CFTC Commitments of Traders

Futures Only 6/17/17


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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: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,411 COMMITMENTS 150,961 211,477 95,498 158,707 100,147 405,166 407,122 41,245 39,289 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,980) -5,078 -21,152 -3,301 -17,475 -6,231 -25,854 -30,684 -3,126 1,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 47.4 21.4 35.6 22.4 90.8 91.2 9.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 408) 128 136 133 100 100 308 306
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,447 COMMITMENTS 109,626 71,840 43,502 105,855 141,807 258,983 257,149 23,464 25,298 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,753) 4,648 -14,317 -2,353 -4,457 11,809 -2,162 -4,861 -1,591 1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 25.4 15.4 37.5 50.2 91.7 91.0 8.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 83 49 62 86 87 195 180
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,550 COMMITMENTS 14,463 7,250 5,364 42,050 54,377 61,877 66,991 18,673 13,559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,145) 2,137 1,397 1,438 1,419 3,309 4,994 6,144 3,151 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 9.0 6.7 52.2 67.5 76.8 83.2 23.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 26 12 20 50 44 88 67
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,444,543 COMMITMENTS 438,144 352,886 231,203 589,099 678,866 1258,446 1262,955 186,097 181,588 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,805) 19,699 -98,018 39,755 -34,020 75,596 25,434 17,333 5,371 13,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 24.4 16.0 40.8 47.0 87.1 87.4 12.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 739) 208 140 190 261 300 568 561
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,095 COMMITMENTS 1,934 532 212 2,082 5,435 4,228 6,179 2,867 916 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 228) -3 -166 -81 17 431 -67 184 295 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 7.5 3.0 29.3 76.6 59.6 87.1 40.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 14 8 4 6 11 24 19
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 700,351 COMMITMENTS 159,501 205,457 103,340 385,745 295,935 648,586 604,732 51,765 95,619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,413) 2,654 -18,272 3,344 -10,271 11,215 -4,273 -3,713 -2,140 -2,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 29.3 14.8 55.1 42.3 92.6 86.3 7.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 589) 153 162 172 165 204 419 467
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,743 COMMITMENTS 460 125 0 7,279 7,612 7,739 7,737 4 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.6 0.0 94.0 98.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 2 0 8 9 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 29,385 COMMITMENTS 15,210 9,764 300 13,875 19,305 29,385 29,369 0 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) -150 -150 0 0 0 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 33.2 1.0 47.2 65.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 7 2 10 5 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,086 COMMITMENTS 15,846 20,833 20 29,220 24,233 45,086 45,086 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 46.2 0.0 64.8 53.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 9 2 9 6 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 56,514 COMMITMENTS 5,516 8,628 1,488 49,505 46,323 56,509 56,439 5 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,471) -90 37 348 2,213 2,086 2,471 2,471 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 15.3 2.6 87.6 82.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 8 9 6 12 12 24 23
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,342 COMMITMENTS 7,989 896 0 31,353 38,446 39,342 39,342 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20) 0 -10 0 -20 -10 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 2.3 0.0 79.7 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 0 9 11 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 34,642 COMMITMENTS 6,575 15,673 387 27,680 18,582 34,642 34,642 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 45.2 1.1 79.9 53.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 5 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 23,565 COMMITMENTS 3,550 5,645 0 20,015 17,920 23,565 23,565 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -200 0 0 0 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 24.0 0.0 84.9 76.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 7 0 7 4 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,867 COMMITMENTS 8,330 7,070 0 9,537 10,797 17,867 17,867 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 39.6 0.0 53.4 60.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 5 0 8 8 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,956 COMMITMENTS 14,250 14,845 700 14,006 13,411 28,956 28,956 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 51.3 2.4 48.4 46.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 6 3 7 7 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 19,295 COMMITMENTS 9,495 6,607 100 9,700 12,588 19,295 19,295 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 34.2 0.5 50.3 65.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 1 7 5 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,100 COMMITMENTS 760 2,285 0 15,320 13,815 16,080 16,100 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -136) 0 -125 0 -146 -11 -146 -136 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 14.2 0.0 95.2 85.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 6 0 8 10 11 16
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,033 COMMITMENTS 119,857 114,500 79,734 186,033 191,132 385,624 385,366 32,409 32,667 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,175) -4,324 -15,999 -16,102 -18,766 -4,181 -39,192 -36,282 17 -2,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 27.4 19.1 44.5 45.7 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 100 89 120 92 73 262 249
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,740 COMMITMENTS 176,070 117,261 9,378 376,387 446,275 561,835 572,914 171,905 160,826 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,726) 16,705 -19,194 -390 2,970 50,451 19,285 30,867 10,441 -1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 16.0 1.3 51.3 60.8 76.6 78.1 23.4 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162) 46 22 15 65 71 115 104
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,238 COMMITMENTS 33,308 131,263 17,310 594,468 529,116 645,086 677,689 118,152 85,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,432) -6,037 -7,131 -696 -6,044 -3,530 -12,777 -11,357 -2,655 -4,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 17.2 2.3 77.9 69.3 84.5 88.8 15.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 13 14 11 64 65 84 83
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,179 COMMITMENTS 7,222 1,918 1,935 36,814 42,123 45,971 45,976 208 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,899) 42 133 386 2,481 2,415 2,909 2,934 -10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 4.2 4.2 79.7 91.2 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 11 5 9 32 41 46 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,151 COMMITMENTS 734 217 644 7,910 8,679 9,288 9,540 863 611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 273) -1 0 40 196 192 235 232 38 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.1 6.3 77.9 85.5 91.5 94.0 8.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 5 9 31 33 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,334 COMMITMENTS 655 105 612 9,565 10,273 10,832 10,990 502 344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) -21 -16 126 387 319 492 429 -85 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.9 5.4 84.4 90.6 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 3 7 32 37 40 45
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,882 COMMITMENTS 114 1,067 253 4,918 4,250 5,285 5,570 597 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) -5 182 -8 384 235 371 409 18 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 18.1 4.3 83.6 72.3 89.9 94.7 10.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 9 6 23 20 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,870 COMMITMENTS 100 740 79 1,581 880 1,760 1,699 110 171 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70) -10 20 20 30 30 40 70 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 39.6 4.2 84.5 47.1 94.1 90.9 5.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 5 4 9 8 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,544 COMMITMENTS 130 2,534 175 18,214 15,820 18,519 18,529 25 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) -100 275 25 230 -130 155 170 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.7 0.9 98.2 85.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 7 4 25 21 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,927 COMMITMENTS 1,311 2,560 269 6,850 5,832 8,430 8,661 497 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 531) -6 152 45 528 480 567 677 -36 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 28.7 3.0 76.7 65.3 94.4 97.0 5.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 12 6 10 22 22 38 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,857 COMMITMENTS 600 522 182 4,317 4,988 5,099 5,692 758 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18) 0 -20 0 13 28 13 8 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 8.9 3.1 73.7 85.2 87.1 97.2 12.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 4 16 17 22 22
CFTC# 22651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,508 COMMITMENTS 78,040 78,022 79,862 210,101 207,047 368,003 364,931 36,505 39,577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,374) 1,178 9,465 13,296 10,133 -846 24,607 21,915 1,767 4,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 19.3 19.7 51.9 51.2 91.0 90.2 9.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 206) 50 49 75 84 81 179 172
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,412 COMMITMENTS 0 75 300 27,950 35,091 28,250 35,466 11,162 3,946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,981) 0 75 -75 4,494 5,591 4,419 5,591 -1,438 -2,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.8 70.9 89.0 71.7 90.0 28.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 19 22 20 23
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,488,532 COMMITMENTS 958,965 101,377 785,632 3706,425 4592,614 5451,022 5479,623 37,510 8,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,498) -3,149 -34,723 -24,038 45,043 78,087 17,856 19,326 642 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.8 14.3 67.5 83.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 61 24 63 134 121 214 191
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 288,275 COMMITMENTS 42,390 97,279 58,567 184,516 132,088 285,473 287,934 2,802 341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,739) -1,442 -35,818 32,226 -9,045 25,321 21,739 21,729 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 33.7 20.3 64.0 45.8 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 12 12 16 32 24 50 46
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,249 COMMITMENTS 9,778 3,727 3,001 173,135 190,216 185,914 196,944 14,335 3,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,339) 610 1,164 384 -17 -423 977 1,125 362 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.9 1.5 86.5 95.0 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 3 6 34 30 44 36
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,660 COMMITMENTS 130 584 211 92,996 93,292 93,337 94,087 5,323 4,573 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,745) 130 0 180 2,078 2,267 2,388 2,447 357 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 0.2 94.3 94.6 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 1 2 25 28 27 30
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,955 COMMITMENTS 1,694 305 1,962 201,640 208,847 205,296 211,114 13,659 7,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,889) 466 305 76 2,348 2,665 2,890 3,046 -1 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.1 0.9 92.1 95.4 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 2 23 26 26 28
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,006 COMMITMENTS 1,434 17,984 9,644 1011,680 999,764 1022,758 1027,392 10,248 5,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,508) -151 1,330 146 -9,518 -9,486 -9,523 -8,010 15 -1,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.7 0.9 97.9 96.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 3 3 4 53 35 59 39
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,317 COMMITMENTS 6,577 1,403 155 444,219 458,594 450,951 460,152 16,366 7,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,629) 239 1,403 155 8,870 8,444 9,264 10,002 365 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.0 95.1 98.1 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 2 1 37 45 40 47
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,038 COMMITMENTS 889 3 1,865 366,115 378,945 368,869 380,813 17,169 5,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,469) -1,379 3 158 7,435 8,339 6,214 8,500 2,255 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.5 94.8 98.2 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 1 3 37 41 40 44
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,920 COMMITMENTS 1,577 0 1,349 179,821 180,319 182,747 181,668 4,173 5,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,702) 1,577 -665 -122 12,014 10,141 13,469 9,354 -3,767 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.7 96.2 96.5 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 2 29 34 31 36
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 100,961 COMMITMENTS 5,300 4,231 2,146 91,541 89,977 98,987 96,354 1,974 4,607 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,875) -1,463 1,582 524 4,673 35 3,734 2,141 -859 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 4.2 2.1 90.7 89.1 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 3 2 25 26 29 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,457 COMMITMENTS 0 0 0 28,815 30,157 28,815 30,157 1,642 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,440) 0 0 0 4,440 4,440 4,440 4,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 99.0 94.6 99.0 5.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 10 12 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,145 COMMITMENTS 882 279 1,071 88,153 90,437 90,106 91,787 8,039 6,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 890) 518 0 -266 521 1,125 773 859 117 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 1.1 89.8 92.1 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 18 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 161,249 COMMITMENTS 0 0 0 153,738 159,356 153,738 159,356 7,511 1,893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,241) 0 0 0 1,303 1,303 1,303 1,303 -62 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 98.8 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 0 0 25 27 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 67,750 COMMITMENTS 0 0 0 62,174 63,613 62,174 63,613 5,576 4,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 366) 0 0 0 152 -62 152 -62 214 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 93.9 91.8 93.9 8.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 17 16 17 16
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,918 COMMITMENTS 1,410 810 0 14,428 15,406 15,838 16,216 1,080 702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 4.8 0.0 85.3 91.1 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 0 13 15 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 593,422 COMMITMENTS 48,860 5,980 3,321 532,913 575,850 585,094 585,151 8,328 8,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,672) -143 -1,226 -1,746 5,016 5,571 3,127 2,599 -455 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.0 0.6 89.8 97.0 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 6 3 4 56 57 63 63 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,803 COMMITMENTS 0 1,719 403 109,659 107,475 110,062 109,597 8,741 9,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,229) -1,331 -342 -232 -1,874 -2,223 -3,437 -2,797 1,208 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.3 92.3 90.5 92.6 92.3 7.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 23 21 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 75,702 COMMITMENTS 0 204 372 73,351 71,866 73,723 72,442 1,979 3,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -62) 0 0 0 -62 -62 -62 -62 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.5 96.9 94.9 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 15 19 16 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 97,406 COMMITMENTS 0 0 0 96,182 93,604 96,182 93,604 1,224 3,802 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -1,968 -1,968 -1,968 -1,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 96.1 98.7 96.1 1.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 14 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 127,692 COMMITMENTS 38,606 8,310 0 88,152 118,272 126,758 126,582 934 1,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -2,058 -1,968 -2,058 -1,968 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 6.5 0.0 69.0 92.6 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 8 10 0 18 43 26 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,040 COMMITMENTS 0 1,088 0 107,042 103,143 107,042 104,231 998 3,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,464) 0 248 0 3,464 3,336 3,464 3,584 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.1 95.5 99.1 96.5 0.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 2 0 16 22 16 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 264,313 COMMITMENTS 2,819 589 901 250,306 255,278 254,026 256,768 10,287 7,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 580) -980 589 274 499 -221 -207 642 787 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.3 94.7 96.6 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 1 31 31 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 123,426 COMMITMENTS 422 0 1,687 116,865 119,551 118,974 121,238 4,452 2,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,421) 422 -431 493 2,537 3,870 3,452 3,932 -31 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.4 94.7 96.9 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 20 23 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 141,944 COMMITMENTS 4,067 419 798 129,427 134,975 134,292 136,192 7,652 5,752 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,918) 22 419 157 2,344 2,191 2,523 2,767 395 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.3 0.6 91.2 95.1 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 19 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 124,748 COMMITMENTS 0 0 0 113,321 122,326 113,321 122,326 11,427 2,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) 0 0 0 -599 -171 -599 -171 -31 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.8 98.1 90.8 98.1 9.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 19 18 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 64,236 COMMITMENTS 240 0 0 63,266 63,872 63,506 63,872 730 364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.5 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 13 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,443 COMMITMENTS 802 0 310 103,923 109,544 105,035 109,854 8,408 3,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,430) 494 0 93 2,870 2,571 3,457 2,664 -27 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.3 91.6 96.6 92.6 96.8 7.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 19 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,406 COMMITMENTS 0 2,213 7,968 139,745 136,800 147,713 146,981 9,693 10,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,438) 0 652 1,120 505 729 1,625 2,501 -3,063 -3,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 5.1 88.8 86.9 93.8 93.4 6.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 3 4 32 23 36 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,130 COMMITMENTS 0 1,140 0 16,390 16,510 16,390 17,650 1,740 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 744) 0 0 0 744 744 744 744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 90.4 91.1 90.4 97.4 9.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 16 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 24,441 COMMITMENTS 2,550 210 0 21,129 22,981 23,679 23,191 762 1,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.9 0.0 86.4 94.0 96.9 94.9 3.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 0 11 11 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 179,240 COMMITMENTS 14,388 4,386 814 157,845 164,287 173,047 169,487 6,193 9,753 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,512) 17 -1,353 214 5,915 6,691 6,146 5,552 366 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 2.4 0.5 88.1 91.7 96.5 94.6 3.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 2 2 35 31 39 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 85,304 COMMITMENTS 525 0 0 72,781 76,781 73,306 76,781 11,998 8,523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 -918 539 -918 539 2,113 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 85.3 90.0 85.9 90.0 14.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 0 20 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 99,050 COMMITMENTS 0 0 0 90,268 94,558 90,268 94,558 8,782 4,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 479) 0 0 0 753 -8 753 -8 -274 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 95.5 91.1 95.5 8.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 23 16 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 62,268 COMMITMENTS 2,043 617 0 52,464 55,969 54,507 56,586 7,761 5,682 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 617 0 183 95 183 712 217 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.0 0.0 84.3 89.9 87.5 90.9 12.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 11 14 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,460 COMMITMENTS 2,310 210 0 28,664 31,040 30,974 31,250 486 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,068) 0 0 0 4,068 4,068 4,068 4,068 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.7 0.0 91.1 98.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 0 13 11 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 115,120 COMMITMENTS 2,282 0 0 103,277 107,153 105,559 107,153 9,561 7,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,847) 248 0 0 607 2,241 855 2,241 992 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 89.7 93.1 91.7 93.1 8.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 27 16 28 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 76,476 COMMITMENTS 0 0 0 66,526 70,205 66,526 70,205 9,950 6,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,219) 0 0 0 3,005 3,219 3,005 3,219 214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 91.8 87.0 91.8 13.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 16 13 16 13
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,465,130 COMMITMENTS 373,440 377,774 490,695 529,584 555,659 1393,719 1424,128 71,411 41,002 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -47,501) 3,412 4,930 -32,370 -19,649 -17,459 -48,607 -44,899 1,106 -2,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 25.8 33.5 36.1 37.9 95.1 97.2 4.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 328) 140 98 150 73 64 285 252
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 409,641 COMMITMENTS 177,641 147,624 34,442 184,328 219,523 396,411 401,589 13,230 8,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -802) -5,115 3,790 3,783 -287 -8,329 -1,619 -756 817 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 36.0 8.4 45.0 53.6 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 19 17 28 39 42 73 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 134,455 COMMITMENTS 12,310 50,438 21,536 85,111 53,814 118,957 125,788 15,498 8,667 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,223) -290 -2,267 3,951 1,015 3,394 4,676 5,078 547 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 37.5 16.0 63.3 40.0 88.5 93.6 11.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 7 19 19 24 24 47 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 36,148 COMMITMENTS 2,406 2,707 8,867 24,791 24,262 36,064 35,836 84 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) 164 -299 16 388 843 568 560 -13 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 7.5 24.5 68.6 67.1 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 9 8 11 11 11 25 25
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 65,047 COMMITMENTS 26,927 20,780 6,192 30,933 37,211 64,052 64,183 995 864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -317) -942 32 432 449 -736 -61 -272 -256 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 31.9 9.5 47.6 57.2 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 15 14 20 20 20 45 44
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,575 COMMITMENTS 5,439 1,012 1,005 3,659 8,061 10,103 10,078 472 497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 740) 475 -250 80 205 895 760 725 -20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 9.6 9.5 34.6 76.2 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 11 3 5 9 12 22 18
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,555 COMMITMENTS 1,044 363 553 648 1,479 2,245 2,395 310 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -399) -87 221 -62 -306 -592 -455 -433 56 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 14.2 21.6 25.4 57.9 87.9 93.7 12.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 11 4 5 5 9 18 16
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,430 COMMITMENTS 300 380 30 2,919 2,741 3,249 3,151 181 279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) 65 60 10 41 46 116 116 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 11.1 0.9 85.1 79.9 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 3 1 13 15 15 19
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 39,479 COMMITMENTS 6,131 1,502 4,367 28,720 33,479 39,218 39,348 261 131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 169) 638 221 -459 -35 376 144 138 25 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 3.8 11.1 72.7 84.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 17 13 16 45 58 71 80
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 409,166 COMMITMENTS 98,541 103,386 70,262 197,170 195,144 365,973 368,792 43,193 40,374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,732) 2,579 -2,994 -969 -6,352 -752 -4,742 -4,715 10 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 25.3 17.2 48.2 47.7 89.4 90.1 10.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 82 62 87 102 98 235 222
CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,881 COMMITMENTS 410 421 477 2,678 2,748 3,565 3,646 316 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) -27 -45 -45 187 220 115 130 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.8 12.3 69.0 70.8 91.9 93.9 8.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 6 9 14 18 25 28
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,543 COMMITMENTS 102,081 26,537 21,523 96,424 174,350 220,028 222,410 14,515 12,133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -255) -6,629 3,419 3,943 3,724 -9,926 1,038 -2,564 -1,293 2,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 11.3 9.2 41.1 74.3 93.8 94.8 6.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 132 63 62 61 64 226 164
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,276,370 COMMITMENTS 696,116 18,119 71,471 483,657 1168,235 1251,244 1257,825 25,126 18,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,687) 2,210 2,103 -343 4,535 5,421 6,402 7,181 1,285 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 1.4 5.6 37.9 91.5 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 22 9 22 43 45 73 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,912 COMMITMENTS 8,707 50,282 26,690 213,827 170,930 249,224 247,902 2,688 4,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,055) -752 2,773 4,456 3,693 -254 7,397 6,975 -342 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 20.0 10.6 84.9 67.9 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 10 13 19 35 31 56 52
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,174 COMMITMENTS 1,840 5,800 2,660 22,314 18,354 26,814 26,814 360 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) 280 -520 200 -188 612 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 21.3 9.8 82.1 67.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 5 9 7 17 19
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,473 COMMITMENTS 3,102 2,032 289 3,930 5,590 7,321 7,911 2,152 1,562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 449) 211 45 55 73 487 339 587 110 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 21.5 3.1 41.5 59.0 77.3 83.5 22.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 19 17 8 20 13 45 33
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,667 COMMITMENTS 2,351 4,000 650 7,724 6,309 10,725 10,959 1,942 1,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 347) -218 59 11 650 431 443 501 -96 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 31.6 5.1 61.0 49.8 84.7 86.5 15.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 21 19 13 28 19 52 48
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,385,338 COMMITMENTS 262,864 343,029 48,513 950,129 846,402 1261,506 1237,944 123,832 147,394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,999) 14,543 55,390 -8,151 16,384 -25,407 22,776 21,832 -3,777 -2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 24.8 3.5 68.6 61.1 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 60 59 34 106 112 178 193
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,180,408 COMMITMENTS 830,911 556,942 115,620 1861,367 1977,660 2807,898 2650,222 372,510 530,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,170) -47,983 -109,886 12,461 3,378 59,697 -32,144 -37,728 3,974 9,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 17.5 3.6 58.5 62.2 88.3 83.3 11.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 396) 72 98 55 151 176 255 297
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,075 COMMITMENTS 65,644 38,443 4,112 207,700 215,468 277,456 258,023 88,619 108,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,353) -9,226 -3,320 1,169 8,919 5,852 862 3,701 491 -2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 10.5 1.1 56.7 58.9 75.8 70.5 24.2 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 8 6 7 37 38 50 46
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,173,532 COMMITMENTS 556,451 609,253 84,621 2237,283 2126,566 2878,355 2820,440 295,177 353,092 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42,722) 24,790 -17,712 -14,817 -47,184 -824 -37,211 -33,353 -5,511 -9,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 19.2 2.7 70.5 67.0 90.7 88.9 9.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 43 69 42 114 143 185 226
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,679,957 COMMITMENTS 326,953 294,854 334,699 967,196 990,171 1628,848 1619,724 51,109 60,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71,643) 5,787 -27,267 29,039 32,306 66,422 67,132 68,194 4,511 3,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 17.6 19.9 57.6 58.9 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143) 25 38 48 62 67 115 132
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,806 COMMITMENTS 469 793 255 4,162 4,425 4,886 5,473 920 333 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) -20 -25 7 201 264 188 246 16 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 13.7 4.4 71.7 76.2 84.2 94.3 15.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 7 8 17 21 28 32
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,674 COMMITMENTS 17,158 7,064 988 7,885 16,044 26,031 24,096 2,643 4,578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 603) 211 -428 306 184 542 701 420 -98 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 24.6 3.4 27.5 56.0 90.8 84.0 9.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 15 25 19 16 28 45 58
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,323 COMMITMENTS 710 673 414 4,695 4,628 5,819 5,715 504 608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 248) -17 37 74 315 190 372 301 -124 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 10.6 6.5 74.3 73.2 92.0 90.4 8.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 10 5 10 23 18 36 30
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,120 COMMITMENTS 470 4,269 54 3,603 460 4,127 4,783 993 337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) -51 -6 -3 40 -28 -14 -37 -26 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 83.4 1.1 70.4 9.0 80.6 93.4 19.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 5 2 11 5 16 11
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,077 COMMITMENTS 101,508 46,706 42,086 88,191 130,238 231,785 219,030 22,292 35,047 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,742) 1,761 238 2,198 -427 588 3,532 3,024 1,210 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 18.4 16.6 34.7 51.3 91.2 86.2 8.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 291) 117 66 102 61 80 231 207
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,641 COMMITMENTS 184,051 48,059 66,369 130,681 243,228 381,101 357,656 32,540 55,985 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,071) 1,917 876 -464 -1,815 -2,781 -362 -2,369 -709 1,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 11.6 16.0 31.6 58.8 92.1 86.5 7.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 451) 144 79 120 113 165 333 324
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,244 COMMITMENTS 1,195 1,119 574 1,134 1,554 2,903 3,247 1,341 997 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -586) 19 -259 -310 -245 -62 -536 -631 -50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 26.4 13.5 26.7 36.6 68.4 76.5 31.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 14 13 11 19 19 41 37
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,203 COMMITMENTS 26,911 12,561 8,017 14,495 16,962 49,423 37,540 7,780 19,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -252) -175 43 84 -86 -221 -177 -94 -75 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 22.0 14.0 25.3 29.7 86.4 65.6 13.6 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 64 53 48 43 82 136 164
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,397 COMMITMENTS 3,585 15,888 710 18,608 5,946 22,903 22,544 494 853 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 527) 38 231 -28 466 284 476 487 51 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 67.9 3.0 79.5 25.4 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 13 12 11 24 19 43 36
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 101,226 COMMITMENTS 19,864 9,210 3,836 77,099 87,694 100,799 100,740 427 486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -82) -128 -106 110 -64 -64 -82 -60 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 9.1 3.8 76.2 86.6 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 12 11 16 40 43 61 61
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 37,997 COMMITMENTS 2,475 825 1,250 34,272 35,922 37,997 37,997 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) -250 -100 400 200 50 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.2 3.3 90.2 94.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 6 3 28 22 34 30
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 28,544 COMMITMENTS 2,175 550 300 26,069 27,694 28,544 28,544 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -340) -575 150 -50 285 -440 -340 -340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.9 1.1 91.3 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 1 24 23 28 25
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,808 COMMITMENTS 6,304 34,742 1,705 176,645 148,236 184,654 184,683 154 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 384) -640 2,080 100 924 -1,791 384 389 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 18.8 0.9 95.6 80.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 5 7 5 38 38 45 48
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,655 COMMITMENTS 525 6,770 2,925 62,163 55,940 65,613 65,635 42 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,250) 175 -225 475 600 1,000 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 10.3 4.5 94.7 85.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 7 5 21 22 31 31
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,954 COMMITMENTS 200 450 450 24,298 24,054 24,948 24,954 6 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,865) 0 225 0 1,865 1,640 1,865 1,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.8 1.8 97.4 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 1 13 16 16 20
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 58,875 COMMITMENTS 413 3,775 632 57,791 54,408 58,836 58,815 39 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 440) 0 0 0 440 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.4 1.1 98.2 92.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 3 2 27 28 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 60,661 COMMITMENTS 1,618 2,000 400 58,454 58,126 60,472 60,526 189 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 115) 0 100 0 175 15 175 115 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.7 96.4 95.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 5 3 26 28 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,750 COMMITMENTS 425 17,400 0 63,926 47,230 64,351 64,630 399 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 0 0 0 520 520 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 26.9 0.0 98.7 72.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 1 0 28 25 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 81,753 COMMITMENTS 605 17,400 0 80,841 64,098 81,446 81,498 307 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 21.3 0.0 98.9 78.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 1 0 29 26 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,970 COMMITMENTS 700 850 50 32,966 32,940 33,716 33,840 254 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,180) 0 -50 0 -1,153 -1,120 -1,153 -1,170 -27 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.5 0.1 97.0 97.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 21 18 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 37,240 COMMITMENTS 2,125 0 150 34,905 36,886 37,180 37,036 60 204 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,155) -300 0 0 -855 -1,143 -1,155 -1,143 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.4 93.7 99.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 0 1 20 24 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 15,440 COMMITMENTS 0 750 0 15,440 14,690 15,440 15,440 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -850) 0 -50 0 -850 -800 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 **** 95.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 17 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,185 COMMITMENTS 1,300 2,332 700 16,955 15,853 18,955 18,885 230 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,155) -350 -200 150 -950 -1,105 -1,150 -1,155 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 12.2 3.6 88.4 82.6 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 3 4 2 23 24 27 29
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,402 COMMITMENTS 1,050 1,032 600 6,597 6,470 8,247 8,102 155 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 150 0 -250 -600 -455 -700 -705 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.3 7.1 78.5 77.0 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 12 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,015 COMMITMENTS 190 775 500 10,945 10,700 11,635 11,975 380 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 200 0 -50 -250 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 6.5 4.2 91.1 89.1 96.8 99.7 3.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,165 COMMITMENTS 0 1,050 150 41,670 40,895 41,820 42,095 345 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,969) 0 -50 0 -2,179 -1,909 -2,179 -1,959 210 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.4 98.8 97.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 24 22 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,827 COMMITMENTS 1,675 1,400 150 47,002 47,277 48,827 48,827 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,426) -225 100 -200 -2,001 -2,326 -2,426 -2,426 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.9 0.3 96.3 96.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 3 2 30 27 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,359 COMMITMENTS 1,345 320 340 46,569 47,639 48,254 48,299 105 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 570) 0 0 0 570 570 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 0.7 96.3 98.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 20 10 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 59,859 COMMITMENTS 1,660 2,420 515 57,499 56,924 59,674 59,859 185 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 875) 0 100 0 875 775 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.0 0.9 96.1 95.1 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 1 26 14 29 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 69,546 COMMITMENTS 240 257 444 68,717 68,456 69,401 69,157 145 389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -457) 0 119 -273 -228 -273 -501 -427 44 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.6 98.8 98.4 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 1 1 31 29 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 101,453 COMMITMENTS 4,986 4,438 1,070 95,291 95,461 101,347 100,969 106 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,645) 60 596 -137 2,695 2,156 2,618 2,615 27 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.4 1.1 93.9 94.1 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 7 3 30 32 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 32,589 COMMITMENTS 950 75 0 31,604 32,514 32,554 32,589 35 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,020) 50 0 0 970 1,020 1,020 1,020 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 0.0 97.0 99.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 0 16 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 44,746 COMMITMENTS 1,524 4,550 75 43,140 40,121 44,739 44,746 7 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) -80 0 0 200 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.2 0.2 96.4 89.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 1 1 28 19 32 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 46,350 COMMITMENTS 3,635 1,550 1,910 40,535 42,580 46,080 46,040 270 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 910) -380 -50 0 1,290 960 910 910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.3 4.1 87.5 91.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 2 3 22 22 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,119 COMMITMENTS 0 2,812 40 33,979 31,147 34,019 33,999 100 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 140 0 925 790 925 930 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.1 99.6 91.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 4 1 20 18 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 30,486 COMMITMENTS 0 1,650 0 30,322 28,561 30,322 30,211 164 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,125 885 1,125 885 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 99.5 93.7 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 15 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,860 COMMITMENTS 1,432 0 547 28,440 30,248 30,419 30,795 441 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 609) 285 -115 -85 409 809 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 1.8 92.2 98.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 0 2 21 21 27 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,029 COMMITMENTS 1,060 50 1 21,818 22,788 22,879 22,839 150 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 0 50 0 550 500 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.2 0.0 94.7 99.0 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 1 20 17 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 48,125 COMMITMENTS 2,210 7,776 25 45,509 40,284 47,744 48,085 381 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -702) 0 -40 0 -702 -687 -702 -727 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 16.2 0.1 94.6 83.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 2 1 30 25 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 34,451 COMMITMENTS 1,650 2,350 0 32,731 32,094 34,381 34,444 70 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) 0 0 0 63 63 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.8 0.0 95.0 93.2 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 1 0 26 21 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MW OPEN INTEREST: 6,220 COMMITMENTS 0 195 105 5,770 5,885 5,875 6,185 345 35 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 3.1 1.7 92.8 94.6 94.5 99.4 5.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 11 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 18,543 COMMITMENTS 0 1,375 1,075 17,468 16,093 18,543 18,543 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 5.8 94.2 86.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 4 1 19 15 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 13,250 COMMITMENTS 0 175 0 13,250 13,075 13,250 13,250 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 **** 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,740 COMMITMENTS 815 0 0 17,890 19,720 18,705 19,720 1,035 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 90.6 99.9 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 15 12 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,400 COMMITMENTS 380 385 440 20,315 20,555 21,135 21,380 265 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 2.1 94.9 96.1 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 2 20 14 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 6,068 COMMITMENTS 2,368 740 0 3,552 5,328 5,920 6,068 148 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 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 JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,750 COMMITMENTS 80 0 0 9,255 9,680 9,335 9,680 415 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 0 0 155 160 155 160 75 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 94.9 99.3 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,135 COMMITMENTS 1,100 0 0 27,424 29,130 28,524 29,130 611 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 94.1 **** 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 16 12 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,036 COMMITMENTS 1,000 0 0 25,664 27,035 26,664 27,035 372 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 94.9 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 0 15 9 17 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,485 COMMITMENTS 50 475 0 14,400 13,730 14,450 14,205 35 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 0 0 0 745 640 745 640 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.3 0.0 99.4 94.8 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 14 14 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,334 COMMITMENTS 776 175 87 24,431 25,072 25,294 25,334 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 600 150 0 590 1,050 1,190 1,200 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.7 0.3 96.4 99.0 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 2 16 16 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,203 COMMITMENTS 873 150 37 26,133 26,946 27,043 27,133 160 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 600 150 0 420 1,000 1,020 1,150 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 0.1 96.1 99.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 2 15 14 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 120,410 COMMITMENTS 290 6,347 155 119,920 113,908 120,365 120,410 45 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,010) 150 750 0 2,860 2,260 3,010 3,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.3 0.1 99.6 94.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 6 2 36 31 40 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 136,728 COMMITMENTS 240 13,272 830 135,613 122,621 136,683 136,723 45 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,395) -460 790 235 2,620 1,370 2,395 2,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.7 0.6 99.2 89.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 2 7 4 39 33 44 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 216,255 COMMITMENTS 18,748 30,040 16,132 181,320 169,979 216,200 216,151 55 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,790) 1,168 538 989 2,633 3,268 4,790 4,795 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.9 7.5 83.8 78.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 11 14 16 47 46 65 71 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 51,645 COMMITMENTS 1,490 325 80 49,750 51,215 51,320 51,620 325 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,760) 50 -250 75 1,635 1,935 1,760 1,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.6 0.2 96.3 99.2 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 2 22 14 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,065 COMMITMENTS 1,070 325 75 46,680 47,640 47,825 48,040 240 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,305) 0 -150 75 1,230 1,380 1,305 1,305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.2 97.1 99.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 21 12 24 14
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 147,046 COMMITMENTS 16,898 6,430 3,272 126,876 137,344 147,046 147,046 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,779) -240 -860 492 1,527 2,147 1,779 1,779 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 4.4 2.2 86.3 93.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 2 21 19 23 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,792 COMMITMENTS 0 0 0 36,292 36,332 36,292 36,332 2,500 2,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 140 140 140 140 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,780 COMMITMENTS 0 0 0 32,910 32,985 32,910 32,985 1,870 1,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) 0 0 0 100 100 100 100 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 94.8 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 17 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,909 COMMITMENTS 0 1,200 0 30,712 29,532 30,712 30,732 4,197 4,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 88.0 84.6 88.0 88.0 12.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 12 16 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,027 COMMITMENTS 0 1,200 0 28,983 27,663 28,983 28,863 3,044 3,164 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 3.7 0.0 90.5 86.4 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 11 17 11 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,650 COMMITMENTS 0 14,945 200 40,430 25,675 40,630 40,820 1,020 830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 0 -100 0 -250 -150 -250 -250 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.9 0.5 97.1 61.6 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 1 18 13 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,405 COMMITMENTS 0 12,425 200 40,345 28,110 40,545 40,735 860 670 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 30.0 0.5 97.4 67.9 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 5 1 17 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,370 COMMITMENTS 750 2,345 550 43,835 42,240 45,135 45,135 1,235 1,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.1 1.2 94.5 91.1 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,790 COMMITMENTS 800 2,070 550 39,595 38,345 40,945 40,965 845 825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.0 1.3 94.7 91.8 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 15 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,085 COMMITMENTS 100 10,140 0 32,640 22,695 32,740 32,835 345 250 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 0.3 30.6 0.0 98.7 68.6 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 0 17 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,245 COMMITMENTS 0 9,640 0 30,735 21,190 30,735 30,830 510 415 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 30.9 0.0 98.4 67.8 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 17 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,325 COMMITMENTS 625 130 125 22,350 23,645 23,100 23,900 2,225 1,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 400 0 0 -380 400 20 400 430 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.5 88.3 93.4 91.2 94.4 8.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 11 10 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,730 COMMITMENTS 625 130 125 21,500 22,495 22,250 22,750 1,480 980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 50 0 0 -240 70 -190 70 290 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.5 0.5 90.6 94.8 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 2 12 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,260 COMMITMENTS 9,940 1,475 100 28,965 37,455 39,005 39,030 1,255 1,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,010) 350 0 0 640 990 990 990 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 3.7 0.2 71.9 93.0 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 1 18 11 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,135 COMMITMENTS 3,335 1,315 0 23,510 25,840 26,845 27,155 2,290 1,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) 300 0 0 480 780 780 780 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 4.5 0.0 80.7 88.7 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 0 15 12 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,005 COMMITMENTS 17,470 0 540 87,155 104,600 105,165 105,140 8,840 8,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) -800 0 400 535 -265 135 135 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 0.5 76.4 91.8 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 0 2 22 26 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,250 COMMITMENTS 20,450 50 140 72,875 93,230 93,465 93,420 6,785 6,830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 785) -250 50 0 1,085 765 835 815 -50 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.0 0.1 72.7 93.0 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 1 1 20 24 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,560 COMMITMENTS 800 700 0 18,350 18,525 19,150 19,225 2,410 2,335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 200 0 0 -100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.2 0.0 85.1 85.9 88.8 89.2 11.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 16 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,895 COMMITMENTS 2,200 0 0 16,620 19,035 18,820 19,035 1,075 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 200 -200 0 -210 190 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 83.5 95.7 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 16 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,715 COMMITMENTS 0 4,140 20 40,505 36,475 40,525 40,635 7,190 7,080 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 -60 -20 80 130 60 50 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.0 84.9 76.4 84.9 85.2 15.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 20 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,855 COMMITMENTS 200 2,425 0 27,170 24,945 27,370 27,370 4,485 4,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.6 0.0 85.3 78.3 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 18 19 19 20
CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,209 COMMITMENTS 512 2,184 208 21,287 19,546 22,007 21,938 202 271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) 126 596 158 448 20 732 774 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.8 0.9 95.8 88.0 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 4 3 17 26 22 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,836 COMMITMENTS 8,435 1,624 2,019 91,303 98,913 101,757 102,556 1,079 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,857) -337 95 479 1,662 1,378 1,804 1,952 53 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.6 2.0 88.8 96.2 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 14 12 15 59 62 82 82 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 77,440 COMMITMENTS 14,343 3,102 830 62,081 72,857 77,254 76,789 186 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) -30 35 0 204 184 174 219 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 4.0 1.1 80.2 94.1 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 6 1 23 31 29 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,689 COMMITMENTS 1,133 1,670 692 34,787 33,612 36,612 35,974 77 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,277) 430 -53 97 738 1,233 1,265 1,277 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.6 1.9 94.8 91.6 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 7 6 7 33 39 45 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,511 COMMITMENTS 926 127 301 8,117 7,712 9,344 8,140 167 1,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79) 32 97 -15 12 27 29 109 50 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.3 3.2 85.3 81.1 98.2 85.6 1.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 2 4 22 21 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,965 COMMITMENTS 789 697 329 14,044 14,478 15,162 15,504 803 461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 773) 1 45 -36 778 709 743 718 30 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.4 2.1 88.0 90.7 95.0 97.1 5.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 3 22 18 27 23
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 576,113 COMMITMENTS 101,564 34,347 140,455 319,762 386,998 561,781 561,800 14,332 14,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,631) -6,072 -2,986 -16,360 749 -1,852 -21,683 -21,198 -948 -1,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 6.0 24.4 55.5 67.2 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 48 26 57 71 75 137 142
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,176,740 COMMITMENTS 639,309 280,310 642,205 788,989 1164,994 2070,503 2087,509 106,237 89,231 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -51,845) 14,454 37,924 -63,685 -5,455 -20,269 -54,686 -46,030 2,841 -5,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 12.9 29.5 36.2 53.5 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 457) 176 124 193 106 124 377 366
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,052 COMMITMENTS 53,921 17,140 3,150 47,788 55,703 104,859 75,993 15,193 44,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 160) -599 954 96 482 -790 -21 260 181 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 14.3 2.6 39.8 46.4 87.3 63.3 12.7 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 4 4 14 19 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,435 COMMITMENTS 19,702 42,962 45,941 45,918 27,068 111,561 115,971 12,874 8,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,709) 2,462 -3,464 -1,815 -2,856 3,596 -2,209 -1,683 500 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 34.5 36.9 36.9 21.8 89.7 93.2 10.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 18 18 28 17 19 51 51
CFTC# 67 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,760 COMMITMENTS 165 0 0 7,595 7,598 7,760 7,598 0 162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 97.9 **** 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 17 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 7,715 COMMITMENTS 1,125 0 0 6,535 7,595 7,660 7,595 55 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) -60 0 0 750 690 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 0.0 84.7 98.4 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 0 16 16 18 16
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 249,156 COMMITMENTS 55,476 77,869 36,350 136,724 121,971 228,550 236,190 20,606 12,966 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,306) -3,054 -1,468 -5,045 -16,302 -14,452 -24,401 -20,965 2,095 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 31.3 14.6 54.9 49.0 91.7 94.8 8.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 77 80 58 60 41 178 148
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,107 COMMITMENTS 28,735 7,138 528 4,453 26,465 33,716 34,131 2,391 1,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,521) 1,280 997 259 -54 211 1,485 1,467 36 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.6 19.8 1.5 12.3 73.3 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 91 56 14 27 33 126 96
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,040 COMMITMENTS 46,295 31,059 5,031 15,921 36,075 67,247 72,165 8,793 3,875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,545) 1,478 5,925 1,856 2,821 -2,138 6,155 5,643 390 902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 40.8 6.6 20.9 47.4 88.4 94.9 11.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 136 62 26 34 35 185 111
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 854,313 COMMITMENTS 221,926 210,076 118,866 447,011 447,612 787,803 776,554 66,510 77,759 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,208) 953 11,225 -5,187 15,925 6,164 11,691 12,202 517 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 24.6 13.9 52.3 52.4 92.2 90.9 7.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 88 58 74 87 79 206 187
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,738 COMMITMENTS 54,204 74,472 39,214 116,581 100,107 209,999 213,793 12,739 8,945 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,559) -2,294 4,800 -4,050 3,924 -2,309 -2,420 -1,559 861 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 33.4 17.6 52.3 44.9 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 135 121 110 142 117 330 310
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 201,214 COMMITMENTS 102,702 42,044 21,960 51,617 123,530 176,279 187,534 24,935 13,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,753) 989 6,272 -10,013 -812 -4,523 -9,836 -8,264 2,083 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 20.9 10.9 25.7 61.4 87.6 93.2 12.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 203) 94 53 55 34 36 153 124
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 260,631 COMMITMENTS 108,011 89,213 36,288 98,675 119,272 242,974 244,773 17,657 15,858 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,988) 10,617 4,545 4,688 -8,760 -1,489 6,545 7,744 443 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 34.2 13.9 37.9 45.8 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 105 106 73 57 53 212 194
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 471,134 COMMITMENTS 297,178 106,904 28,577 105,193 308,804 430,948 444,285 40,186 26,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,907) -15,062 -871 -898 -3,105 -15,848 -19,065 -17,617 -3,842 -5,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 22.7 6.1 22.3 65.5 91.5 94.3 8.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 174 99 80 48 58 259 206
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,874 COMMITMENTS 8,954 2,601 25 31,403 38,313 40,382 40,939 1,492 935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,248) -852 417 25 5,058 3,977 4,231 4,419 17 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 6.2 0.1 75.0 91.5 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 14 10 2 12 8 27 19
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,115 COMMITMENTS 26,781 115,376 16,322 134,249 36,156 177,352 167,854 26,763 36,261 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,818) 289 -5,617 2,869 -10,872 -3,127 -7,714 -5,875 896 -943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 56.5 8.0 65.8 17.7 86.9 82.2 13.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 28 37 19 31 27 69 74
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,138 COMMITMENTS 8,518 22,978 1,210 31,071 16,355 40,799 40,543 14,339 14,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,410) 1,766 -329 280 1,254 2,351 3,300 2,302 110 1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 41.7 2.2 56.4 29.7 74.0 73.5 26.0 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 12 14 7 14 11 30 28
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 233,490 COMMITMENTS 123,468 27,654 16,176 84,029 186,727 223,673 230,557 9,817 2,933 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,374) 7,867 -3,126 8,959 8,901 20,348 25,727 26,181 647 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 11.8 6.9 36.0 80.0 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 81 34 14 18 28 109 68
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 269,593 COMMITMENTS 40,552 79,993 31,023 171,312 127,420 242,887 238,436 26,706 31,157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,420) 405 3,130 23,030 -486 -5,630 22,949 20,530 -1,529 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 29.7 11.5 63.5 47.3 90.1 88.4 9.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 26 42 24 33 40 75 92
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,617 COMMITMENTS 34,160 84,713 8,690 144,233 83,337 187,083 176,740 23,534 33,877 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,932) -5,576 -10,050 -6,760 487 1,893 -11,849 -14,917 -3,083 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 40.2 4.1 68.5 39.6 88.8 83.9 11.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 28 41 19 28 35 67 84
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 84,987 COMMITMENTS 51,901 23,876 2,585 18,342 52,277 72,828 78,738 12,159 6,249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,256) -1,965 -1,768 -356 173 -164 -2,148 -2,288 -108 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 28.1 3.0 21.6 61.5 85.7 92.6 14.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 136) 67 50 16 12 8 90 65
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 474,300 COMMITMENTS 164,227 85,174 24,390 211,353 301,281 399,970 410,845 74,330 63,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,122) -662 -5,706 1,066 23,311 22,234 23,715 17,594 3,407 9,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 18.0 5.1 44.6 63.5 84.3 86.6 15.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 84 59 51 64 64 175 150
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,926 COMMITMENTS 8,855 4,949 0 7,660 12,525 16,515 17,474 1,411 452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 644) 301 544 0 409 136 710 680 -66 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 27.6 0.0 42.7 69.9 92.1 97.5 7.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 11 15 0 6 6 17 21
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 409,784 COMMITMENTS 110,377 69,047 90,147 189,051 226,504 389,575 385,698 20,209 24,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,071) 2,059 10,550 5,035 15,055 2,499 22,149 18,084 -78 3,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 16.8 22.0 46.1 55.3 95.1 94.1 4.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 76 58 88 91 105 213 215
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,940 COMMITMENTS 375 3,069 225 5,221 2,852 5,821 6,146 2,119 1,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 122) 0 14 -50 81 96 31 60 91 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 38.7 2.8 65.8 35.9 73.3 77.4 26.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 5 1 12 9 14 14
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 12,177 COMMITMENTS 4,955 0 551 6,111 10,781 11,617 11,332 560 845 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 40.7 0.0 4.5 50.2 88.5 95.4 93.1 4.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 3 15 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,127 COMMITMENTS 0 950 350 12,091 12,092 12,441 13,392 1,686 735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 875) 0 -200 50 825 875 875 725 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 2.5 85.6 85.6 88.1 94.8 11.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 17 17 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,529 COMMITMENTS 2,814 2,143 1,632 5,953 8,012 10,399 11,787 4,130 2,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61) 61 27 48 -34 -127 75 -52 -14 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 14.7 11.2 41.0 55.1 71.6 81.1 28.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 4 4 14 12 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,101 COMMITMENTS 2,541 345 297 3,173 6,061 6,011 6,703 2,090 1,398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 187) 357 20 -257 -87 407 13 170 174 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 4.3 3.7 39.2 74.8 74.2 82.7 25.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 4 12 17 16 21
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,576 COMMITMENTS 27,261 25,666 1,405 19,392 21,735 48,058 48,806 5,518 4,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,762) 7,913 4,533 852 -89 4,235 8,676 9,620 1,086 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 47.9 2.6 36.2 40.6 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 34 21 9 13 14 51 42
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 632,465 COMMITMENTS 166,181 296,012 172,761 260,761 129,222 599,703 597,995 32,762 34,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,704) 11,574 5,552 3,773 5,074 7,159 20,421 16,484 -2,717 1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 46.8 27.3 41.2 20.4 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 101 106 104 39 32 199 197
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 31,016 COMMITMENTS 21,022 3,822 2,516 6,382 23,839 29,920 30,177 1,096 839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,234) 8,760 1,673 1,352 -973 6,044 9,139 9,069 95 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 12.3 8.1 20.6 76.9 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 12 6 4 8 6 22 15
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 71,798 COMMITMENTS 33,725 7,030 4,180 23,062 49,159 60,967 60,368 10,831 11,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,455) 2,075 124 1,080 4,777 5,797 7,932 7,001 1,524 2,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 9.8 5.8 32.1 68.5 84.9 84.1 15.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 48 16 13 38 33 91 60
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 143,596 COMMITMENTS 67,450 14,059 8,360 46,124 98,317 121,934 120,736 21,662 22,860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,910) 4,150 248 2,159 9,554 11,594 15,863 14,001 3,047 4,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 9.8 5.8 32.1 68.5 84.9 84.1 15.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 48 16 13 38 33 91 60
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 2904,796 2878,696 9605,827 7238,420 ******** ******** 631,4311128,628 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75,176) ******* -242,947 71,024 -136,897 223,669 86,883 51,746 -11,707 23,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 20.5 20.3 67.9 51.2 95.5 92.0 4.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 62 107 125 118 141 260 310
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 785,893 COMMITMENTS 110,467 104,381 40,556 548,778 550,056 699,801 694,992 86,093 90,901 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79,005) 2,432 697 8,056 62,979 69,165 73,468 77,919 5,536 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.3 5.2 69.8 70.0 89.0 88.4 11.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 602) 121 153 100 238 244 409 448
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 91,400 COMMITMENTS 4,923 10,389 2,144 58,860 58,601 65,927 71,134 25,473 20,266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,024) 381 -1,496 1,238 7,987 19,622 9,606 19,364 3,418 -6,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 11.4 2.3 64.4 64.1 72.1 77.8 27.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 9 7 6 25 28 36 39
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,472,466 COMMITMENTS 579,651 521,891 140,128 2449,589 2457,273 3169,368 3119,292 303,098 353,174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 329,903) 6,030 6,740 38,319 274,962 247,714 319,311 292,773 10,592 37,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 15.0 4.0 70.5 70.8 91.3 89.8 8.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 597) 123 149 95 233 236 400 437 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: 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: 23,719 COMMITMENTS 3,852 546 0 17,422 22,163 21,274 22,709 2,445 1,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.3 0.0 73.5 93.4 89.7 95.7 10.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 2 0 10 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 18,260 COMMITMENTS 6,135 0 0 9,838 17,697 15,973 17,697 2,287 563 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 33.6 0.0 0.0 53.9 96.9 87.5 96.9 12.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 0 0 11 13 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: 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: 28,092 COMMITMENTS 203 2,494 0 24,025 24,777 24,228 27,271 3,864 821 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 0.7 8.9 0.0 85.5 88.2 86.2 97.1 13.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 0 13 10 14 13
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 31,844 COMMITMENTS 7,515 1,028 756 23,395 29,116 31,666 30,900 178 944 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 780) -426 0 181 1,025 376 780 557 0 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 3.2 2.4 73.5 91.4 99.4 97.0 0.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 2 2 14 18 20 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,273 COMMITMENTS 6,556 10,893 2,031 5,489 1,264 14,076 14,188 197 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 607) -90 223 113 477 273 500 609 107 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 76.3 14.2 38.5 8.9 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 11 5 7 11 5 25 14
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,061 COMMITMENTS 7,114 6,341 3,912 5,995 6,815 17,021 17,068 1,040 993 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22) 37 -180 -70 -10 40 -43 -210 65 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 35.1 21.7 33.2 37.7 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 18 9 17 14 13 39 33
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,647 COMMITMENTS 30,168 9,852 1,572 50,179 71,142 81,919 82,566 7,728 7,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,406) 894 -924 347 24,752 26,740 25,994 26,163 412 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.0 1.8 56.0 79.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 73 64 32 84 90 178 166
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 448,235 COMMITMENTS 150,842 49,258 7,860 250,895 355,711 409,597 412,829 38,638 35,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 132,029) 4,471 -4,621 1,736 123,762 133,702 129,969 130,817 2,060 1,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.0 1.8 56.0 79.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 73 64 32 84 90 178 166
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 46,393 COMMITMENTS 44,267 45,537 746 1,294 0 46,307 46,283 86 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -661) -1,029 -1,007 342 0 0 -687 -665 26 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 95.4 98.2 1.6 2.8 0.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 24 14 3 1 0 27 16
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,959 COMMITMENTS 33,134 34,645 12,654 65,992 59,467 111,780 106,766 23,179 28,193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,387) -5,967 -4,570 6,979 -2,539 -845 -1,527 1,564 2,914 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 25.7 9.4 48.9 44.1 82.8 79.1 17.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87) 28 28 18 19 25 58 61
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 657,828 COMMITMENTS 165,673 158,131 14,032 446,564 453,452 626,269 625,615 31,559 32,213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 86,714) 25,118 -18,100 1,524 59,231 95,093 85,873 78,517 841 8,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 24.0 2.1 67.9 68.9 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 333) 76 62 31 128 127 220 205
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,672 COMMITMENTS 14,764 7,242 0 13,898 27,340 28,662 34,582 8,010 2,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,706) -1,500 -4,425 -5,601 -8,547 -5,148 -15,648 -15,174 -4,058 -4,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 19.7 0.0 37.9 74.6 78.2 94.3 21.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 14 5 0 15 11 29 16
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,884 COMMITMENTS 14,136 6,528 873 38,233 13,028 53,242 20,429 10,642 43,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,977) -11,443 -11,162 -7,002 -11,238 -32,213 -29,683 -50,377 -9,294 11,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 10.2 1.4 59.8 20.4 83.3 32.0 16.7 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 21 7 2 28 14 49 23
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 329,863 COMMITMENTS 52,551 9,482 15,771 250,426 297,565 318,748 322,818 11,115 7,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,397) -2,621 760 12,825 11,716 8,452 21,920 22,037 1,477 1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.9 4.8 75.9 90.2 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 31 8 9 78 57 111 72
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,140,938 COMMITMENTS 305,011 102,008 23,363 766,140 994,097 1094,514 1119,468 46,424 21,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154,054) 12,042 5,318 6,933 111,398 126,215 130,373 138,466 23,681 15,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 8.9 2.0 67.2 87.1 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 130 43 32 143 102 289 164
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,127 COMMITMENTS 5,111 6,058 92 23,878 22,879 29,081 29,029 46 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -957) 781 636 -497 -1,227 -1,098 -943 -959 -14 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 20.8 0.3 82.0 78.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 12 13 1 9 17 21 31
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,027 COMMITMENTS 8,116 4,466 1,458 17,427 21,037 27,001 26,961 26 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 797) -993 -1,117 1,431 365 484 803 798 -6 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 16.5 5.4 64.5 77.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 9 1 5 11 15 21
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,236 COMMITMENTS 14,743 5,686 508 6,229 23,147 21,480 29,341 12,756 4,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 397) -1,459 -823 56 323 453 -1,080 -314 1,477 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 16.6 1.5 18.2 67.6 62.7 85.7 37.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 6 5 9 6 20 13
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 97,655 COMMITMENTS 24,222 2,869 1,608 59,079 89,806 84,909 94,283 12,746 3,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,389) 1,052 48 936 5,525 6,086 7,513 7,070 -124 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.9 1.6 60.5 92.0 86.9 96.5 13.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 14 5 6 49 36 65 47
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,515 COMMITMENTS 1,957 1,011 141 29,160 30,343 31,258 31,495 257 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,126) 215 0 0 911 1,126 1,126 1,126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.2 0.4 92.5 96.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 1 31 20 36 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,630 COMMITMENTS 1,025 2,010 475 4,130 3,145 5,630 5,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 495) 325 575 -50 220 -30 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 35.7 8.4 73.4 55.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 4 6 15 14 24 20
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,289 COMMITMENTS 1,984 4,107 1,139 17,415 15,793 20,538 21,039 751 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,611) 260 113 21 1,330 1,459 1,611 1,593 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 19.3 5.4 81.8 74.2 96.5 98.8 3.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 9 7 25 24 34 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,179 COMMITMENTS 134 1,275 36 3,562 3,209 3,732 4,520 1,447 659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 173) 5 25 0 95 106 100 131 73 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 24.6 0.7 68.8 62.0 72.1 87.3 27.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 3 2 16 15 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,766 COMMITMENTS 694 162 465 2,498 3,139 3,657 3,766 109 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 18.4 4.3 12.3 66.3 83.4 97.1 **** 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 5 11 11 18 16
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,502 COMMITMENTS 1,482 1,983 2,201 7,596 7,081 11,279 11,265 223 237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 697) -109 -479 390 402 799 683 710 14 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 17.2 19.1 66.0 61.6 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 7 10 9 27 26 40 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,019 COMMITMENTS 809 757 105 916 1,052 1,830 1,914 189 105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 91) 0 10 40 81 41 121 91 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 37.5 5.2 45.4 52.1 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 7 3 14 17 24 26
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,471 COMMITMENTS 2,166 9,553 3,473 21,333 13,702 26,972 26,728 3,499 3,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,605) -101 797 235 1,911 761 2,045 1,793 -440 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 31.4 11.4 70.0 45.0 88.5 87.7 11.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 6 5 19 15 25 23