CFTC Commitments of Traders

Futures Only 8/18/17


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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 GSCI                  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                MACE SOYBEANS               
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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,958 COMMITMENTS 156,062 168,890 89,267 164,175 145,341 409,504 403,498 40,454 46,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,206) 3,976 12,851 1,304 -3,001 -13,331 2,279 824 1,927 3,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 37.5 19.8 36.5 32.3 91.0 89.7 9.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 416) 118 136 132 104 111 298 323
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,006 COMMITMENTS 109,630 48,155 37,300 94,175 152,690 241,105 238,145 23,901 26,861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,856) -789 13,481 71 -2,341 -16,696 -3,059 -3,144 -797 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 18.2 14.1 35.5 57.6 91.0 89.9 9.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 85 56 66 83 83 193 187
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 85,936 COMMITMENTS 15,374 10,463 7,561 45,666 53,077 68,601 71,101 17,335 14,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,439) -1,064 -667 224 -3,727 -5,635 -4,567 -6,078 -2,872 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 12.2 8.8 53.1 61.8 79.8 82.7 20.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 34 10 24 62 52 106 81
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,405,868 COMMITMENTS 398,934 295,675 197,683 632,124 725,505 1228,741 1218,863 177,127 187,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,742) 4,329 38,834 12,484 -2,878 -38,531 13,935 12,787 807 1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 21.0 14.1 45.0 51.6 87.4 86.7 12.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 737) 177 156 177 299 312 573 569
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,539 COMMITMENTS 2,796 912 501 656 4,299 3,953 5,712 2,586 827 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -297) -114 -162 44 136 -137 66 -255 -363 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 13.9 7.7 10.0 65.7 60.5 87.4 39.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 17 5 5 8 11 29 17
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 647,201 COMMITMENTS 167,601 134,316 83,234 351,025 347,569 601,860 565,119 45,341 82,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,849) 8,362 16,489 13,962 5,151 -2,585 27,475 27,866 374 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 20.8 12.9 54.2 53.7 93.0 87.3 7.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 588) 155 153 152 160 215 400 459
CFTC# 5603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 19,696 COMMITMENTS 5,279 2,078 173 1 4,042 5,453 6,293 14,243 13,403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -892) 17 1 50 0 -554 67 -503 -959 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 10.6 0.9 0.0 20.5 27.7 32.0 72.3 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 6 6 1 12 8 22
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,804 COMMITMENTS 325 125 0 6,454 6,673 6,779 6,798 25 6 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 4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 2 0 7 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 49,796 COMMITMENTS 16,506 25,023 20 33,270 24,753 49,796 49,796 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,300) 0 3,100 0 3,300 200 3,300 3,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 50.3 0.0 66.8 49.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 8 2 10 7 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 47,218 COMMITMENTS 2,925 5,683 1,535 42,748 39,955 47,208 47,173 10 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 266) 75 -1,774 465 -274 1,585 266 276 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 12.0 3.3 90.5 84.6 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 12 7 13 14 25 27
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,984 COMMITMENTS 7,739 896 0 31,245 38,088 38,984 38,984 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) 0 0 0 41 41 41 41 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 2.3 0.0 80.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 4 0 9 10 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 31,630 COMMITMENTS 2,480 0 50 29,100 31,580 31,630 31,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,540) 100 0 0 2,440 2,540 2,540 2,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 0.2 92.0 99.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 8 0 1 7 8 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,392 COMMITMENTS 6,875 17,833 437 30,080 19,122 37,392 37,392 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,250) 250 3,350 -200 3,200 100 3,250 3,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 47.7 1.2 80.4 51.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 6 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,042 COMMITMENTS 4,157 7,405 0 20,885 17,637 25,042 25,042 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,700) 0 1,700 0 1,700 0 1,700 1,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 29.6 0.0 83.4 70.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 6 0 7 4 12 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 29,306 COMMITMENTS 14,200 13,395 700 14,406 15,211 29,306 29,306 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 100 0 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 45.7 2.4 49.2 51.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 3 7 7 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 19,945 COMMITMENTS 9,595 6,407 100 10,250 13,438 19,945 19,945 0 0 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 48.1 32.1 0.5 51.4 67.4 **** **** 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 20,415 COMMITMENTS 1,375 2,615 100 18,920 17,700 20,395 20,415 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 118) 0 25 0 118 93 118 118 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 12.8 0.5 92.7 86.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 6 1 10 12 14 19
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 417,139 COMMITMENTS 126,958 62,450 82,219 175,344 241,397 384,521 386,066 32,618 31,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,119) -2,096 6,920 6,106 6,061 -14,053 10,071 -1,027 -5,952 5,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 15.0 19.7 42.0 57.9 92.2 92.6 7.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 91 72 109 77 73 235 218
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,087 COMMITMENTS 203,922 130,373 16,470 367,249 437,064 587,641 583,907 162,446 166,180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,464) -13,603 -10,535 1,786 -6,898 9,888 -18,715 1,139 12,251 -7,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 17.4 2.2 49.0 58.3 78.3 77.8 21.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 163) 46 23 26 62 74 116 115
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 869,961 COMMITMENTS 87,005 156,228 17,108 649,186 596,264 753,299 769,600 116,662 100,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,489) 671 3,072 3,618 12,781 14,792 17,070 21,482 5,419 1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 18.0 2.0 74.6 68.5 86.6 88.5 13.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 13 15 12 67 69 88 88
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,175 COMMITMENTS 5,875 772 1,792 30,331 35,490 37,998 38,054 177 121 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 978) 315 269 -124 774 791 965 936 13 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.0 4.7 79.5 93.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 5 8 35 39 47 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,487 COMMITMENTS 775 157 417 6,275 7,217 7,467 7,791 1,020 696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 18 0 -18 156 165 156 147 44 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.8 4.9 73.9 85.0 88.0 91.8 12.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 4 7 25 28 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,829 COMMITMENTS 1,056 183 406 8,071 8,806 9,533 9,395 296 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 483) -77 19 59 531 382 513 460 -30 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.9 4.1 82.1 89.6 97.0 95.6 3.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 6 3 9 27 32 37 42
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,461 COMMITMENTS 85 1,270 224 5,452 4,404 5,761 5,898 700 563 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 458) 5 328 55 383 164 443 547 15 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 19.7 3.5 84.4 68.2 89.2 91.3 10.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 7 7 20 19 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,340 COMMITMENTS 145 370 64 867 714 1,076 1,148 264 192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) 80 50 -10 35 35 105 75 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 27.6 4.8 64.7 53.3 80.3 85.7 19.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 4 3 9 7 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,904 COMMITMENTS 140 1,375 199 15,565 14,090 15,904 15,664 0 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 320) 0 -200 0 320 520 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.6 1.3 97.9 88.6 **** 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 3 20 22 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,596 COMMITMENTS 1,290 2,654 277 6,462 5,399 8,029 8,330 567 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 303) 61 89 -66 323 250 318 273 -15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 30.9 3.2 75.2 62.8 93.4 96.9 6.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 9 8 8 23 26 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,350 COMMITMENTS 665 519 185 3,855 4,434 4,705 5,138 645 212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58) 0 -10 0 30 60 30 50 28 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.7 3.5 72.1 82.9 87.9 96.0 12.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 3 4 13 14 19 19
CFTC# 22651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 414,679 COMMITMENTS 103,448 70,430 75,109 189,016 238,250 367,573 383,789 47,106 30,890 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,322) 7,200 -404 3,863 -9,088 -3,849 1,975 -390 -653 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.0 18.1 45.6 57.5 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 200) 61 37 68 78 83 175 159
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,457 COMMITMENTS 0 1,475 0 44,164 45,034 44,164 46,509 6,293 3,948 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,856) 0 1,475 0 2,061 151 2,061 1,626 -205 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 87.5 89.3 87.5 92.2 12.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 0 22 24 22 26
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,436,637 COMMITMENTS 914,296 42,396 827,465 3654,959 4552,956 5396,720 5422,817 39,917 13,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34,644) 26,808 -10,510 -3,767 13,463 50,865 36,504 36,588 -1,860 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.8 15.2 67.2 83.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 61 20 59 133 120 208 186
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 313,217 COMMITMENTS 58,015 102,924 81,564 170,906 128,556 310,485 313,044 2,732 173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,996) 4,379 5,968 1,122 1,467 -94 6,968 6,996 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 32.9 26.0 54.6 41.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 13 12 15 29 23 50 42
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,678 COMMITMENTS 4,380 1,530 2,842 168,014 184,151 175,236 188,523 16,442 3,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,829) -706 296 -610 7,686 7,109 6,370 6,795 459 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.8 1.5 87.7 96.1 91.4 98.4 8.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 1 3 3 32 29 36 32
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,583 COMMITMENTS 1,098 0 216 89,289 89,968 90,603 90,184 2,980 3,399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,656) 246 0 90 2,041 2,932 2,377 3,022 279 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.2 95.4 96.1 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 0 2 30 32 32 34
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,962 COMMITMENTS 543 548 1,872 219,253 223,650 221,668 226,070 11,294 6,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) -801 -300 396 -694 180 -1,099 276 1,449 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.8 94.1 96.0 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 1 29 28 31 30
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,310 COMMITMENTS 1,357 17,314 7,906 928,939 917,718 938,202 942,938 10,108 5,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,980) -186 309 578 15,402 14,035 15,794 14,922 -814 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.8 98.0 96.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 1 3 3 51 33 54 37
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 403,663 COMMITMENTS 4,976 883 1,250 381,926 393,280 388,152 395,413 15,511 8,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -766) 0 239 -143 2,645 -3,197 2,502 -3,101 -3,268 2,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 0.3 94.6 97.4 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 1 1 1 38 45 40 46
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,333 COMMITMENTS 277 0 923 391,956 402,172 393,156 403,095 16,177 6,238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 868) -48 0 -186 1,044 920 810 734 58 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 95.8 98.3 96.0 98.5 4.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 1 0 1 41 42 42 43
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,112 COMMITMENTS 0 1,088 1,502 188,568 187,680 190,070 190,270 7,042 6,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,521) -4 183 -26 4,793 4,907 4,763 5,064 758 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 95.7 95.2 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 3 1 34 33 35 36
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,030 COMMITMENTS 1,104 2,045 2,144 71,077 68,958 74,325 73,147 4,705 5,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 937) 122 760 -203 -814 21 -895 578 1,832 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.6 2.7 89.9 87.3 94.0 92.6 6.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 2 24 22 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 21,953 COMMITMENTS 1,013 0 0 20,199 21,395 21,212 21,395 741 558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 870) 0 0 0 780 870 780 870 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 92.0 97.5 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,905 COMMITMENTS 2,592 0 583 97,286 102,717 100,461 103,300 7,444 4,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,366) -365 0 31 4,620 4,335 4,286 4,366 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.5 90.2 95.2 93.1 95.7 6.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 18 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 154,923 COMMITMENTS 885 0 0 147,995 152,096 148,880 152,096 6,043 2,827 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,102) 0 0 0 -1,505 -502 -1,505 -502 403 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 95.5 98.2 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 0 0 26 28 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,381 COMMITMENTS 0 0 0 76,128 76,946 76,128 76,946 3,253 2,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,594) 0 0 0 8,533 9,051 8,533 9,051 61 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 96.9 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 17 15 17 15
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,469 COMMITMENTS 2,294 0 0 13,559 16,221 15,853 16,221 616 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) 0 0 0 1,298 990 1,298 990 -308 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.0 0.0 82.3 98.5 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 0 17 12 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 555,070 COMMITMENTS 49,325 8,348 1,297 494,816 536,087 545,438 545,732 9,632 9,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,094) -68 2,408 -218 5,290 2,048 5,004 4,238 90 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.5 0.2 89.1 96.6 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 4 3 6 52 55 59 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 104,000 COMMITMENTS 4,047 2,033 1,115 96,036 94,092 101,198 97,240 2,802 6,760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,030) 297 1,542 935 2,617 996 3,849 3,473 -819 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.0 1.1 92.3 90.5 97.3 93.5 2.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 3 3 25 20 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 13,870 COMMITMENTS 0 0 0 12,883 13,405 12,883 13,405 987 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 852) 0 0 0 852 852 852 852 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 96.6 92.9 96.6 7.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,520 COMMITMENTS 0 342 30 68,613 66,286 68,643 66,658 1,877 3,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,906) 0 -157 -60 2,301 3,186 2,241 2,969 665 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.3 94.0 97.3 94.5 2.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 16 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 82,873 COMMITMENTS 0 0 0 81,959 80,194 81,959 80,194 914 2,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 2,160 2,160 2,160 2,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 96.8 98.9 96.8 1.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,571 COMMITMENTS 19,330 6,665 0 83,404 96,100 102,734 102,765 837 806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,950) 0 0 0 1,950 1,950 1,950 1,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 6.4 0.0 80.5 92.8 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 6 7 0 20 40 26 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 150,674 COMMITMENTS 0 0 0 149,570 148,232 149,570 148,232 1,104 2,442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,876) 0 0 0 3,179 1,876 3,179 1,876 -1,303 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 98.4 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 21 26 21 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 252,223 COMMITMENTS 1,033 0 844 241,267 240,704 243,144 241,548 9,079 10,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,156) -215 0 43 1,276 1,443 1,104 1,486 52 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 95.7 95.4 96.4 95.8 3.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 0 1 35 33 36 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 15,189 COMMITMENTS 341 1,290 0 12,555 11,625 12,896 12,915 2,293 2,274 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) 0 360 0 990 874 990 1,234 0 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.5 0.0 82.7 76.5 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 12 12 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,240 COMMITMENTS 0 1,142 1,874 106,908 106,526 108,782 109,542 2,458 1,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,365) 0 0 0 -2,577 -2,365 -2,577 -2,365 212 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.7 96.1 95.8 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 1 22 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 138,142 COMMITMENTS 7,578 0 1,027 120,710 129,862 129,315 130,889 8,827 7,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,877) 1,322 -12 12 2,543 4,209 3,877 4,209 0 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.7 87.4 94.0 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 19 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 122,574 COMMITMENTS 0 0 0 114,556 120,006 114,556 120,006 8,018 2,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,501) 0 0 0 5,139 4,357 5,139 4,357 -1,638 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 97.9 93.5 97.9 6.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,109 COMMITMENTS 240 247 156 106,097 110,166 106,493 110,569 7,616 3,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,334) 240 -24 156 1,028 774 1,424 906 -90 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.1 93.0 96.5 93.3 96.9 6.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 1 21 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 153,937 COMMITMENTS 0 3,100 8,138 138,242 137,893 146,380 149,131 7,557 4,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 1,877 -575 2,167 -1,168 1,592 134 -1,569 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 5.3 89.8 89.6 95.1 96.9 4.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 3 3 36 27 39 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,781 COMMITMENTS 1,116 0 0 14,290 15,949 15,406 15,949 1,375 832 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 120 0 120 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 85.2 95.0 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 34,086 COMMITMENTS 0 310 0 32,378 32,726 32,378 33,036 1,708 1,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,089) 0 0 0 5,089 5,089 5,089 5,089 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 95.0 96.0 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 11 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 185,001 COMMITMENTS 10,991 4,486 245 168,160 172,379 179,396 177,110 5,605 7,891 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 241) 0 -322 25 -93 244 -68 -53 309 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.4 0.1 90.9 93.2 97.0 95.7 3.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 2 1 35 29 37 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 102,596 COMMITMENTS 1,037 0 0 97,011 96,578 98,048 96,578 4,548 6,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,684) -218 0 0 5,157 3,224 4,939 3,224 -2,255 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 94.6 94.1 95.6 94.1 4.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 21 23 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 80,987 COMMITMENTS 750 0 0 74,045 77,633 74,795 77,633 6,192 3,354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -940) 0 0 0 -178 -940 -178 -940 -762 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 91.4 95.9 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 0 25 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,729 COMMITMENTS 2,106 477 341 66,785 69,549 69,232 70,367 5,497 4,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -247) -2,705 1 -31 1,095 -767 -1,641 -797 1,394 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.6 0.5 89.4 93.1 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 1 1 17 21 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 26,354 COMMITMENTS 2,000 0 0 22,909 25,894 24,909 25,894 1,445 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 698 0 0 101 496 799 496 -153 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 0.0 86.9 98.3 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 12 16 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 115,783 COMMITMENTS 0 0 0 106,121 107,299 106,121 107,299 9,662 8,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 880) 0 0 0 850 211 850 211 30 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 92.7 91.7 92.7 8.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 27 16 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 73,453 COMMITMENTS 0 0 0 64,868 69,689 64,868 69,689 8,585 3,764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 0 0 826 492 826 492 -516 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.3 94.9 88.3 94.9 11.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 17 15 17 15
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,329,033 COMMITMENTS 359,968 393,269 465,165 443,486 428,910 1268,619 1287,344 60,414 41,689 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,186) 3,890 -35,743 9,027 -13,479 18,358 -562 -8,358 -9,624 -1,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 29.6 35.0 33.4 32.3 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 343) 133 107 161 75 67 298 265
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 381,345 COMMITMENTS 205,360 151,271 32,778 130,616 189,209 368,754 373,258 12,591 8,087 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,639) 7,381 6,273 55 -3,069 -2,788 4,367 3,540 -728 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 39.7 8.6 34.3 49.6 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 21 14 26 38 40 72 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,186 COMMITMENTS 14,908 36,155 19,811 80,230 59,745 114,949 115,711 8,237 7,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,252) 125 -1,155 2,375 521 2,245 3,021 3,465 231 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 29.3 16.1 65.1 48.5 93.3 93.9 6.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 12 19 27 25 47 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,375 COMMITMENTS 2,649 10,751 7,827 35,890 27,548 46,366 46,126 9 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,247) 459 1,159 -16 1,805 1,411 2,248 2,554 -1 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 23.2 16.9 77.4 59.4 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 8 9 12 13 12 27 27
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 60,232 COMMITMENTS 20,885 16,289 8,358 29,784 35,029 59,027 59,676 1,205 556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 980) -220 -381 940 130 333 850 892 130 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 27.0 13.9 49.4 58.2 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 14 15 21 21 20 48 44
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,751 COMMITMENTS 5,191 1,040 527 2,675 6,831 8,393 8,398 358 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 220 15 -170 -90 200 -40 45 -40 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 11.9 6.0 30.6 78.1 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 3 6 8 9 19 16
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,839 COMMITMENTS 837 134 170 495 1,226 1,502 1,530 337 309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) 18 112 -124 52 -29 -54 -41 113 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 7.3 9.2 26.9 66.7 81.7 83.2 18.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 12 2 3 4 6 17 10
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,016 COMMITMENTS 50 378 55 4,507 4,353 4,612 4,786 404 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161) 0 170 -50 156 126 106 246 55 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.5 1.1 89.9 86.8 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 15 16 17 21
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,863 COMMITMENTS 6,886 1,894 3,914 27,945 32,922 38,745 38,730 118 133 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,703) 579 292 93 2,039 2,292 2,711 2,677 -8 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 4.9 10.1 71.9 84.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 17 12 13 45 56 69 76
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 367,467 COMMITMENTS 77,702 76,717 50,107 203,594 210,270 331,403 337,094 36,064 30,373 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,150) 1,419 11,264 4,173 7,503 -259 13,095 15,178 2,055 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 20.9 13.6 55.4 57.2 90.2 91.7 9.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 71 54 72 93 84 203 187
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,479 COMMITMENTS 571 156 282 1,229 1,501 2,082 1,939 397 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 64 18 2 48 35 114 55 -54 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 6.3 11.4 49.6 60.5 84.0 78.2 16.0 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 6 16 16 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,760 COMMITMENTS 275 250 694 2,308 2,564 3,277 3,508 483 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 436) 8 -33 80 326 474 414 521 22 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 6.6 18.5 61.4 68.2 87.2 93.3 12.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 4 6 19 23 27 30
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 218,749 COMMITMENTS 73,528 41,321 20,113 113,524 143,422 207,165 204,856 11,584 13,893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -343) -4,264 2,116 157 4,095 -3,517 -12 -1,244 -331 901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 18.9 9.2 51.9 65.6 94.7 93.6 5.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 97 72 71 63 60 195 178
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,259,861 COMMITMENTS 657,781 40,268 73,308 501,001 1131,921 1232,090 1245,497 27,771 14,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,537) -6,277 -11,162 178 1,562 6,363 -4,537 -4,621 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 3.2 5.8 39.8 89.8 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 22 7 22 46 45 75 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,330 COMMITMENTS 6,845 50,065 26,336 199,538 158,709 232,719 235,110 6,611 4,220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,946) -32 1,171 516 2,462 1,483 2,946 3,170 0 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 20.9 11.0 83.4 66.3 97.2 98.2 2.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 13 14 21 33 30 58 53
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,270 COMMITMENTS 960 4,812 2,880 22,070 18,218 25,910 25,910 360 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 320 0 0 80 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 18.3 11.0 84.0 69.3 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 9 6 8 7 17 18
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,827 COMMITMENTS 3,296 1,903 251 3,855 6,609 7,402 8,763 2,425 1,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -125) -129 -29 -113 -42 212 -284 70 159 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 19.4 2.6 39.2 67.3 75.3 89.2 24.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 27 14 8 17 16 47 37
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,271 COMMITMENTS 1,963 5,541 317 7,553 4,379 9,833 10,237 2,438 2,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -577) -22 -377 -102 -634 -99 -758 -578 181 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 45.2 2.6 61.6 35.7 80.1 83.4 19.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 19 15 8 22 11 42 34
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,469,407 COMMITMENTS 227,056 356,916 62,686 1046,813 897,233 1336,555 1316,835 132,852 152,572 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58,900) 4,977 -29,697 26,351 19,124 65,725 50,452 62,379 8,448 -3,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 24.3 4.3 71.2 61.1 91.0 89.6 9.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 40 63 34 122 124 180 203
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,374,871 COMMITMENTS 887,593 687,001 137,959 1982,982 2032,927 3008,534 2857,887 366,337 516,984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52,030) -13,149 16,095 -330 59,156 62,397 45,677 78,162 6,353 -26,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 20.4 4.1 58.8 60.2 89.1 84.7 10.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 415) 81 92 70 161 191 279 316
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,963 COMMITMENTS 84,212 65,482 4,831 242,559 218,495 331,602 288,808 86,361 129,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,622) 618 2,291 1,536 -1,791 -1,011 363 2,816 1,259 -1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 15.7 1.2 58.0 52.3 79.3 69.1 20.7 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 12 7 8 37 37 53 48
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,121,190 COMMITMENTS 477,171 634,690 94,460 2260,043 2025,432 2831,674 2754,582 289,516 366,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104,369) 65,856 12,252 6,877 13,753 85,950 86,486 105,079 17,883 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 20.3 3.0 72.4 64.9 90.7 88.3 9.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305) 48 72 47 122 151 201 239
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,633,854 COMMITMENTS 35,865 320,741 364,153 1199,097 883,994 1599,115 1568,888 34,739 64,966 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120,372) 10,127 8,962 1,985 105,440 109,828 117,552 120,775 2,820 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 19.6 22.3 73.4 54.1 97.9 96.0 2.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 14 60 45 62 69 113 143
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,373 COMMITMENTS 430 690 322 3,701 4,092 4,453 5,104 920 269 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 309) 19 -45 38 213 343 270 336 39 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 12.8 6.0 68.9 76.2 82.9 95.0 17.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 10 6 11 20 19 35 31
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,500 COMMITMENTS 13,090 7,332 900 9,186 13,666 23,176 21,898 3,324 4,602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 411) 284 -204 95 -66 486 313 377 98 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 27.7 3.4 34.7 51.6 87.5 82.6 12.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 21 21 16 20 24 50 52
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,022 COMMITMENTS 877 355 248 4,103 5,048 5,228 5,651 794 371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 493) 167 0 4 230 564 401 568 92 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 5.9 4.1 68.1 83.8 86.8 93.8 13.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 7 5 8 24 16 34 26
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,055 COMMITMENTS 117,237 57,479 38,874 97,396 138,213 253,507 234,566 22,548 41,489 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,019) 9,925 6,164 -1,271 1,809 5,656 10,463 10,549 1,556 1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 20.8 14.1 35.3 50.1 91.8 85.0 8.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347) 133 86 119 72 89 282 238
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,042 COMMITMENTS 133,366 39,740 27,578 123,965 200,414 284,909 267,732 25,133 42,310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,312) -9,711 2,078 -2,331 -3,147 -12,858 -15,189 -13,111 -1,123 -3,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 12.8 8.9 40.0 64.6 91.9 86.4 8.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 380) 118 76 113 91 141 267 290
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,378 COMMITMENTS 1,818 1,260 303 853 2,002 2,974 3,565 1,404 813 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -369) -240 -12 -80 -69 -171 -389 -263 20 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 28.8 6.9 19.5 45.7 67.9 81.4 32.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 16 12 8 15 20 36 37
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,650 COMMITMENTS 23,393 10,469 11,024 13,820 16,222 48,237 37,715 8,413 18,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,361) -1,990 -959 295 -2,340 -2,278 -4,035 -2,942 -326 -1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 18.5 19.5 24.4 28.6 85.1 66.6 14.9 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 204) 59 43 65 44 76 144 158
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,474 COMMITMENTS 1,960 11,555 861 15,958 6,395 18,779 18,811 695 663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 481) -140 263 114 494 114 468 491 13 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 59.3 4.4 81.9 32.8 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 10 9 21 14 37 31
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 86,958 COMMITMENTS 18,199 6,323 2,398 65,950 77,876 86,547 86,597 411 361 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 20.9 7.3 2.8 75.8 89.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 12 8 13 40 41 57 57
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 31,905 COMMITMENTS 875 725 225 30,790 30,955 31,890 31,905 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 645) 75 200 125 430 320 630 645 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.3 0.7 96.5 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 4 3 26 20 31 26
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 22,589 COMMITMENTS 450 525 50 22,065 21,774 22,565 22,349 24 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 385) 275 150 0 110 235 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.3 0.2 97.7 96.4 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 22 16 24 18
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 180,186 COMMITMENTS 8,922 34,638 3,908 167,320 141,640 180,150 180,186 36 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 420 5 10 1,220 1,635 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 19.2 2.2 92.9 78.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 8 8 5 40 41 50 52
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,167 COMMITMENTS 1,723 4,471 993 54,422 51,683 57,138 57,147 29 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 316) -125 0 -34 475 330 316 296 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.8 1.7 95.2 90.4 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 6 4 18 20 25 27
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,206 COMMITMENTS 10 3,450 835 58,251 54,606 59,096 58,891 110 315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 -600 0 230 830 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 1.4 98.4 92.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 3 3 28 29 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 60,112 COMMITMENTS 985 1,425 345 58,612 57,977 59,942 59,747 170 365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) 0 -350 0 322 662 322 312 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.4 0.6 97.5 96.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 6 3 27 29 31 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,567 COMMITMENTS 890 17,400 0 61,232 44,995 62,122 62,395 445 172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,400) 0 0 0 1,280 1,400 1,280 1,400 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 27.8 0.0 97.9 71.9 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 0 29 26 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 84,254 COMMITMENTS 1,520 23,674 0 82,349 60,340 83,869 84,014 385 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,270) 300 800 0 1,850 1,470 2,150 2,270 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 28.1 0.0 97.7 71.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 3 0 30 25 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,237 COMMITMENTS 425 850 0 31,702 31,277 32,127 32,127 110 110 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 1.3 2.6 0.0 98.3 97.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 22 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 34,876 COMMITMENTS 1,900 0 50 32,866 34,526 34,816 34,576 60 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 305) 0 0 0 305 305 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.1 94.2 99.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 0 1 23 24 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 13,865 COMMITMENTS 800 300 0 13,065 13,565 13,865 13,865 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 800 -400 0 200 1,400 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 2.2 0.0 94.2 97.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 17 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 20,482 COMMITMENTS 2,150 3,088 350 17,767 16,739 20,267 20,177 215 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 0 1,200 -400 1,655 455 1,255 1,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.1 1.7 86.7 81.7 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 4 2 25 24 29 30
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,047 COMMITMENTS 500 2,732 600 7,802 5,420 8,902 8,752 145 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 30.2 6.6 86.2 59.9 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 1 12 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,115 COMMITMENTS 50 625 500 9,225 8,965 9,775 10,090 340 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.2 4.9 91.2 88.6 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 14 14 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,147 COMMITMENTS 650 425 600 39,897 40,022 41,147 41,047 0 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 165) 0 50 0 165 115 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.0 1.5 97.0 97.3 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 1 25 23 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,033 COMMITMENTS 1,275 1,500 175 46,263 46,268 47,713 47,943 320 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) -25 50 -25 -100 -175 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.1 0.4 96.3 96.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 7 2 27 25 29 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,878 COMMITMENTS 1,270 0 360 47,163 48,498 48,793 48,858 85 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 465) 0 0 0 465 445 465 445 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.7 96.5 99.2 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 1 21 15 24 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 56,778 COMMITMENTS 1,970 2,350 175 54,468 54,233 56,613 56,758 165 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 425 445 425 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.1 0.3 95.9 95.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 25 13 28 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 72,551 COMMITMENTS 210 2,836 0 72,314 69,377 72,524 72,213 27 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,027) 0 125 0 2,027 1,892 2,027 2,017 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.9 0.0 99.7 95.6 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 2 0 29 29 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 96,132 COMMITMENTS 5,566 4,411 926 89,565 90,739 96,057 96,076 75 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,193) 110 138 -99 1,182 1,154 1,193 1,193 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.6 1.0 93.2 94.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 11 6 5 32 35 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 29,960 COMMITMENTS 50 50 0 29,871 29,910 29,921 29,960 39 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,575) 0 0 0 1,575 1,575 1,575 1,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 99.7 99.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 0 15 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 42,445 COMMITMENTS 1,025 4,650 75 40,970 37,475 42,070 42,200 375 245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5) -500 100 -100 595 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 11.0 0.2 96.5 88.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 1 26 17 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 46,527 COMMITMENTS 3,560 1,300 1,920 40,877 43,007 46,357 46,227 170 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) -585 0 0 670 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.8 4.1 87.9 92.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 3 24 21 30 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 36,278 COMMITMENTS 0 1,810 145 36,008 34,083 36,153 36,038 125 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 965) 0 0 0 965 965 965 965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.4 99.3 93.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 2 20 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 31,623 COMMITMENTS 350 2,365 125 31,038 29,108 31,513 31,598 110 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 150 950 -50 1,155 355 1,255 1,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.5 0.4 98.2 92.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,095 COMMITMENTS 1,239 275 523 27,922 29,247 29,684 30,045 411 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) -75 225 75 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.9 1.7 92.8 97.2 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 2 2 22 23 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,671 COMMITMENTS 849 0 301 20,401 21,165 21,551 21,466 120 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -300 0 300 250 -50 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.4 94.1 97.7 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 2 17 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 44,363 COMMITMENTS 1,620 9,369 0 42,388 34,989 44,008 44,358 355 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 895) -5 175 0 895 715 890 890 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 21.1 0.0 95.5 78.9 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 4 0 32 25 36 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 30,409 COMMITMENTS 1,350 4,245 0 28,964 26,139 30,314 30,384 95 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,024) 0 -690 0 -1,094 -334 -1,094 -1,024 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 14.0 0.0 95.2 86.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 4 0 27 23 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,533 COMMITMENTS 0 4,200 775 19,758 15,558 20,533 20,533 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 945) 0 300 0 945 645 945 945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.5 3.8 96.2 75.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 4 1 19 15 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,655 COMMITMENTS 625 0 5 15,980 17,630 16,610 17,635 1,045 20 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 3.5 0.0 0.0 90.5 99.9 94.1 99.9 5.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 1 18 11 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,440 COMMITMENTS 400 100 360 17,350 17,960 18,110 18,420 330 20 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 2.2 0.5 2.0 94.1 97.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 1 20 12 23 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,530 COMMITMENTS 15 0 10 8,420 8,450 8,445 8,460 85 70 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 0.2 0.0 0.1 98.7 99.1 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 15 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,004 COMMITMENTS 1,010 150 25 25,396 26,795 26,431 26,970 573 34 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 165) -100 0 25 240 140 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 0.1 94.0 99.2 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 1 20 14 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,820 COMMITMENTS 1,035 150 25 23,410 24,620 24,470 24,795 350 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) -100 0 25 35 -65 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.6 0.1 94.3 99.2 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 1 17 11 21 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,035 COMMITMENTS 25 425 0 11,910 11,550 11,935 11,975 100 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.0 99.0 96.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 14 14 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,375 COMMITMENTS 707 100 62 23,518 24,213 24,287 24,375 88 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 650) 50 0 0 600 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.4 0.3 96.5 99.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 1 2 16 16 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 26,157 COMMITMENTS 731 100 37 25,377 26,020 26,145 26,157 12 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 775) -25 0 25 875 750 875 775 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.1 97.0 99.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 2 17 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 117,581 COMMITMENTS 200 8,072 455 116,881 109,042 117,536 117,569 45 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) 0 300 0 415 115 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.9 0.4 99.4 92.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 2 10 4 37 32 42 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 130,653 COMMITMENTS 350 9,012 745 129,498 120,884 130,593 130,641 60 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 50 150 0 655 555 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.9 0.6 99.1 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 3 12 6 39 37 46 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 221,475 COMMITMENTS 33,520 32,864 15,262 172,680 173,126 221,462 221,252 13 223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,643) 1,350 191 -202 7,489 8,643 8,637 8,632 6 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 14.8 6.9 78.0 78.2 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 13 16 19 51 45 75 71 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,255 COMMITMENTS 2,245 300 115 45,635 47,815 47,995 48,230 260 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 350 0 0 -325 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.6 0.2 94.6 99.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 26 14 31 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,640 COMMITMENTS 1,695 275 130 41,580 43,210 43,405 43,615 235 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -440) 350 0 0 -790 -440 -440 -440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.6 0.3 95.3 99.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 23 13 28 16
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 136,903 COMMITMENTS 20,374 400 2,756 113,690 133,747 136,820 136,903 83 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -370) 0 0 0 -370 -370 -370 -370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.3 2.0 83.0 97.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 1 18 19 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,147 COMMITMENTS 0 0 0 33,372 33,452 33,372 33,452 2,775 2,695 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 92.5 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 17 18 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,600 COMMITMENTS 0 0 0 31,320 31,425 31,320 31,425 2,280 2,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 93.5 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,022 COMMITMENTS 0 1,000 0 28,368 27,348 28,368 28,348 3,654 3,674 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 0.0 88.6 85.4 88.6 88.5 11.4 11.5 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,443 COMMITMENTS 0 1,000 0 27,655 26,535 27,655 27,535 2,788 2,908 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 3.3 0.0 90.8 87.2 90.8 90.4 9.2 9.6 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,780 COMMITMENTS 300 14,390 0 35,510 21,570 35,810 35,960 3,970 3,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,450) 200 25 0 575 750 775 775 675 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 36.2 0.0 89.3 54.2 90.0 90.4 10.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 5 0 19 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,020 COMMITMENTS 300 12,060 25 35,805 24,195 36,130 36,280 3,890 3,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,400) 200 -50 0 575 825 775 775 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 30.1 0.1 89.5 60.5 90.3 90.7 9.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 5 1 18 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,770 COMMITMENTS 875 1,705 500 41,305 40,475 42,680 42,680 1,090 1,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 75 0 380 305 380 380 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.9 1.1 94.4 92.5 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 15 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,875 COMMITMENTS 900 1,780 500 37,800 36,940 39,200 39,220 675 655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) 0 75 0 435 360 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.5 1.3 94.8 92.6 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 1 16 13 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,370 COMMITMENTS 50 9,065 0 28,420 19,490 28,470 28,555 900 815 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 0.2 30.9 0.0 96.8 66.4 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 16 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,355 COMMITMENTS 0 8,130 0 26,605 18,560 26,605 26,690 750 665 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 29.7 0.0 97.3 67.8 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 16 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,415 COMMITMENTS 525 275 280 18,765 19,615 19,570 20,170 2,845 2,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 75 0 -125 -200 -125 -125 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.2 1.2 83.7 87.5 87.3 90.0 12.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 3 3 11 10 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,545 COMMITMENTS 405 155 345 18,125 18,900 18,875 19,400 2,670 2,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40) -75 0 65 -50 -125 -60 -60 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.7 1.6 84.1 87.7 87.6 90.0 12.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 3 12 10 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,530 COMMITMENTS 9,375 1,125 225 26,625 34,900 36,225 36,250 1,305 1,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) -50 -200 175 75 225 200 200 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 3.0 0.6 70.9 93.0 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 18 11 22 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,725 COMMITMENTS 4,975 1,045 175 21,615 25,570 26,765 26,790 1,960 1,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 -200 175 270 225 445 200 -245 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 3.6 0.6 75.2 89.0 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 16 13 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 110,085 COMMITMENTS 16,220 650 1,225 81,945 97,490 99,390 99,365 10,695 10,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 25 200 50 615 440 690 690 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.6 1.1 74.4 88.6 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 3 3 24 26 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 98,220 COMMITMENTS 16,615 500 1,015 71,160 87,230 88,790 88,745 9,430 9,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 610) -100 200 20 890 590 810 810 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.5 1.0 72.4 88.8 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 3 22 27 27 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,630 COMMITMENTS 550 750 0 16,585 16,490 17,135 17,240 2,495 2,390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 50 0 120 70 120 120 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.8 0.0 84.5 84.0 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,130 COMMITMENTS 2,325 0 0 15,630 18,160 17,955 18,160 1,175 970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 0.0 81.7 94.9 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 17 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 15,995 COMMITMENTS 5,200 850 0 9,265 13,615 14,465 14,465 1,530 1,530 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 32.5 5.3 0.0 57.9 85.1 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 0 13 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,090 COMMITMENTS 50 3,750 125 43,535 39,955 43,710 43,830 7,380 7,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) 0 -100 0 2,865 2,965 2,865 2,865 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.3 0.2 85.2 78.2 85.6 85.8 14.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 18 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,655 COMMITMENTS 300 1,775 0 27,855 26,500 28,155 28,275 5,500 5,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 660) 0 0 0 300 300 300 300 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.3 0.0 82.8 78.7 83.7 84.0 16.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 0 19 21 20 22
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270 COMMITMENTS 218 115 244 1,191 1,572 1,653 1,931 617 339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83) 24 27 8 102 118 134 153 -51 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 5.1 10.7 52.5 69.3 72.8 85.1 27.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 5 14 18 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,502 COMMITMENTS 720 1,934 60 20,556 19,329 21,336 21,323 166 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 577) -25 0 0 702 577 677 577 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 9.0 0.3 95.6 89.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 3 1 18 27 22 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,435 COMMITMENTS 9,382 1,398 2,720 93,932 102,880 106,034 106,998 1,401 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,007) 354 -41 -198 837 1,291 993 1,052 14 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.3 2.5 87.4 95.8 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 19 12 15 62 60 88 81 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,116 COMMITMENTS 13,241 1,756 1,216 58,539 69,356 72,996 72,328 120 788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 395) 80 -55 150 115 255 345 350 50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.4 1.7 80.1 94.9 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 4 4 24 36 32 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,243 COMMITMENTS 2,200 2,507 1,362 36,234 35,717 39,796 39,586 447 657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 570) 42 180 -230 684 646 496 596 74 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.2 3.4 90.0 88.8 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 11 6 9 34 42 49 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,852 COMMITMENTS 855 55 214 7,597 8,035 8,666 8,304 186 548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96) 0 0 0 91 446 91 446 5 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.6 2.4 85.8 90.8 97.9 93.8 2.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 3 17 23 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,743 COMMITMENTS 888 1,438 725 14,602 14,083 16,215 16,246 528 497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 638) 25 214 -49 689 539 665 704 -27 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 8.6 4.3 87.2 84.1 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 3 27 20 32 26
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 610,083 COMMITMENTS 71,503 81,654 169,734 353,715 343,011 594,952 594,399 15,131 15,684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,133) -7,753 -2,986 12,021 4,325 -1,862 8,593 7,173 -460 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 13.4 27.8 58.0 56.2 97.5 97.4 2.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 41 35 59 75 72 147 136
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,311,603 COMMITMENTS 699,351 235,878 731,181 781,560 1255,059 2212,092 2222,118 99,511 89,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96,055) -8,185 8,971 31,970 66,686 63,443 90,471 104,384 5,584 -8,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 10.2 31.6 33.8 54.3 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 413) 170 106 177 101 115 350 335
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,286 COMMITMENTS 50,523 16,829 4,618 52,308 42,888 107,449 64,335 14,837 57,951 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,356) 341 1,499 1,201 2,502 -445 4,044 2,255 -688 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 13.8 3.8 42.8 35.1 87.9 52.6 12.1 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 4 13 13 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,791 COMMITMENTS 28,279 57,425 41,234 57,510 32,917 127,023 131,576 11,768 7,215 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,803) 2,432 263 3,685 -586 1,332 5,531 5,280 272 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 41.4 29.7 41.4 23.7 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 20 17 28 18 21 54 52
CFTC# 67 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,105 COMMITMENTS 120 0 0 4,985 4,997 5,105 4,997 0 108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.6 97.9 **** 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 16 11 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 15,275 COMMITMENTS 3,135 0 135 11,885 15,065 15,155 15,200 120 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,085) 180 0 0 905 1,085 1,085 1,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 0.9 77.8 98.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 0 1 19 14 24 15
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 229,231 COMMITMENTS 53,226 81,602 32,698 127,496 105,387 213,420 219,687 15,811 9,544 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,182) -711 6,567 -7,684 -6,863 -12,968 -15,258 -14,085 -2,924 -4,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 35.6 14.3 55.6 46.0 93.1 95.8 6.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 248) 76 92 54 59 45 170 166
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,126 COMMITMENTS 27,931 6,465 926 4,194 26,296 33,051 33,687 2,075 1,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -308) 9 -191 -125 -216 81 -332 -235 24 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 18.4 2.6 11.9 74.9 94.1 95.9 5.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 194) 92 52 15 24 43 125 101
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,177 COMMITMENTS 46,810 19,629 2,772 12,818 44,684 62,400 67,085 7,777 3,092 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -373) -538 -3,218 -45 202 2,941 -381 -322 8 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 28.0 4.0 18.3 63.7 88.9 95.6 11.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 120 55 26 28 37 165 104
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 815,068 COMMITMENTS 179,189 232,991 114,475 457,367 390,528 751,031 737,994 64,037 77,074 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,883) 3,603 32,053 4,781 27,895 -5,455 36,279 31,379 -396 4,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 28.6 14.0 56.1 47.9 92.1 90.5 7.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 77 69 74 84 74 198 188
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,562 COMMITMENTS 44,371 40,187 34,331 104,166 108,988 182,868 183,506 8,694 8,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,773) -2,259 -6,617 -2,791 -7,997 -4,521 -13,047 -13,929 -726 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 21.0 17.9 54.4 56.9 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 392) 114 106 114 139 116 320 290
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 187,955 COMMITMENTS 91,596 52,745 16,096 55,918 104,006 163,610 172,847 24,345 15,108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,208) 251 -4,736 -5,504 -3,355 5,172 -8,608 -5,068 1,400 -2,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 28.1 8.6 29.8 55.3 87.0 92.0 13.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 208) 87 60 50 39 39 150 131
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 333,951 COMMITMENTS 163,551 126,722 54,609 97,858 135,003 316,018 316,334 17,933 17,617 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,137) 6,182 2,489 4,476 -3,786 -568 6,872 6,397 -1,735 -1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 37.9 16.4 29.3 40.4 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 373) 133 143 98 48 61 252 253
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 477,921 COMMITMENTS 277,730 89,996 37,693 122,138 318,769 437,561 446,458 40,360 31,463 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,194) 31,353 -7,544 1,285 -3,030 34,090 29,608 27,831 -414 1,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 18.8 7.9 25.6 66.7 91.6 93.4 8.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 348) 160 109 68 53 56 242 209
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,164 COMMITMENTS 4,842 11,646 0 30,898 24,290 35,740 35,936 1,424 1,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,694) 1,665 2,671 -42 127 -940 1,750 1,689 -56 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 31.3 0.0 83.1 65.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 7 0 10 6 21 13
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 192,026 COMMITMENTS 86,455 35,106 5,310 59,593 128,702 151,358 169,118 40,668 22,908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,937) -11,782 -310 327 1,527 -14,349 -9,928 -14,332 -4,009 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 18.3 2.8 31.0 67.0 78.8 88.1 21.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 103) 44 20 21 24 25 78 57
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,380 COMMITMENTS 12,556 13,737 1,254 13,965 9,593 27,775 24,584 11,605 14,796 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,742) -2,712 -2,933 45 -494 -1,418 -3,161 -4,306 -581 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 34.9 3.2 35.5 24.4 70.5 62.4 29.5 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 13 14 7 6 9 23 26
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 237,589 COMMITMENTS 130,900 36,051 3,233 94,885 195,458 229,018 234,742 8,571 2,847 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,681) 232 11,820 452 18,822 6,385 19,506 18,657 -825 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 15.2 1.4 39.9 82.3 96.4 98.8 3.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 79 33 5 19 25 102 59
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,259 COMMITMENTS 63,810 95,670 7,658 112,181 78,906 183,649 182,234 29,610 31,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,168) 5,193 11,893 -1,271 3,620 -8,917 7,542 1,705 -2,374 3,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 44.9 3.6 52.6 37.0 86.1 85.5 13.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 35 28 23 26 38 70 80
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,090 COMMITMENTS 43,308 120,800 6,151 145,227 56,054 194,686 183,005 20,404 32,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,737) 3,498 -14,823 -799 -20,764 232 -18,065 -15,390 328 -2,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 56.2 2.9 67.5 26.1 90.5 85.1 9.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114) 32 36 19 30 29 71 75
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,263 COMMITMENTS 26,652 28,776 3,309 11,640 16,454 41,601 48,539 9,662 2,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,485) -680 -1,240 54 -870 -96 -1,496 -1,282 11 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 56.1 6.5 22.7 32.1 81.2 94.7 18.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 81 53 18 9 8 103 69
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 462,148 COMMITMENTS 190,336 111,069 21,762 174,177 278,546 386,275 411,377 75,873 50,771 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 996) -10,895 3,523 -847 16,344 -1,077 4,602 1,599 -3,606 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 24.0 4.7 37.7 60.3 83.6 89.0 16.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 97 65 49 62 66 183 157
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,648 COMMITMENTS 18,071 7,257 0 5,793 17,949 23,864 25,206 1,784 442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,470) -1,308 -483 0 42 -909 -1,266 -1,392 -204 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 28.3 0.0 22.6 70.0 93.0 98.3 7.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 14 13 0 4 8 18 21
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 413,494 COMMITMENTS 119,659 57,273 85,141 183,388 253,938 388,188 396,352 25,306 17,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,554) -9,183 -5,649 11,796 17,753 12,705 20,366 18,852 188 1,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 13.9 20.6 44.4 61.4 93.9 95.9 6.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 85 45 87 91 107 220 203
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,467 COMMITMENTS 5,317 1,626 393 5,257 8,923 10,967 10,942 1,500 1,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 591) 1,110 0 -300 -300 810 510 510 81 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 13.0 3.2 42.2 71.6 88.0 87.8 12.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 3 13 12 18 16
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,875 COMMITMENTS 1,175 0 525 14,629 14,586 16,329 15,111 546 1,764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,050) 25 0 0 2,025 1,600 2,050 1,600 0 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 3.1 86.7 86.4 96.8 89.5 3.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 2 19 21 22 23
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,413 COMMITMENTS 33,509 8,670 672 7,975 35,560 42,156 44,902 6,257 3,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,738) -6,732 1,914 -34 2,027 -6,280 -4,739 -4,400 1 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 17.9 1.4 16.5 73.5 87.1 92.7 12.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 48 17 5 11 12 60 33
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 603,600 COMMITMENTS 154,028 283,434 185,742 228,088 95,053 567,858 564,229 35,742 39,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -68,200) -40,915 -66,550 -807 -22,720 -6,841 -64,442 -74,198 -3,758 5,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 47.0 30.8 37.8 15.7 94.1 93.5 5.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 95 104 107 42 34 199 196
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,819 COMMITMENTS 11,346 1,874 1,282 6,163 15,871 18,791 19,027 1,028 792 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,768) 12 -1,554 -29 -1,810 -195 -1,827 -1,778 59 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 9.5 6.5 31.1 80.1 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 7 2 6 5 21 14
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 75,987 COMMITMENTS 50,425 6,773 1,557 14,340 57,297 66,322 65,627 9,665 10,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,538) 5,174 -2,413 -765 -235 8,024 4,174 4,847 364 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 8.9 2.0 18.9 75.4 87.3 86.4 12.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 44 20 7 25 33 71 58
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 151,974 COMMITMENTS 100,850 13,545 3,114 28,680 114,594 132,644 131,253 19,330 20,721 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,076) 10,347 -4,825 -1,529 -470 16,047 8,348 9,693 728 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 8.9 2.0 18.9 75.4 87.3 86.4 12.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 44 20 7 25 33 71 58
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 908,513 2577,874 2790,387 9119,595 6964,885 ******** ******** 670,5101155,859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,840) -68,232 20,526 66,816 -45,785 -95,721 -47,201 -8,379 36,361 -2,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 19.1 20.7 67.6 51.6 95.0 91.4 5.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 323) 55 109 117 119 145 246 309
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 695,177 COMMITMENTS 114,947 86,819 33,682 462,872 484,157 611,501 604,657 83,676 90,520 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,464) 5,973 -6,893 1,693 1,764 16,042 9,429 10,841 4,034 2,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 12.5 4.8 66.6 69.6 88.0 87.0 12.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 626) 142 146 76 226 243 404 429
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 62,053 COMMITMENTS 3,129 5,041 0 23,849 41,711 26,978 46,752 35,075 15,301 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,027) -790 990 0 -524 1,301 -1,314 2,291 4,341 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 8.1 0.0 38.4 67.2 43.5 75.3 56.5 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 3 9 0 17 23 20 32
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,165,620 COMMITMENTS 573,473 423,273 154,024 2195,117 2212,230 2922,614 2789,527 243,006 376,093 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52,183) 34,467 -38,761 7,809 11,441 73,704 53,717 42,752 -1,534 9,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.4 4.9 69.3 69.9 92.3 88.1 7.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 622) 144 144 75 223 238 401 423 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: 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: 29,737 COMMITMENTS 11,925 370 0 14,421 28,431 26,346 28,801 3,391 936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -461) -247 -163 0 -12 -463 -259 -626 -202 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 1.2 0.0 48.5 95.6 88.6 96.9 11.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 1 0 8 7 16 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,324 COMMITMENTS 263 2,019 0 20,199 19,239 20,462 21,258 1,862 1,066 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -404) -373 0 0 54 -523 -319 -523 -85 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 9.0 0.0 90.5 86.2 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 14 6 15 7
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 26,948 COMMITMENTS 5,777 944 1,699 18,999 23,771 26,475 26,414 473 534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 240 0 0 14 256 254 256 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 3.5 6.3 70.5 88.2 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 2 3 13 12 19 16
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,033 COMMITMENTS 7,178 8,562 1,999 4,781 3,452 13,958 14,013 75 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 302) 543 150 -236 -5 388 302 302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 61.0 14.2 34.1 24.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 10 4 5 10 7 22 14
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,413 COMMITMENTS 8,054 6,590 3,215 4,002 5,152 15,271 14,957 1,142 1,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 655) 925 80 -79 -12 680 834 681 -179 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 40.2 19.6 24.4 31.4 93.0 91.1 7.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 16 13 13 10 11 33 30
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,505 COMMITMENTS 21,637 12,205 1,547 30,824 37,926 54,008 51,678 6,497 8,828 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 417 -416 -293 124 429 248 -280 302 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 20.2 2.6 50.9 62.7 89.3 85.4 10.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 67 81 26 67 87 148 180
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,526 COMMITMENTS 108,186 61,024 7,736 154,120 189,628 270,042 258,388 32,484 44,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,752) 2,085 -2,079 -1,463 618 2,143 1,240 -1,399 1,512 4,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 20.2 2.6 50.9 62.7 89.3 85.4 10.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 67 81 26 67 87 148 180
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 47,966 COMMITMENTS 32,252 47,632 256 15,407 0 47,915 47,888 51 78 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -789) -750 -778 0 -38 0 -788 -778 -1 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 99.3 0.5 32.1 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 20 15 1 3 0 24 15
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,809 COMMITMENTS 93,318 33,706 2,674 17,160 94,625 113,152 131,005 36,657 18,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -102) 1,241 -361 -436 730 2,720 1,535 1,923 -1,637 -2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 22.5 1.8 11.5 63.2 75.5 87.4 24.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 46 21 15 22 23 74 53
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 13,248 COMMITMENTS 2,292 4,558 1 9,505 6,571 11,798 11,130 1,450 2,118 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 17.3 34.4 0.0 71.7 49.6 89.1 84.0 10.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 6 8 1 11 8 18 16
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 567,170 COMMITMENTS 129,313 208,927 15,675 399,052 324,213 544,040 548,815 23,130 18,355 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,040) -26,369 3,616 2,768 13,525 -19,216 -10,076 -12,832 -964 1,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 36.8 2.8 70.4 57.2 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 66 61 25 111 112 187 188
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,288 COMMITMENTS 12,569 5,717 13 14,696 26,361 27,278 32,091 7,010 2,197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -953) -413 53 13 481 -326 81 -260 -1,034 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 16.7 0.0 42.9 76.9 79.6 93.6 20.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 19 6 1 16 11 35 18
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,844 COMMITMENTS 18,289 6,690 2,106 23,421 21,148 43,816 29,944 10,028 23,900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,923) -3,225 -1,844 250 3,285 7,221 310 5,627 -2,233 -7,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 12.4 3.9 43.5 39.3 81.4 55.6 18.6 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 22 15 5 26 20 48 40
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 329,712 COMMITMENTS 39,294 24,681 13,201 267,690 287,058 320,185 324,940 9,527 4,772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -796) -2,219 -1,197 -125 908 728 -1,436 -594 640 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 7.5 4.0 81.2 87.1 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 34 12 8 79 53 114 72
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,120,739 COMMITMENTS 304,593 84,329 38,574 750,739 985,724 1093,906 1108,627 26,833 12,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,846) -7,466 10,806 2,911 36,461 15,353 31,906 29,070 -1,060 1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 7.5 3.4 67.0 88.0 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 126 43 32 147 91 288 151
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,554 COMMITMENTS 20,936 5,097 39 10,551 26,253 31,526 31,389 28 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -72) -293 -22 0 217 -111 -76 -133 4 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 16.2 0.1 33.4 83.2 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 11 12 1 7 20 18 33
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,079 COMMITMENTS 11,378 5,226 32 10,633 16,706 22,043 21,964 36 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -41) -867 -54 -23 877 10 -13 -67 -28 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 23.7 0.1 48.2 75.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 10 1 5 9 15 19
CFTC#256741 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (GSCI X $250) OPEN INTEREST: 15,495 COMMITMENTS 1,114 6,725 182 13,715 8,376 15,011 15,283 484 212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 229) -7,357 48 182 7,484 0 309 230 -80 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 43.4 1.2 88.5 54.1 96.9 98.6 3.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 6 5 2 8 1 16 6
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 90,696 COMMITMENTS 23,970 2,123 775 53,756 83,569 78,501 86,467 12,195 4,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,854) 253 -517 -368 -697 -1,214 -812 -2,099 -1,042 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 2.3 0.9 59.3 92.1 86.6 95.3 13.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 16 5 6 39 40 56 50
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,356 COMMITMENTS 11,711 5,754 1,298 3,026 13,832 16,035 20,884 7,321 2,472 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,004) -958 1,703 497 -13 -3,059 -474 -859 -530 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 24.6 5.6 13.0 59.2 68.7 89.4 31.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 3 2 6 7 15 11
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 96,738 COMMITMENTS 6,158 13,223 27,072 63,486 56,443 96,716 96,738 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -850) 0 -1,070 60 -910 160 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 13.7 28.0 65.6 58.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 2 11 14 16 16
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,009 COMMITMENTS 1,274 300 361 34,218 35,343 35,853 36,004 156 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,655) 232 300 0 1,418 1,355 1,650 1,655 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.8 1.0 95.0 98.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 1 2 29 17 35 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,710 COMMITMENTS 850 1,850 300 3,535 2,535 4,685 4,685 25 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 75 0 175 100 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 39.3 6.4 75.1 53.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 5 4 12 10 19 18
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,826 COMMITMENTS 3,026 3,838 214 13,882 12,953 17,122 17,005 704 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 381 0 0 -81 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 21.5 1.2 77.9 72.7 96.1 95.4 3.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 8 3 25 21 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 4,565 COMMITMENTS 195 1,161 43 2,999 2,717 3,237 3,921 1,328 644 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 15 0 244 198 244 213 -144 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 25.4 0.9 65.7 59.5 70.9 85.9 29.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 3 15 13 19 18
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,181 COMMITMENTS 2,513 3,104 1,443 6,759 6,218 10,715 10,765 466 416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 78) 115 -227 -40 -61 283 14 16 64 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 27.8 12.9 60.5 55.6 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 8 6 7 23 23 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,705 COMMITMENTS 489 570 192 769 603 1,450 1,365 255 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -30 100 0 60 -160 30 -60 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 33.4 11.3 45.1 35.4 85.0 80.1 15.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 6 6 10 9 21 19
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,686 COMMITMENTS 2,316 5,575 2,477 17,904 14,622 22,697 22,674 3,989 4,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,158) 311 -168 252 997 1,378 1,560 1,462 -402 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 20.9 9.3 67.1 54.8 85.1 85.0 14.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 4 3 17 18 21 23