 134,336 167,450 167,481 46 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,169) 20 -2,922 -13 -6,249 -2,558 -6,242 -5,493 -2,927 -3,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 17.3 2.5 91.6 80.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 8 6 40 36 49 47
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,926 COMMITMENTS 1,336 7,350 1,439 53,136 47,137 55,911 55,926 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,448) -798 -723 -36 -607 -684 -1,441 -1,443 -7 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.1 2.6 95.0 84.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 7 5 6 18 20 29 28
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 57,258 COMMITMENTS 315 3,575 745 55,977 52,538 57,037 56,858 221 400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,412) 50 150 -200 -890 -1,367 -1,040 -1,417 -372 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 6.2 1.3 97.8 91.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 3 2 27 26 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 64,628 COMMITMENTS 1,243 1,075 912 62,257 62,471 64,412 64,458 216 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -341) -387 50 237 286 191 136 478 -477 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 1.4 96.3 96.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 4 4 33 27 37 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 63,430 COMMITMENTS 1,528 17,550 0 61,839 45,706 63,367 63,256 63 174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,106) 78 100 0 -1,877 -1,861 -1,799 -1,761 -307 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 27.7 0.0 97.5 72.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 0 27 25 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 85,221 COMMITMENTS 2,698 18,650 0 82,491 66,381 85,189 85,031 32 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,239) 298 -6,100 0 -2,999 3,323 -2,701 -2,777 -538 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 21.9 0.0 96.8 77.9 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 2 0 29 26 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,924 COMMITMENTS 300 0 0 33,474 33,894 33,774 33,894 150 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,067) -100 -800 0 -945 -257 -1,045 -1,057 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.7 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 22 19 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 37,605 COMMITMENTS 1,675 420 0 35,870 37,029 37,545 37,449 60 156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) -50 0 -75 1,115 1,077 990 1,002 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.1 0.0 95.4 98.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 0 23 20 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 11,760 COMMITMENTS 1,200 0 0 10,560 11,760 11,760 11,760 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -800) 0 0 0 -800 -800 -800 -800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 89.8 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 0 17 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,816 COMMITMENTS 2,150 1,782 1,100 16,371 16,639 19,621 19,521 195 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -515) -100 -300 200 -605 -415 -505 -515 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 9.0 5.6 82.6 84.0 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 4 2 23 24 29 28
CFTC# 643 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,890 COMMITMENTS 0 215 210 9,335 9,330 9,545 9,755 345 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,100) 0 45 -95 -820 -1,005 -915 -1,055 -185 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 2.1 94.4 94.3 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 1 10 12 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,403 COMMITMENTS 0 400 0 41,403 40,913 41,403 41,313 0 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,219) -400 -50 -600 -219 -559 -1,219 -1,209 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 **** 98.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 0 26 23 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 51,055 COMMITMENTS 1,700 1,150 50 48,480 49,795 50,230 50,995 825 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 0 -350 0 -520 335 -520 -15 495 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.3 0.1 95.0 97.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 1 24 23 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,060 COMMITMENTS 1,405 0 335 46,125 47,530 47,865 47,865 195 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,062) -65 -5 5 -3,147 -3,907 -3,207 -3,907 -855 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.7 96.0 98.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 0 1 20 13 24 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 55,816 COMMITMENTS 2,130 1,800 175 53,361 53,676 55,666 55,651 150 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,532) -90 -200 0 -2,242 -3,252 -2,332 -3,452 -1,200 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.2 0.3 95.6 96.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 1 22 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 70,428 COMMITMENTS 729 0 218 69,340 69,918 70,287 70,136 141 292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,317) 472 0 -423 -3,444 -2,871 -3,395 -3,294 78 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.3 98.5 99.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 0 1 29 30 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 92,097 COMMITMENTS 6,230 1,484 1,588 83,943 88,761 91,761 91,833 336 264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,281) 599 -899 -632 -4,443 -2,735 -4,476 -4,266 195 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.6 1.7 91.1 96.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 9 3 30 32 38 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,513 COMMITMENTS 931 4,630 199 37,145 33,484 38,275 38,313 238 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,418) 33 -125 -100 -2,340 -1,581 -2,407 -1,806 -11 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 12.0 0.5 96.4 86.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 3 24 17 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 40,676 COMMITMENTS 3,120 1,500 1,850 35,181 37,201 40,151 40,551 525 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,235) -100 -50 0 -3,125 -2,563 -3,225 -2,613 -10 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 3.7 4.5 86.5 91.5 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 2 25 21 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 41,369 COMMITMENTS 25 3,400 235 41,044 37,499 41,304 41,134 65 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -684) 0 460 -55 21 -1,154 -34 -749 -650 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.2 0.6 99.2 90.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 1 22 17 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 34,747 COMMITMENTS 350 2,885 25 34,076 31,702 34,451 34,612 296 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -655) 0 565 -115 -243 -1,180 -358 -730 -297 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 8.3 0.1 98.1 91.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 27,369 COMMITMENTS 1,829 1,715 163 25,008 25,371 27,000 27,249 369 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,061) 111 335 -11 -906 -1,159 -806 -835 -255 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.3 0.6 91.4 92.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 2 22 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,048 COMMITMENTS 1,227 400 476 20,245 21,052 21,948 21,928 100 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -763) 91 290 -110 489 174 470 354 -1,233 -1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.8 2.2 91.8 95.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 17 22 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 49,619 COMMITMENTS 1,625 7,530 700 46,965 41,389 49,290 49,619 329 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,354) -260 -1,535 100 -3,134 -1,491 -3,294 -2,926 -60 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 15.2 1.4 94.7 83.4 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 6 3 3 32 26 38 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 35,615 COMMITMENTS 1,085 3,230 75 34,110 32,307 35,270 35,612 345 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,260) -150 -705 50 -1,884 -1,440 -1,984 -2,095 -276 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 9.1 0.2 95.8 90.7 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 5 1 29 20 32 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 22,581 COMMITMENTS 0 4,100 525 22,056 17,931 22,581 22,556 0 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 25 50 25 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 2.3 97.7 79.4 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 1 15 16 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,900 COMMITMENTS 920 0 0 15,505 16,880 16,425 16,880 475 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,175) -70 0 0 -1,095 -1,045 -1,165 -1,045 -10 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 91.7 99.9 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 0 0 17 13 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,050 COMMITMENTS 530 0 0 16,160 17,030 16,690 17,030 360 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,445) -10 0 -55 -1,385 -1,160 -1,450 -1,215 5 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 94.8 99.9 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 19 13 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 2,583 COMMITMENTS 1,008 315 0 1,512 2,268 2,520 2,583 63 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -820) -320 -100 0 -480 -680 -800 -780 -20 -40 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: 20) 2 2 0 8 8 10 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,712 COMMITMENTS 1,190 150 0 21,368 22,482 22,558 22,632 154 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,773) -25 0 -50 -1,606 -1,690 -1,681 -1,740 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 0.0 94.1 99.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 0 18 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,412 COMMITMENTS 1,190 150 0 19,661 21,165 20,851 21,315 561 97 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,348) -25 0 -50 -1,181 -1,265 -1,256 -1,315 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.7 0.0 91.8 98.8 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 0 17 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,640 COMMITMENTS 0 275 0 9,260 9,305 9,260 9,580 380 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,145) 0 -50 0 -810 -1,020 -810 -1,070 -335 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 96.1 96.5 96.1 99.4 3.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 12 14 12 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,422 COMMITMENTS 688 75 4 20,597 21,323 21,289 21,402 133 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,081) -150 -25 -25 -790 -891 -965 -941 -116 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.4 0.0 96.1 99.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 1 15 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,675 COMMITMENTS 688 125 4 20,846 21,531 21,538 21,660 137 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,732) -125 -25 -25 -1,446 -1,542 -1,596 -1,592 -136 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 0.0 96.2 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 1 16 17 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 109,009 COMMITMENTS 1,070 8,107 710 107,184 100,151 108,964 108,968 45 41 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,010) -25 -555 -50 -4,800 -3,485 -4,875 -4,090 -1,135 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.4 0.7 98.3 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 4 9 3 33 33 39 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,466 COMMITMENTS 1,285 8,987 900 119,221 111,535 121,406 121,422 60 44 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,702) -143 -245 -7 -5,762 -3,537 -5,912 -3,789 -790 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.4 0.7 98.2 91.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 4 9 4 38 33 44 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 212,269 COMMITMENTS 33,707 29,899 17,087 161,465 165,262 212,259 212,248 10 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,120) -1,460 -4,134 -1,432 -6,911 -4,708 -9,803 -10,274 -3,317 -2,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 14.1 8.0 76.1 77.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 21 18 44 44 70 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,724 COMMITMENTS 2,285 275 115 40,001 42,309 42,401 42,699 323 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,875) -160 -25 0 -905 -430 -1,065 -455 -810 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.6 0.3 93.6 99.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 23 14 28 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,589 COMMITMENTS 1,985 275 105 37,221 39,184 39,311 39,564 278 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,325) -10 0 -25 -640 135 -675 110 -650 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.7 0.3 94.0 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 22 14 27 17
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 121,718 COMMITMENTS 21,138 0 1,832 98,707 119,886 121,677 121,718 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 0.0 1.5 81.1 98.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 1 17 18 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,219 COMMITMENTS 0 0 0 28,782 28,842 28,782 28,842 3,437 3,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,610) 0 0 0 -2,715 -2,515 -2,715 -2,515 105 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 89.5 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 16 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,695 COMMITMENTS 0 0 0 27,035 27,110 27,035 27,110 3,660 3,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,455) 0 0 0 -2,575 -2,380 -2,575 -2,380 120 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 88.3 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 18 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 12,280 COMMITMENTS 0 5,510 0 11,175 5,665 11,175 11,175 1,105 1,105 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 44.9 0.0 91.0 46.1 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 0 14 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,837 COMMITMENTS 0 2,600 0 28,757 26,097 28,757 28,697 3,080 3,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,777) 0 -100 0 -1,509 -1,434 -1,509 -1,534 -268 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.0 90.3 82.0 90.3 90.1 9.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 13 17 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,275 COMMITMENTS 0 2,600 0 27,979 25,259 27,979 27,859 2,296 2,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,630) 0 -100 0 -1,385 -1,290 -1,385 -1,390 -245 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 92.4 83.4 92.4 92.0 7.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 12 18 12 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,280 COMMITMENTS 100 12,435 0 28,340 16,235 28,440 28,670 4,840 4,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,010) -100 -860 0 -2,900 -2,160 -3,000 -3,020 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 37.4 0.0 85.2 48.8 85.5 86.1 14.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 5 0 18 12 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,620 COMMITMENTS 100 10,630 0 28,615 18,315 28,715 28,945 4,905 4,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,295) -100 -810 0 -3,185 -2,495 -3,285 -3,305 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 31.6 0.0 85.1 54.5 85.4 86.1 14.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 0 18 13 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,840 COMMITMENTS 950 1,410 425 35,770 35,260 37,145 37,095 1,695 1,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,935) -25 -415 -25 -2,730 -2,410 -2,780 -2,850 -155 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.6 1.1 92.1 90.8 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 2 14 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,235 COMMITMENTS 950 1,510 425 33,495 32,960 34,870 34,895 1,365 1,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,900) -25 -415 -25 -2,765 -2,370 -2,815 -2,810 -85 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.2 1.2 92.4 91.0 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 2 14 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,325 COMMITMENTS 0 7,580 0 23,025 15,520 23,025 23,100 1,300 1,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,440) 0 -730 0 -2,420 -1,695 -2,420 -2,425 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 31.2 0.0 94.7 63.8 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 17 11 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,865 COMMITMENTS 0 330 230 17,950 18,275 18,180 18,835 3,685 3,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,535) 0 -215 -25 -1,075 -875 -1,100 -1,115 -435 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.1 82.1 83.6 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 2 12 9 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,380 COMMITMENTS 0 250 290 17,455 17,780 17,745 18,320 3,635 3,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,460) -50 -130 -25 -1,235 -1,165 -1,310 -1,320 -150 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.4 81.6 83.2 83.0 85.7 17.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 13 10 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,015 COMMITMENTS 11,245 1,025 125 23,710 33,955 35,080 35,105 935 910 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,560) 330 25 -150 -1,520 -1,215 -1,340 -1,340 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 2.8 0.3 65.8 94.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 19 12 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,910 COMMITMENTS 8,445 975 150 19,645 27,140 28,240 28,265 1,670 1,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -455) 770 65 -100 -1,035 -330 -365 -365 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 3.3 0.5 65.7 90.7 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 18 12 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 101,640 COMMITMENTS 10,835 400 1,905 79,570 89,960 92,310 92,265 9,330 9,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,665) -2,565 -175 300 -1,960 -4,335 -4,225 -4,210 -2,440 -2,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.4 1.9 78.3 88.5 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 2 24 24 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,620 COMMITMENTS 10,680 400 1,390 70,505 80,740 82,575 82,530 9,045 9,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,170) -2,630 -100 100 -985 -3,500 -3,515 -3,500 -1,655 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.4 1.5 77.0 88.1 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 3 2 21 24 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,810 COMMITMENTS 1,200 750 0 14,215 14,800 15,415 15,550 2,395 2,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,290) -50 0 0 -1,230 -1,265 -1,280 -1,265 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.2 0.0 79.8 83.1 86.6 87.3 13.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 0 16 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,210 COMMITMENTS 2,475 0 0 14,610 17,280 17,085 17,280 1,125 930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,250) -200 0 0 -1,010 -1,215 -1,210 -1,215 -40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 80.2 94.9 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 17 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,710 COMMITMENTS 0 3,600 600 42,060 38,580 42,660 42,780 7,050 6,930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,400) 0 0 0 -1,180 -1,180 -1,180 -1,180 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 84.6 77.6 85.8 86.1 14.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 1 18 19 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,825 COMMITMENTS 300 1,125 225 26,330 25,625 26,855 26,975 4,970 4,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,475) 0 -475 75 -1,300 -825 -1,225 -1,225 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.5 0.7 82.7 80.5 84.4 84.8 15.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 1 19 21 21 23
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,590 COMMITMENTS 512 16 166 1,152 1,935 1,830 2,117 760 473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 238) 23 11 -13 151 200 161 198 77 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.6 6.4 44.5 74.7 70.7 81.7 29.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 6 16 21 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,887 COMMITMENTS 296 1,764 60 19,315 17,763 19,671 19,587 216 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 777) -10 120 0 727 657 717 777 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 8.9 0.3 97.1 89.3 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 3 1 20 21 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 105,154 COMMITMENTS 7,851 1,772 5,074 91,376 97,881 104,301 104,727 853 427 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,875) 24 -571 -573 -7,079 -6,652 -7,628 -7,796 -247 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.7 4.8 86.9 93.1 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 24 11 20 63 64 95 87 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,827 COMMITMENTS 11,043 1,180 1,884 57,660 67,163 70,587 70,227 240 600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 426) -65 0 -5 526 431 456 426 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.7 2.7 81.4 94.8 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 2 5 30 34 39 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,768 COMMITMENTS 3,323 3,384 432 36,494 36,515 40,249 40,331 519 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,771) 209 75 -19 1,542 1,730 1,732 1,786 39 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.3 1.1 89.5 89.6 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 15 7 7 36 42 53 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,106 COMMITMENTS 730 469 280 8,956 9,087 9,966 9,836 140 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 87) 25 384 29 52 -33 106 380 -19 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 4.6 2.8 88.6 89.9 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 3 22 27 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,932 COMMITMENTS 951 2,518 804 14,370 13,348 16,125 16,670 807 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 288) -5 62 32 261 184 288 278 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 14.9 4.7 84.9 78.8 95.2 98.5 4.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 7 6 27 24 36 33
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 620,241 COMMITMENTS 107,963 89,395 150,835 338,683 366,371 597,481 606,601 22,760 13,640 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,358) 13,580 1,757 -632 -16,584 -4,289 -3,636 -3,164 278 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 14.4 24.3 54.6 59.1 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166) 41 43 62 72 70 147 142
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,437,479 COMMITMENTS 685,322 268,261 826,726 822,776 1242,946 2334,824 2337,933 102,655 99,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,747) -2,289 24,966 -7,600 -25,599 -57,645 -35,488 -40,279 1,741 6,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 11.0 33.9 33.8 51.0 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 177 110 185 107 113 374 337
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,921 COMMITMENTS 49,942 21,650 4,885 63,018 57,129 117,845 83,664 18,076 52,257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,104) 398 2,283 651 4,259 6,236 5,308 9,170 -204 -4,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 15.9 3.6 46.4 42.0 86.7 61.6 13.3 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 6 7 15 15 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,252 COMMITMENTS 394 36,483 2,554 38,944 4,685 41,892 43,722 12,360 10,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 951) 394 355 2,197 435 150 3,026 2,702 -2,075 -1,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 67.2 4.7 71.8 8.6 77.2 80.6 22.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 6 3 14 7 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,620 COMMITMENTS 27,871 66,976 38,450 59,128 25,065 125,449 130,491 13,171 8,129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,054) -610 -703 -811 844 1,029 -577 -485 -477 -569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 48.3 27.7 42.7 18.1 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 17 20 27 19 25 52 56
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 16,986 COMMITMENTS 1,545 0 0 15,336 16,986 16,881 16,986 105 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,476) 0 0 0 1,476 1,476 1,476 1,476 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 90.3 **** 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 0 0 21 18 26 18
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 247,572 COMMITMENTS 65,347 78,873 31,849 134,874 127,989 232,070 238,711 15,502 8,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,447) 3,397 -2,012 -4,228 -4,130 63 -4,961 -6,177 -1,486 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 31.9 12.9 54.5 51.7 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 96 84 66 63 45 201 162
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,198 COMMITMENTS 24,740 3,951 731 3,928 25,349 29,399 30,031 1,799 1,167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 608) 278 7 233 69 386 580 626 28 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.3 12.7 2.3 12.6 81.3 94.2 96.3 5.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179) 95 35 9 19 37 116 79
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 75,931 COMMITMENTS 50,395 28,380 2,161 13,583 42,431 66,139 72,972 9,792 2,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,071) 4,329 4,243 -38 -833 94 3,458 4,299 613 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 37.4 2.8 17.9 55.9 87.1 96.1 12.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 271) 156 55 20 30 36 198 102
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 694,059 COMMITMENTS 178,157 226,229 87,378 368,551 315,170 634,086 628,777 59,973 65,282 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,180) -2,246 -955 13,833 -2,695 -3,437 8,892 9,441 1,288 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 32.6 12.6 53.1 45.4 91.4 90.6 8.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 75 64 62 78 72 182 174
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 216,316 COMMITMENTS 48,907 71,485 45,064 110,430 92,301 204,401 208,850 11,915 7,466 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,725) 100 1,524 4,481 3,388 1,679 7,969 7,684 -244 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 33.0 20.8 51.1 42.7 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 443) 140 123 103 141 113 340 299
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 188,258 COMMITMENTS 92,195 33,087 26,362 46,444 117,052 165,001 176,501 23,257 11,757 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,764) 1,098 1,169 2,342 -102 1,789 3,338 5,300 1,426 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 17.6 14.0 24.7 62.2 87.6 93.8 12.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 200) 87 55 49 31 33 142 118
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 289,779 COMMITMENTS 148,019 107,281 41,578 81,658 128,254 271,255 277,113 18,524 12,666 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,282) 7,769 860 6,355 1,163 7,970 15,287 15,185 995 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 37.0 14.3 28.2 44.3 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 144 102 79 50 63 240 208
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 520,005 COMMITMENTS 279,227 79,115 68,514 124,178 347,175 471,919 494,804 48,086 25,201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,122) -8,069 -4,326 4,003 -2,571 -3,997 -6,637 -4,320 1,515 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 15.2 13.2 23.9 66.8 90.8 95.2 9.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 350) 189 90 77 46 51 271 185
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,460 COMMITMENTS 22,005 8,111 0 23,343 38,040 45,348 46,151 2,112 1,309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,381) 802 625 0 554 1,056 1,356 1,681 25 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 17.1 0.0 49.2 80.2 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 17 6 0 5 8 22 14
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,817 COMMITMENTS 97,068 20,676 2,649 33,076 130,611 132,793 153,936 43,024 21,881 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,446) -136 -1,400 -244 -2,222 -1,743 -2,602 -3,387 1,156 1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 11.8 1.5 18.8 74.3 75.5 87.6 24.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 48 12 16 19 24 72 47
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,039 COMMITMENTS 18,211 22,473 1,019 21,075 5,744 40,305 29,236 8,734 19,803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,468) 597 1,566 -234 3,616 -194 3,979 1,138 489 3,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 45.8 2.1 43.0 11.7 82.2 59.6 17.8 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 12 12 3 5 6 18 20
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,075 COMMITMENTS 102,473 19,724 1,860 76,547 162,723 180,880 184,307 7,195 3,768 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,269) -14,979 -8,612 -982 845 -7,849 -15,116 -17,443 -1,153 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 10.5 1.0 40.7 86.5 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143) 70 40 8 18 19 93 62
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,570 COMMITMENTS 79,610 64,102 8,567 60,706 80,641 148,883 153,310 32,687 28,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,703) -715 3,726 -1,279 13,116 1,690 11,122 4,137 -4,419 2,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 35.3 4.7 33.4 44.4 82.0 84.4 18.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 39 25 23 26 38 76 75
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,124 COMMITMENTS 51,655 153,074 10,707 173,289 49,943 235,651 213,724 18,473 40,400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,235) -7,115 9,661 -281 13,059 -3,854 5,663 5,526 1,572 1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 60.2 4.2 68.2 19.7 92.7 84.1 7.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 27 40 16 32 34 67 82
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,773 COMMITMENTS 29,204 32,875 2,331 6,509 8,124 38,044 43,330 7,729 2,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,147) -2,005 -1,603 -152 688 -819 -1,469 -2,574 -678 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.8 71.8 5.1 14.2 17.7 83.1 94.7 16.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 82 52 12 10 7 102 64
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 450,748 COMMITMENTS 195,816 97,737 23,538 158,660 275,104 378,014 396,379 72,734 54,369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,085) 8,763 1,517 2,895 1,457 8,593 13,115 13,005 -1,030 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 21.7 5.2 35.2 61.0 83.9 87.9 16.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245) 96 59 46 60 63 174 152
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,676 COMMITMENTS 24,787 3,913 286 6,637 28,948 31,710 33,147 1,966 529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,380) -51 -3,233 0 -3,397 -56 -3,448 -3,289 68 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 11.6 0.8 19.7 86.0 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 14 11 1 5 7 20 18
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,795 COMMITMENTS 140,286 71,173 78,007 150,614 227,993 368,907 377,173 24,888 16,622 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,659) -4,666 1,658 11,314 4,374 -3,819 11,022 9,153 -363 1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 18.1 19.8 38.2 57.9 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 272) 99 46 85 88 106 229 205
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,703 COMMITMENTS 1,050 0 0 11,015 11,471 12,065 11,471 638 1,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,835) -150 0 0 1,885 1,885 1,735 1,885 100 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.0 86.7 90.3 95.0 90.3 5.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 15 18 17 18
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,460 COMMITMENTS 21,529 15,800 580 9,752 16,302 31,861 32,682 4,599 3,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,285) 601 2,990 308 2,177 -944 3,086 2,354 -801 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 43.3 1.6 26.7 44.7 87.4 89.6 12.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 32 25 7 11 8 45 38
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 677,160 COMMITMENTS 171,358 346,023 197,345 273,343 95,347 642,046 638,715 35,114 38,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,928) -5,123 -1,082 2,301 9,273 5,729 6,451 6,948 1,477 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 51.1 29.1 40.4 14.1 94.8 94.3 5.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 90 125 106 45 34 201 212
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,451 COMMITMENTS 13,024 4,499 0 4,948 14,433 17,972 18,932 1,479 519 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -78) -650 34 0 141 -47 -509 -13 431 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 23.1 0.0 25.4 74.2 92.4 97.3 7.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 14 7 0 5 5 19 12
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 77,870 COMMITMENTS 49,298 8,472 1,308 16,141 58,444 66,746 68,223 11,124 9,648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 691) -604 1,512 3 1,084 -40 483 1,475 208 -784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 10.9 1.7 20.7 75.1 85.7 87.6 14.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 123) 48 23 9 27 30 78 59
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 155,740 COMMITMENTS 98,596 16,943 2,615 32,281 116,887 133,492 136,445 22,248 19,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,381) -1,207 3,024 5 2,168 -80 966 2,949 415 -1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 10.9 1.7 20.7 75.1 85.7 87.6 14.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 123) 48 23 9 27 30 78 59
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 913,569 3018,168 2406,959 9058,254 6358,948 ******** ******** 572,3311167,038 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 219,358) 15,985 311,316 -26,455 240,563 -99,426 230,093 185,435 -10,735 33,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 23.3 18.6 69.9 49.1 95.6 91.0 4.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 39 122 109 114 135 233 297
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 665,557 COMMITMENTS 115,753 87,772 26,181 447,574 469,374 589,509 583,328 76,048 82,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,325) 2,210 -5,845 3,918 11,709 20,643 17,836 18,716 -2,512 -3,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 13.2 3.9 67.2 70.5 88.6 87.6 11.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 633) 139 151 74 228 243 402 433
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 51,627 COMMITMENTS 4,734 4,855 1,200 27,109 27,634 33,043 33,689 18,584 17,938 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,053) -174 -429 1,200 3,098 3,118 4,124 3,889 -71 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 9.4 2.3 52.5 53.5 64.0 65.3 36.0 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 9 8 1 18 18 28 26
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,069,650 COMMITMENTS 572,162 431,653 107,841 2102,325 2208,699 2782,328 2748,193 287,322 321,457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,359) 9,899 -29,097 15,607 43,056 87,625 68,562 74,135 -12,203 -17,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 14.1 3.5 68.5 72.0 90.6 89.5 9.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 626) 137 151 71 225 237 395 426 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: 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: 27,742 COMMITMENTS 11,968 0 0 12,442 27,064 24,410 27,064 3,332 678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -227) -604 0 0 437 -284 -167 -284 -60 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 0.0 0.0 44.8 97.6 88.0 97.6 12.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 0 0 8 9 16 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: 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: 22,605 COMMITMENTS 0 1,188 0 21,208 20,361 21,208 21,549 1,397 1,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -911) 0 0 0 -725 -924 -725 -924 -186 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 93.8 90.1 93.8 95.3 6.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 0 14 10 14 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 24,906 COMMITMENTS 5,825 1,151 1,328 17,348 22,120 24,501 24,599 405 307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,447) 1,516 -90 153 -222 1,384 1,447 1,447 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 4.6 5.3 69.7 88.8 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 3 4 13 14 21 20
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,943 COMMITMENTS 7,982 8,495 1,038 4,791 4,300 13,811 13,833 132 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 449) 354 872 -3 141 -385 492 484 -43 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 60.9 7.4 34.4 30.8 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 3 4 10 5 21 10
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,548 COMMITMENTS 5,534 4,550 2,404 3,864 4,843 11,802 11,797 746 751 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8) -30 -42 14 0 4 -16 -24 8 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 36.3 19.2 30.8 38.6 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 12 10 13 8 11 27 28
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,427 COMMITMENTS 21,759 15,748 893 27,120 32,081 49,772 48,722 6,655 7,706 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,461) 1,944 1,770 -134 497 362 2,308 1,998 154 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 27.9 1.6 48.1 56.9 88.2 86.3 11.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 70 90 29 62 81 150 182
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,136 COMMITMENTS 108,796 78,740 4,463 135,600 160,405 248,859 243,608 33,277 38,528 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,306) 9,722 8,850 -669 2,485 1,809 11,538 9,990 768 2,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 27.9 1.6 48.1 56.9 88.2 86.3 11.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 70 90 29 62 81 150 182
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 53,470 COMMITMENTS 38,567 53,336 85 14,748 0 53,400 53,421 70 49 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 636) 1,361 636 0 -744 0 617 636 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 99.7 0.2 27.6 0.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 21 12 1 2 0 24 12
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,854 COMMITMENTS 93,702 24,520 2,552 12,358 91,755 108,612 118,827 32,242 22,027 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,244) -4,797 -2,167 846 -2,416 -5,202 -6,367 -6,523 123 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.5 17.4 1.8 8.8 65.1 77.1 84.4 22.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 45 15 11 15 20 62 45
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 546,831 COMMITMENTS 172,853 156,757 8,904 346,650 367,706 528,407 533,367 18,424 13,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,435) 8,676 -10,156 -572 -1,339 18,284 6,765 7,556 1,670 879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 28.7 1.6 63.4 67.2 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289) 71 43 17 96 117 174 170
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 62,084 COMMITMENTS 6,377 9,540 677 46,213 41,528 53,267 51,745 8,817 10,339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 311) -1,127 337 -25 1,919 481 767 793 -456 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 15.4 1.1 74.4 66.9 85.8 83.3 14.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 16 21 4 40 24 57 48
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,772 COMMITMENTS 16,889 11,940 33 15,154 21,700 32,076 33,673 6,696 5,099 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 792) 1,633 -259 -213 85 13 1,505 -459 -713 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 30.8 0.1 39.1 56.0 82.7 86.8 17.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 17 9 1 16 11 33 21
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,493 COMMITMENTS 17,252 10,336 1,151 21,127 23,457 39,530 34,944 9,963 14,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,642) -609 3,148 -75 -1,579 -3,709 -2,263 -636 621 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 20.9 2.3 42.7 47.4 79.9 70.6 20.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 23 16 6 26 23 51 43
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 286,934 COMMITMENTS 70,279 12,417 3,883 204,056 266,053 278,218 282,353 8,716 4,581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,220) -1,687 3,889 -19 2,807 -1,510 1,101 2,360 119 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 4.3 1.4 71.1 92.7 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154) 38 13 8 76 54 114 75
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,063,011 COMMITMENTS 298,732 110,659 21,005 714,015 922,219 1033,752 1053,883 29,259 9,128 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,796) -6,723 6,640 -382 8,575 -996 1,470 5,262 326 -3,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 10.4 2.0 67.2 86.8 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 122 48 29 150 94 282 161
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493 COMMITMENTS 13,737 5,224 5 15,695 24,197 29,437 29,426 56 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,153) 584 113 0 593 1,034 1,177 1,147 -24 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 17.7 0.0 53.2 82.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 16 1 7 19 16 36
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,528 COMMITMENTS 16,697 5,440 64 3,718 14,973 20,479 20,477 49 51 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) 878 -95 0 -722 236 156 141 -13 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.3 26.5 0.3 18.1 72.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 10 1 3 11 12 21
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,161 COMMITMENTS 11,776 2,654 792 10,105 27,608 22,673 31,054 12,488 4,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,260) 871 -43 -212 943 869 1,602 614 -342 646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 7.5 2.3 28.7 78.5 64.5 88.3 35.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 4 3 11 6 20 12
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 92,489 COMMITMENTS 26,033 3,417 643 52,735 85,024 79,411 89,084 13,078 3,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,510) 721 118 -35 1,406 2,830 2,092 2,913 418 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 3.7 0.7 57.0 91.9 85.9 96.3 14.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 7 5 42 39 57 51
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: 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: 111,307 COMMITMENTS 9,162 12,113 30,809 71,312 68,383 111,283 111,305 24 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 47 1,620 -1,460 1,633 40 220 200 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 10.9 27.7 64.1 61.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 2 2 13 14 19 16
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,886 COMMITMENTS 4,358 825 197 22,217 25,864 26,772 26,886 114 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) 225 0 0 90 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.1 0.7 82.6 96.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 1 1 24 13 29 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,615 COMMITMENTS 325 535 125 2,135 1,955 2,585 2,615 30 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 20.5 4.8 81.6 74.8 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 3 3 9 9 13 15
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,921 COMMITMENTS 2,038 3,036 340 12,306 11,050 14,684 14,426 237 495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 257) 70 400 0 187 -157 257 243 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 20.3 2.3 82.5 74.1 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 6 3 24 22 29 29
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,825 COMMITMENTS 1,670 2,387 1,641 6,091 5,550 9,402 9,578 423 247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 363) 92 284 -8 252 87 336 363 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 24.3 16.7 62.0 56.5 95.7 97.5 4.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 7 9 20 21 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,356 COMMITMENTS 390 240 70 581 706 1,041 1,016 315 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 0 60 30 20 40 50 130 30 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 17.7 5.2 42.8 52.1 76.8 74.9 23.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 5 2 12 13 18 19
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,849 COMMITMENTS 3,540 1,311 2,951 15,012 17,152 21,503 21,414 3,346 3,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -143) 662 113 57 -633 421 86 591 -229 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 5.3 11.9 60.4 69.0 86.5 86.2 13.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 4 6 15 14 22 22