CFTC Commitments of Traders

Futures Only 5/20/17


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

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,119 COMMITMENTS 156,694 246,094 75,235 170,968 87,798 402,897 409,127 44,222 37,992 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,683) 7,072 20,179 7,134 8,362 -2,376 22,568 24,937 1,115 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 55.0 16.8 38.2 19.6 90.1 91.5 9.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 417) 147 131 125 107 88 323 284
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 246,509 COMMITMENTS 98,371 79,829 24,679 100,179 119,167 223,229 223,675 23,280 22,834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -254) -453 8,084 -6,581 5,071 -610 -1,963 893 1,709 -1,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 32.4 10.0 40.6 48.3 90.6 90.7 9.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 74 49 54 82 78 176 168
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 60,525 COMMITMENTS 7,681 5,598 4,056 37,795 41,097 49,532 50,751 10,993 9,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -472) -114 1,496 -341 390 -1,695 -65 -540 -407 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 9.2 6.7 62.4 67.9 81.8 83.9 18.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 18 7 15 45 39 72 56
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,371,182 COMMITMENTS 381,504 478,805 199,855 624,845 530,891 1206,204 1209,551 164,978 161,631 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,281) 15,801 13,295 4,258 -10,412 -7,740 9,647 9,813 3,634 3,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 34.9 14.6 45.6 38.7 88.0 88.2 12.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 729) 191 142 179 258 295 546 548
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,269 COMMITMENTS 1,711 773 248 2,189 4,407 4,148 5,428 2,121 841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 329) 182 -97 -61 174 486 295 328 34 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 12.3 4.0 34.9 70.3 66.2 86.6 33.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 14 6 5 8 11 24 20
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 647,710 COMMITMENTS 146,042 174,865 97,396 359,175 272,569 602,613 544,830 45,097 102,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,532) -2,428 -3,492 7,872 1,945 551 7,389 4,931 143 2,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 27.0 15.0 55.5 42.1 93.0 84.1 7.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 600) 154 153 173 162 222 409 482
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,493 COMMITMENTS 1,460 125 0 6,029 7,362 7,489 7,487 4 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 19.5 1.7 0.0 80.5 98.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 2 0 6 9 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 29,985 COMMITMENTS 15,210 10,224 600 14,175 19,145 29,985 29,969 0 16 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 50.7 34.1 2.0 47.3 63.8 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 6 4 10 5 18 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 44,736 COMMITMENTS 15,696 20,783 20 29,020 23,933 44,736 44,736 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 46.5 0.0 64.9 53.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 10 2 9 6 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 39,127 COMMITMENTS 4,811 6,754 708 33,593 31,590 39,112 39,052 15 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,462) 790 593 108 1,549 1,761 2,447 2,462 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 17.3 1.8 85.9 80.7 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 8 4 12 11 23 20
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,322 COMMITMENTS 7,989 845 0 31,333 38,477 39,322 39,322 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 2.1 0.0 79.7 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 0 9 11 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 34,842 COMMITMENTS 6,775 15,873 387 27,680 18,582 34,842 34,842 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -188) 0 0 112 -300 -300 -188 -188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 45.6 1.1 79.4 53.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 5 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 23,765 COMMITMENTS 3,750 5,645 0 20,015 18,120 23,765 23,765 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 -400 0 100 500 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.8 0.0 84.2 76.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 7 0 7 4 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,730 COMMITMENTS 8,493 6,870 0 9,237 10,860 17,730 17,730 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 100 50 0 -100 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 38.7 0.0 52.1 61.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 5 0 8 8 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,793 COMMITMENTS 13,187 15,245 700 13,906 11,848 27,793 27,793 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 500 0 0 -50 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 54.9 2.5 50.0 42.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 6 3 7 7 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 18,745 COMMITMENTS 9,395 6,707 100 9,250 11,938 18,745 18,745 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 50 0 0 500 550 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 35.8 0.5 49.3 63.7 **** **** 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,436 COMMITMENTS 860 1,685 0 15,566 14,751 16,426 16,436 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 0 150 0 1,650 1,500 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 10.3 0.0 94.7 89.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 0 9 9 12 13
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,184 COMMITMENTS 118,921 106,149 69,784 178,492 197,037 367,197 372,970 36,987 31,214 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,804) 1,877 -4,977 1,076 -5,128 1,278 -2,175 -2,623 371 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 26.3 17.3 44.2 48.7 90.8 92.3 9.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 99 83 98 87 69 242 217
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 678,069 COMMITMENTS 124,265 131,113 12,646 383,616 363,859 520,527 507,618 157,542 170,451 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,157) -3,507 8,519 -2,083 -996 -11,476 -6,586 -5,040 7,743 6,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 19.3 1.9 56.6 53.7 76.8 74.9 23.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 35 30 26 68 63 115 108
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 756,959 COMMITMENTS 34,197 140,557 16,424 585,206 493,951 635,827 650,932 121,132 106,027 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,860) 1,525 221 5,934 1,803 7,197 9,262 13,352 7,598 3,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 18.6 2.2 77.3 65.3 84.0 86.0 16.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 9 15 11 63 60 81 79
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,694 COMMITMENTS 6,199 1,394 2,318 35,898 40,807 44,415 44,519 279 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,246) 229 -153 190 827 1,209 1,246 1,246 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 3.1 5.2 80.3 91.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 10 4 9 31 40 43 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,148 COMMITMENTS 878 165 613 7,709 8,687 9,200 9,465 948 683 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 231) -20 18 -4 163 150 139 164 92 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.6 6.0 76.0 85.6 90.7 93.3 9.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 3 10 26 29 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,751 COMMITMENTS 961 277 387 9,900 10,516 11,248 11,180 503 571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 26 -5 8 37 -93 71 -90 -46 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.4 3.3 84.2 89.5 95.7 95.1 4.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 3 5 32 37 39 43
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,353 COMMITMENTS 134 871 278 5,252 4,718 5,664 5,867 689 486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88) -15 39 76 -15 13 46 128 42 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 13.7 4.4 82.7 74.3 89.2 92.3 10.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 8 5 19 17 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,456 COMMITMENTS 130 803 75 2,221 1,487 2,426 2,365 30 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 40 40 20 20 60 100 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 32.7 3.1 90.4 60.5 98.8 96.3 1.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 6 4 12 14 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,091 COMMITMENTS 328 2,940 195 18,548 15,956 19,071 19,091 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 988) -30 285 30 988 673 988 988 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 15.4 1.0 97.2 83.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 7 3 22 18 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,860 COMMITMENTS 1,213 2,906 143 6,882 5,490 8,238 8,539 622 321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) 48 177 4 400 430 452 611 0 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 32.8 1.6 77.7 62.0 93.0 96.4 7.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 7 6 7 21 22 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,449 COMMITMENTS 738 664 201 4,876 5,514 5,815 6,379 634 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21) 0 5 19 49 -10 68 14 -89 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.3 3.1 75.6 85.5 90.2 98.9 9.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 6 19 19 28 26
CFTC# 22651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 422,713 COMMITMENTS 86,330 71,347 74,750 223,019 235,223 384,099 381,320 38,614 41,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,423) 5,171 2,529 -4,500 -14,711 -12,057 -14,040 -14,028 1,617 1,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 16.9 17.7 52.8 55.6 90.9 90.2 9.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 205) 54 55 70 80 81 175 170
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,333 COMMITMENTS 0 275 150 31,677 35,781 31,827 36,206 11,506 7,127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,865) 0 0 0 -49 -385 -49 -385 1,914 2,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.3 73.1 82.6 73.4 83.6 26.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 16 20 17 21
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,574,829 COMMITMENTS ******* 92,785 839,554 3535,886 4631,887 5536,798 5564,226 38,031 10,603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,493) 49,447 9,792 8,311 -60,981 -21,682 -3,223 -3,579 -270 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 1.7 15.1 63.4 83.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 72 13 61 131 124 212 189
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,230 COMMITMENTS 50,076 114,701 32,420 176,205 113,699 258,701 260,820 2,529 410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,495) 1,663 28,626 -700 24,434 -2,431 25,397 25,495 98 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 43.9 12.4 67.5 43.5 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 9 16 17 31 23 50 46
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,872 COMMITMENTS 3,648 1,932 3,833 192,030 207,095 199,511 212,860 16,361 3,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,246) 270 358 999 12,649 13,335 13,918 14,692 -672 -1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.9 1.8 89.0 95.9 92.4 98.6 7.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 3 6 33 32 40 38
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,494 COMMITMENTS 550 701 154 96,735 97,327 97,439 98,182 4,055 3,312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,525) -31 701 -180 6,738 6,273 6,527 6,794 -1,002 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.2 95.3 95.9 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 2 29 31 31 34
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,781 COMMITMENTS 1,850 1,072 1,833 179,861 184,962 183,544 187,867 11,237 6,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,136) 1,088 -229 177 5,844 7,920 7,109 7,868 -973 -1,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.9 92.3 95.0 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 2 29 29 32 31
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,080,118 COMMITMENTS 1,547 16,905 9,930 1057,225 1049,818 1068,702 1076,653 11,416 3,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,502) 1,123 208 42 25,792 26,937 26,957 27,187 545 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.6 0.9 97.9 97.2 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 3 2 4 53 38 58 42
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 459,108 COMMITMENTS 5,658 237 93 434,193 451,300 439,944 451,630 19,164 7,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 960) 0 -242 62 369 592 431 412 529 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 94.6 98.3 95.8 98.4 4.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 1 1 35 45 37 46
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,765 COMMITMENTS 3,799 0 1,695 341,576 355,377 347,070 357,072 14,695 4,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,784) 378 0 -458 7,745 8,424 7,665 7,966 119 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.5 94.4 98.2 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 0 3 38 42 42 45
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,394 COMMITMENTS 0 1,090 1,484 171,102 168,502 172,586 171,076 6,808 8,318 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,666) -367 714 -328 5,172 3,947 4,477 4,333 189 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 95.4 93.9 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 0 3 2 29 32 31 35
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,873 COMMITMENTS 8,796 2,508 1,900 92,194 98,258 102,890 102,666 3,983 4,207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,992) 431 -16 472 4,088 5,013 4,991 5,469 1 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.3 1.8 86.3 91.9 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 1 22 24 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,612 COMMITMENTS 0 0 0 30,801 31,909 30,801 31,909 1,811 703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,562) 0 0 0 4,950 5,562 4,950 5,562 612 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 97.8 94.4 97.8 5.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 12 14 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,961 COMMITMENTS 48 281 1,586 89,417 91,392 91,051 93,259 7,910 5,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 912) -217 271 -209 1,574 624 1,148 686 -236 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.6 90.4 92.4 92.0 94.2 8.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 2 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 163,487 COMMITMENTS 0 0 0 156,032 161,252 156,032 161,252 7,455 2,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,017) 0 0 0 1,017 926 1,017 926 0 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 98.6 95.4 98.6 4.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 25 26 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 67,475 COMMITMENTS 0 0 0 60,439 61,830 60,439 61,830 7,036 5,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) 0 0 0 -163 1,909 -163 1,909 734 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.6 91.6 89.6 91.6 10.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 17 15 17 15
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 17,608 COMMITMENTS 1,356 1,352 0 14,971 15,699 16,327 17,051 1,281 557 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 7.7 7.7 0.0 85.0 89.2 92.7 96.8 7.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 9 11 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 592,626 COMMITMENTS 55,118 7,872 7,629 520,722 568,956 583,469 584,457 9,157 8,169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,456) -805 0 1,042 14,202 12,811 14,439 13,853 17 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 1.3 1.3 87.9 96.0 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 13 1 6 53 53 67 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,314 COMMITMENTS 348 2,293 616 121,588 119,203 122,552 122,112 9,762 10,202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,892) -1,016 -286 -226 2,196 2,864 954 2,352 1,938 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.7 0.5 91.9 90.1 92.6 92.3 7.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 1 23 20 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 78,866 COMMITMENTS 0 206 432 76,101 74,444 76,533 75,082 2,333 3,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) -67 206 127 -28 -180 32 153 27 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.5 96.5 94.4 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 15 19 16 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 110,334 COMMITMENTS 0 240 0 109,478 106,214 109,478 106,454 856 3,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,574) 0 240 0 12,574 12,886 12,574 13,126 0 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.2 96.3 99.2 96.5 0.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 16 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 140,002 COMMITMENTS 46,265 7,090 93 93,037 130,228 139,395 137,411 607 2,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,691) 0 240 0 3,350 3,079 3,350 3,319 341 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 5.1 0.1 66.5 93.0 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 10 11 1 21 40 32 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,487 COMMITMENTS 651 360 0 69,340 65,597 69,991 65,957 496 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,160) 0 360 0 4,160 3,620 4,160 3,980 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.0 98.4 93.1 99.3 93.6 0.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 0 16 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 276,082 COMMITMENTS 2,893 0 967 258,354 267,436 262,214 268,403 13,868 7,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,114) 2,605 0 167 -237 2,832 2,535 2,999 579 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.4 93.6 96.9 95.0 97.2 5.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 0 1 30 29 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 127,991 COMMITMENTS 0 1,412 462 122,958 123,822 123,420 125,696 4,571 2,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -483) 0 0 0 -361 -635 -361 -635 -122 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.4 96.1 96.7 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 1 1 22 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 142,318 COMMITMENTS 4,072 0 650 130,064 135,797 134,786 136,447 7,532 5,871 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,968) 302 -793 -10 2,445 3,075 2,737 2,272 -769 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 91.4 95.4 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 126,625 COMMITMENTS 0 141 279 116,115 123,423 116,394 123,843 10,231 2,782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,621) 0 -279 279 1,492 1,194 1,771 1,194 -150 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.2 91.7 97.5 91.9 97.8 8.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 21 19 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 69,762 COMMITMENTS 0 0 0 68,903 69,390 68,903 69,390 859 372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,212) 0 0 0 2,212 2,212 2,212 2,212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 11 14 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,489 COMMITMENTS 300 450 434 106,085 107,098 106,819 107,982 6,670 5,507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,710) -259 450 344 3,214 2,019 3,299 2,813 -589 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.4 93.5 94.4 94.1 95.1 5.9 4.9 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 160,357 COMMITMENTS 0 3,584 7,846 140,845 138,810 148,691 150,240 11,666 10,117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129) 0 1,495 -298 -55 -1,472 -353 -275 482 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 4.9 87.8 86.6 92.7 93.7 7.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 2 29 21 31 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,593 COMMITMENTS 0 1,998 0 16,409 16,196 16,409 18,194 2,184 399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,950) 0 960 0 1,921 870 1,921 1,830 29 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 0.0 88.3 87.1 88.3 97.9 11.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 3 0 14 10 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 23,830 COMMITMENTS 2,112 0 120 20,065 22,233 22,297 22,353 1,533 1,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) -120 0 120 60 244 60 364 363 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.5 84.2 93.3 93.6 93.8 6.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 11 9 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 190,021 COMMITMENTS 28,603 9,883 2,331 152,573 169,150 183,507 181,364 6,514 8,657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,324) 5,296 -553 -248 -2,639 1,564 2,409 763 -1,085 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 5.2 1.2 80.3 89.0 96.6 95.4 3.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 4 2 36 31 40 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 23,802 COMMITMENTS 0 0 0 21,808 23,678 21,808 23,678 1,994 124 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 91.6 99.5 91.6 99.5 8.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 9 13 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 84,313 COMMITMENTS 0 0 0 72,790 76,559 72,790 76,559 11,523 7,754 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,658) 0 0 0 6,058 5,509 6,058 5,509 -1,400 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.3 90.8 86.3 90.8 13.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 101,432 COMMITMENTS 0 0 0 95,622 96,902 95,622 96,902 5,810 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,291) 0 0 0 4,146 4,291 4,146 4,291 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 95.5 94.3 95.5 5.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 24 17 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 116,769 COMMITMENTS 2,409 0 0 105,007 106,681 107,416 106,681 9,353 10,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,938) 0 0 0 1,908 2,089 1,908 2,089 30 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 89.9 91.4 92.0 91.4 8.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 23 15 24 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,228 COMMITMENTS 5,202 0 0 60,948 68,465 66,150 68,465 8,078 5,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 490) 0 0 0 430 -454 430 -454 60 944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 82.1 92.2 89.1 92.2 10.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 16 14 17 14
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,562,364 COMMITMENTS 393,074 336,456 602,154 494,699 588,194 1489,927 1526,804 72,437 35,560 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,342) 38,715 1,572 5,590 -12,507 27,723 31,798 34,885 1,544 -1,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 21.5 38.5 31.7 37.6 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 325) 148 88 157 70 64 286 253
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 395,191 COMMITMENTS 164,196 130,163 35,681 183,240 221,502 383,117 387,346 12,074 7,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,674) 8,015 -4,378 4,546 -630 12,983 11,931 13,151 743 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 32.9 9.0 46.4 56.0 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 20 17 25 38 40 72 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 139,184 COMMITMENTS 14,384 49,935 24,273 88,789 56,360 127,446 130,568 11,738 8,616 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,921) -251 1,896 4,564 2,679 3,003 6,992 9,463 929 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 35.9 17.4 63.8 40.5 91.6 93.8 8.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 9 17 18 26 25 48 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 34,080 COMMITMENTS 1,803 2,011 9,063 23,060 22,697 33,926 33,771 154 309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,097) -263 -581 1,968 316 655 2,021 2,042 76 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.9 26.6 67.7 66.6 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 12 6 14 11 11 29 25
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 68,196 COMMITMENTS 25,352 22,679 6,490 35,252 37,794 67,094 66,963 1,102 1,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) 412 -2,088 -213 358 2,000 557 -301 -378 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 33.3 9.5 51.7 55.4 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 16 14 18 20 19 44 43
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,019 COMMITMENTS 6,124 1,048 955 3,438 8,540 10,517 10,543 502 476 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 369) -289 10 -150 768 489 329 349 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 9.5 8.7 31.2 77.5 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 10 3 6 9 13 21 20
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,308 COMMITMENTS 1,598 409 401 1,011 2,291 3,010 3,101 298 207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -548) -315 238 -102 -121 -675 -538 -539 -10 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 12.4 12.1 30.6 69.3 91.0 93.7 9.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 11 3 3 7 11 19 16
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,445 COMMITMENTS 355 534 10 2,996 2,708 3,361 3,252 84 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18) 120 -90 10 8 28 138 -52 -120 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 15.5 0.3 87.0 78.6 97.6 94.4 2.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 1 13 14 16 19
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,211 COMMITMENTS 6,619 1,267 5,831 34,581 40,001 47,031 47,099 180 112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,242) 315 -58 296 621 1,024 1,232 1,262 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.7 12.4 73.2 84.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 14 15 16 48 61 73 82
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 369,607 COMMITMENTS 100,591 79,841 48,759 176,923 203,864 326,273 332,464 43,334 37,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,789) -1,371 9,630 4,939 658 -9,359 4,226 5,210 563 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 21.6 13.2 47.9 55.2 88.3 90.0 11.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 84 61 78 95 83 219 196
CFTC# 3265 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,126 COMMITMENTS 344 293 177 1,258 1,404 1,779 1,874 347 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.8 8.3 59.2 66.0 83.7 88.1 16.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 4 15 15 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,733 COMMITMENTS 323 619 524 2,466 2,326 3,313 3,469 420 264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 509) -10 -256 144 378 629 512 517 -3 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 16.6 14.0 66.1 62.3 88.7 92.9 11.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 9 20 20 30 29
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,211 COMMITMENTS 136,728 26,709 22,984 86,746 202,044 246,458 251,737 17,753 12,474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,387) 7,124 1,041 -879 327 8,781 6,572 8,943 -185 -2,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 10.1 8.7 32.8 76.5 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 154 65 60 59 65 243 169
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,296,902 COMMITMENTS 704,671 16,140 73,933 489,477 1188,595 1268,081 1278,668 28,821 18,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,926) 19,542 86 -261 590 19,594 19,871 19,419 55 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 1.2 5.7 37.7 91.6 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 22 8 22 44 47 74 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,229 COMMITMENTS 9,094 57,276 22,782 224,364 175,107 256,240 255,165 2,989 4,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,603) 1,870 4,019 2,090 4,623 3,107 8,583 9,216 20 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 22.1 8.8 86.6 67.5 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 10 14 20 35 31 56 54
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,836 COMMITMENTS 2,080 5,496 2,680 22,676 19,260 27,436 27,436 400 400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,120) 240 -640 2,520 1,200 1,440 3,960 3,320 -1,840 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 19.7 9.6 81.5 69.2 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 11 3 8 8 13 21
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,048 COMMITMENTS 2,196 2,991 322 4,590 4,326 7,108 7,639 1,940 1,409 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,052) -234 -2,150 -172 -833 496 -1,239 -1,826 -813 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 33.1 3.6 50.7 47.8 78.6 84.4 21.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 18 18 8 17 10 39 32
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,049 COMMITMENTS 3,216 1,803 321 5,578 7,370 9,115 9,494 1,934 1,555 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 431) 159 325 22 169 -37 350 310 81 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 16.3 2.9 50.5 66.7 82.5 85.9 17.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 22 11 9 23 12 48 30
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,436,489 COMMITMENTS 258,127 234,642 44,827 1014,654 981,868 1317,608 1261,337 118,881 175,152 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75,591) 44,875 30,470 1,639 26,256 26,098 72,770 58,207 2,821 17,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 16.3 3.1 70.6 68.4 91.7 87.8 8.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 62 46 36 111 115 186 184
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,370,091 COMMITMENTS 892,977 652,967 128,351 1990,410 2031,658 3011,738 2812,976 358,353 557,115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 36,196) 31,185 20,294 15,486 -22,865 -6,125 23,806 29,655 12,390 6,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 19.4 3.8 59.1 60.3 89.4 83.5 10.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 389) 86 83 65 157 165 277 279
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,291 COMMITMENTS 58,020 46,062 4,020 209,653 183,325 271,693 233,407 80,598 118,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,195) 3,038 458 1,842 -2,065 -684 2,815 1,616 4,380 5,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 13.1 1.1 59.5 52.0 77.1 66.3 22.9 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 5 5 33 32 44 39
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,209,472 COMMITMENTS 453,477 623,644 128,298 2358,542 2095,376 2940,317 2847,318 269,155 362,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,530) -26,673 -2,934 21,428 29,932 -7,097 24,687 11,397 -7,157 6,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 19.4 4.0 73.5 65.3 91.6 88.7 8.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 46 72 51 119 144 195 237
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,528,760 COMMITMENTS 233,367 260,528 326,015 933,631 884,886 1493,013 1471,429 35,747 57,331 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109,414) -14,871 38,054 35,653 88,529 35,656 109,311 109,363 103 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 17.0 21.3 61.1 57.9 97.7 96.2 2.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 18 53 50 58 73 115 142
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,913 COMMITMENTS 289 850 449 4,272 4,112 5,010 5,411 903 502 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 244) 93 -19 41 51 301 185 323 59 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 14.4 7.6 72.2 69.5 84.7 91.5 15.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 4 9 9 17 19 28 30
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,329 COMMITMENTS 19,616 9,496 572 8,429 16,347 28,617 26,415 2,712 4,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 719) 263 324 -69 246 652 440 907 279 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.6 30.3 1.8 26.9 52.2 91.3 84.3 8.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 16 24 16 19 23 47 51
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,734 COMMITMENTS 1,535 802 398 4,181 4,789 6,114 5,989 620 745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 251) 29 -26 33 117 173 179 180 72 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.9 5.9 62.1 71.1 90.8 88.9 9.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 5 8 22 16 35 27
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,885 COMMITMENTS 588 5,002 116 3,821 321 4,525 5,439 1,360 446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 31 -9 7 -7 -18 31 -20 -6 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 85.0 2.0 64.9 5.5 76.9 92.4 23.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 5 4 9 4 16 12
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,752 COMMITMENTS 78,556 47,903 38,260 85,042 103,111 201,858 189,274 18,894 31,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,493) 4,639 -2,588 3,526 -320 7,424 7,845 8,362 648 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 21.7 17.3 38.5 46.7 91.4 85.7 8.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 279) 107 64 107 63 74 225 206
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 416,324 COMMITMENTS 175,940 49,570 72,856 133,389 239,628 382,185 362,054 34,139 54,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,792) -2,834 -5,403 -2,533 -413 3,545 -5,780 -4,391 1,988 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 11.9 17.5 32.0 57.6 91.8 87.0 8.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 456) 149 79 136 114 164 346 333
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,860 COMMITMENTS 1,709 1,541 455 1,090 1,852 3,254 3,848 1,606 1,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -623) -936 -59 16 412 -487 -508 -530 -115 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 31.7 9.4 22.4 38.1 67.0 79.2 33.0 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 18 13 6 17 17 39 33
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,980 COMMITMENTS 26,673 12,372 7,977 13,874 16,814 48,524 37,163 8,456 19,817 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,384) -1,495 -1,648 505 -1,865 -867 -2,855 -2,010 471 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 21.7 14.0 24.3 29.5 85.2 65.2 14.8 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 76 55 52 43 84 150 168
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,951 COMMITMENTS 5,471 19,562 532 20,512 5,879 26,515 25,973 436 978 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -116) -416 -118 33 309 11 -74 -74 -42 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 72.6 2.0 76.1 21.8 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 17 15 11 21 17 43 38
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 109,145 COMMITMENTS 19,987 11,846 3,811 84,941 92,891 108,739 108,548 406 597 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 291) 1,382 -106 33 -1,145 342 270 269 21 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 10.9 3.5 77.8 85.1 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 10 17 42 45 62 64
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 46,332 COMMITMENTS 6,650 1,050 300 39,382 44,982 46,332 46,332 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,357) -25 900 200 2,182 1,257 2,357 2,357 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.3 0.6 85.0 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 5 3 30 25 37 32
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 32,139 COMMITMENTS 3,450 200 225 28,440 31,474 32,115 31,899 24 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,389) 950 -75 25 390 1,199 1,365 1,149 24 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 0.7 88.5 97.9 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 1 2 26 23 31 26
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 190,912 COMMITMENTS 4,609 29,034 1,372 184,822 160,406 190,803 190,812 109 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,512) 759 8,434 -728 31,372 23,706 31,403 31,412 109 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 15.2 0.7 96.8 84.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 7 7 5 40 37 49 47
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,817 COMMITMENTS 450 6,143 1,577 63,749 58,097 65,776 65,817 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,817) 25 693 102 1,649 1,022 1,776 1,817 41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.3 2.4 96.9 88.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 10 7 24 21 33 33
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,499 COMMITMENTS 200 700 375 22,918 22,424 23,493 23,499 6 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 849) 50 0 0 793 849 843 849 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.0 1.6 97.5 95.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 5 1 15 15 17 21
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 60,867 COMMITMENTS 150 3,700 830 59,846 56,277 60,826 60,807 41 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,167) 0 -700 30 16,096 16,777 16,126 16,107 41 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 1.4 98.3 92.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 3 2 29 28 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 65,644 COMMITMENTS 1,605 1,925 390 62,993 62,989 64,988 65,304 656 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,294) 855 525 -210 13,993 14,639 14,638 14,954 656 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.9 0.6 96.0 96.0 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 3 3 25 23 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,410 COMMITMENTS 695 16,800 0 64,496 48,490 65,191 65,290 219 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 885) 75 600 0 810 285 885 885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 25.7 0.0 98.6 74.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 1 0 27 26 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 83,971 COMMITMENTS 815 16,800 0 83,005 66,906 83,820 83,706 151 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,360) 175 600 0 1,185 760 1,360 1,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 20.0 0.0 98.8 79.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 1 0 27 26 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,555 COMMITMENTS 700 1,000 0 31,594 31,415 32,294 32,415 261 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.1 0.0 97.0 96.5 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 40,250 COMMITMENTS 2,950 0 0 37,240 40,034 40,190 40,034 60 216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,800) 1,400 -50 -250 4,590 5,884 5,740 5,584 60 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 92.5 99.5 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 0 22 25 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 15,590 COMMITMENTS 600 250 0 14,990 15,340 15,590 15,590 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 0 0 0 940 940 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.6 0.0 96.2 98.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 16 14 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 18,939 COMMITMENTS 1,500 3,232 150 17,054 15,257 18,704 18,639 235 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,189) 0 1,082 100 1,854 707 1,954 1,889 235 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.1 0.8 90.0 80.6 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 5 2 22 22 26 28
CFTC# 643 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,757 COMMITMENTS 850 1,032 250 6,497 6,175 7,597 7,457 160 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 13.3 3.2 83.8 79.6 97.9 96.1 2.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,700 COMMITMENTS 260 250 525 11,515 11,885 12,300 12,660 400 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35) -200 150 225 -60 -410 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.0 4.1 90.7 93.6 96.9 99.7 3.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 2 10 14 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,035 COMMITMENTS 0 1,300 0 40,940 39,655 40,940 40,955 95 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 99.8 96.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 0 25 25 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 49,633 COMMITMENTS 2,000 400 900 46,733 48,333 49,633 49,633 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,333) 400 -250 50 5,883 6,533 6,333 6,333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.8 1.8 94.2 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 1 28 28 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,350 COMMITMENTS 1,315 445 300 47,295 48,425 48,910 49,170 440 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 0 0 0 735 735 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.9 0.6 95.8 98.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 1 20 9 23 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 59,165 COMMITMENTS 1,620 2,545 475 56,875 56,145 58,970 59,165 195 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) 0 0 0 690 690 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.3 0.8 96.1 94.9 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 1 26 13 29 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 74,097 COMMITMENTS 260 1,597 369 73,347 71,674 73,976 73,640 121 457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,297) -4,940 1,597 269 42,847 35,974 38,176 37,840 121 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.2 0.5 99.0 96.7 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 1 29 26 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 98,124 COMMITMENTS 4,051 4,922 1,413 92,369 91,318 97,833 97,653 291 471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,424) -8,949 2,772 -237 53,319 41,418 44,133 43,953 291 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 5.0 1.4 94.1 93.1 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 7 8 4 30 31 40 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 34,001 COMMITMENTS 1,325 100 0 32,636 33,901 33,961 34,001 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74) 75 0 -75 -114 1 -114 -74 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.3 0.0 96.0 99.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 16 16 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 48,244 COMMITMENTS 1,781 4,400 300 46,035 43,544 48,116 48,244 128 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,944) 581 300 0 9,235 9,644 9,816 9,944 128 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 9.1 0.6 95.4 90.3 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 25 18 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 50,049 COMMITMENTS 5,135 1,500 2,020 42,724 46,039 49,879 49,559 170 490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,999) 885 -400 20 7,924 8,889 8,829 8,509 170 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.0 4.0 85.4 92.0 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 3 23 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,889 COMMITMENTS 50 2,550 245 33,494 30,953 33,789 33,748 100 141 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,489) -750 750 245 14,894 13,353 14,389 14,348 100 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.5 0.7 98.8 91.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 3 2 22 17 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 29,461 COMMITMENTS 50 1,800 0 29,215 27,621 29,265 29,421 196 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,761) 0 0 0 10,565 10,721 10,565 10,721 196 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 0.0 99.2 93.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 36,583 COMMITMENTS 1,131 335 428 34,493 35,730 36,052 36,493 531 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,633) -1,469 -715 428 13,143 12,830 12,102 12,543 531 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 1.2 94.3 97.7 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 2 21 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,432 COMMITMENTS 1,094 0 1 22,172 23,231 23,267 23,232 165 200 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 4.7 0.0 0.0 94.6 99.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 19 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,640 COMMITMENTS 2,325 6,531 60 47,980 44,048 50,365 50,639 275 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,840) -75 4,331 -240 18,880 14,748 18,565 18,839 275 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 12.9 0.1 94.7 87.0 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 4 1 30 26 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 36,261 COMMITMENTS 1,800 940 10 34,371 35,303 36,181 36,253 80 8 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,511) 0 240 10 15,421 15,253 15,431 15,503 80 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.6 0.0 94.8 97.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 1 26 22 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 18,568 COMMITMENTS 25 525 1,200 17,343 16,843 18,568 18,568 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 593) 0 0 0 593 593 593 593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 6.5 93.4 90.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 19 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 13,529 COMMITMENTS 0 200 0 13,529 13,329 13,529 13,529 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104) 0 0 0 104 104 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 **** 98.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,390 COMMITMENTS 740 0 100 14,615 16,270 15,455 16,370 935 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,430) 0 0 0 1,430 1,430 1,430 1,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.6 89.2 99.3 94.3 99.9 5.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 20 13 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,055 COMMITMENTS 345 310 525 16,925 17,200 17,795 18,035 260 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,710) 50 150 0 1,660 1,560 1,710 1,710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 2.9 93.7 95.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 25 17 28 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,595 COMMITMENTS 130 0 0 10,100 10,595 10,230 10,595 365 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 95.3 **** 96.6 **** 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,679 COMMITMENTS 1,200 0 0 29,858 31,670 31,058 31,670 621 9 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 0 0 0 615 600 615 600 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 94.3 **** 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 17 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,911 COMMITMENTS 1,150 0 0 27,384 28,905 28,534 28,905 377 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 0 0 0 345 335 345 335 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 94.7 **** 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 0 0 16 12 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,850 COMMITMENTS 0 550 0 13,690 13,020 13,690 13,570 160 280 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 0.0 4.0 0.0 98.8 94.0 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 14 14 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,710 COMMITMENTS 0 350 0 9,430 9,060 9,430 9,410 280 300 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 3.6 0.0 97.1 93.3 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 14 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,989 COMMITMENTS 0 6,300 75 25,859 19,588 25,934 25,963 55 26 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 0 1,800 0 1,200 -600 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.2 0.3 99.5 75.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 4 1 17 18 18 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,968 COMMITMENTS 100 6,200 25 27,783 21,644 27,908 27,869 60 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 0 1,800 0 1,200 -600 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 22.2 0.1 99.3 77.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 3 1 17 16 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 111,456 COMMITMENTS 410 3,682 255 110,756 107,499 111,421 111,436 35 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,695) 100 175 0 3,595 3,520 3,695 3,695 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.3 0.2 99.4 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 6 4 35 35 41 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 131,998 COMMITMENTS 1,070 8,622 790 130,103 122,586 131,963 131,998 35 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,800) 155 2,030 70 5,575 3,700 5,800 5,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.5 0.6 98.6 92.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 5 7 4 40 33 47 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 196,590 COMMITMENTS 10,462 27,659 13,595 172,512 155,253 196,569 196,507 21 83 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,660) 517 1,152 862 1,270 644 2,649 2,658 11 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 14.1 6.9 87.8 79.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 9 18 13 45 42 60 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,635 COMMITMENTS 1,225 725 5 48,255 48,880 49,485 49,610 150 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 225 100 0 -345 -210 -120 -110 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.5 0.0 97.2 98.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 22 12 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,805 COMMITMENTS 900 625 0 45,840 46,155 46,740 46,780 65 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265) 175 100 0 -440 -365 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 0.0 97.9 98.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 0 22 11 24 13
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 151,277 COMMITMENTS 16,894 10,810 2,864 131,519 137,603 151,277 151,277 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 0 0 310 310 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.1 1.9 86.9 91.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 1 22 18 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,592 COMMITMENTS 0 0 0 36,907 36,927 36,907 36,927 1,685 1,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 95.7 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,050 COMMITMENTS 0 0 0 33,890 33,810 33,890 33,810 1,160 1,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 96.5 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 16 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,166 COMMITMENTS 0 1,200 0 31,897 30,697 31,897 31,897 4,269 4,269 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 88.2 84.9 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 0 14 19 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,301 COMMITMENTS 0 1,200 0 29,998 28,668 29,998 29,868 3,303 3,433 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 3.6 0.0 90.1 86.1 90.1 89.7 9.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 12 19 12 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,420 COMMITMENTS 0 17,970 550 41,835 24,155 42,385 42,675 1,035 745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -225 0 0 225 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.4 1.3 96.3 55.6 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 2 17 16 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,675 COMMITMENTS 0 14,010 545 40,250 26,450 40,795 41,005 880 670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -150 0 0 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 33.6 1.3 96.6 63.5 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 3 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,390 COMMITMENTS 1,305 2,255 585 40,040 39,105 41,930 41,945 1,460 1,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 195 0 400 205 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 5.2 1.3 92.3 90.1 96.6 96.7 3.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 18 13 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,975 COMMITMENTS 1,355 2,030 585 35,840 35,205 37,780 37,820 1,195 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 0 45 0 370 325 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.2 1.5 92.0 90.3 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 3 19 13 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,325 COMMITMENTS 200 11,520 0 34,785 23,570 34,985 35,090 340 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 100 0 0 440 440 540 440 -205 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 32.6 0.0 98.5 66.7 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 0 18 13 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,780 COMMITMENTS 0 10,495 0 32,260 21,870 32,260 32,365 520 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 0 0 0 370 310 370 310 -135 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 32.0 0.0 98.4 66.7 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 18 11 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,070 COMMITMENTS 615 130 165 23,800 24,285 24,580 24,580 1,490 1,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 0.6 91.3 93.2 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 3 15 12 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,350 COMMITMENTS 1,035 130 215 23,125 24,030 24,375 24,375 975 975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.8 91.2 94.8 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 3 17 11 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,520 COMMITMENTS 7,750 1,500 350 29,250 35,525 37,350 37,375 1,170 1,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,555) 1,675 0 0 880 2,555 2,555 2,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 3.9 0.9 75.9 92.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 2 18 13 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,465 COMMITMENTS 1,455 1,340 130 24,490 24,930 26,075 26,400 2,390 2,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,020) 150 0 0 670 820 820 820 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.7 0.5 86.0 87.6 91.6 92.7 8.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 1 17 11 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 120,320 COMMITMENTS 22,305 75 85 88,510 110,715 110,900 110,875 9,420 9,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 785) -1,655 0 0 2,560 905 905 905 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.1 0.1 73.6 92.0 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 1 2 25 27 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 102,340 COMMITMENTS 23,535 0 150 71,395 94,905 95,080 95,055 7,260 7,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 255) -105 0 0 335 230 230 230 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.0 0.1 69.8 92.7 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 0 1 20 27 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,040 COMMITMENTS 600 675 25 19,010 18,995 19,635 19,695 2,405 2,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.1 0.1 86.3 86.2 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,120 COMMITMENTS 2,100 25 0 16,895 19,165 18,995 19,190 1,125 930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.1 0.0 84.0 95.3 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 13 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,535 COMMITMENTS 230 4,240 25 41,175 37,165 41,430 41,430 6,105 6,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,175 1,175 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.9 0.1 86.6 78.2 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 18 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,460 COMMITMENTS 0 2,675 0 27,435 24,890 27,435 27,565 4,025 3,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 1,340 1,340 1,340 1,340 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 0.0 87.2 79.1 87.2 87.6 12.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 18 20 18 21
CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,644 COMMITMENTS 186 1,841 0 24,268 22,452 24,454 24,293 190 351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -174) 0 0 0 -174 -174 -174 -174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 7.5 0.0 98.5 91.1 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 4 0 18 25 19 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,548 COMMITMENTS 8,259 1,611 2,179 90,766 98,368 101,204 102,158 1,344 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,084) 159 93 161 1,642 1,914 1,962 2,168 122 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.6 2.1 88.5 95.9 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 16 12 15 55 58 82 76 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 80,311 COMMITMENTS 15,612 2,873 830 63,784 75,888 80,226 79,591 85 720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 365) 80 -45 0 265 440 345 395 20 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 3.6 1.0 79.4 94.5 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 3 1 23 30 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,808 COMMITMENTS 604 1,543 663 37,271 35,839 38,538 38,045 270 763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) 159 -20 -59 390 981 490 902 -30 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.0 1.7 96.0 92.3 99.3 98.0 0.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 7 5 5 32 39 40 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,951 COMMITMENTS 1,023 77 309 8,460 8,295 9,792 8,681 159 1,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 0 0 0 409 287 409 287 0 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.8 3.1 85.0 83.4 98.4 87.2 1.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 2 4 22 20 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,405 COMMITMENTS 634 661 321 12,634 13,017 13,589 13,999 816 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 674) 6 60 35 742 563 783 658 -109 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.6 2.2 87.7 90.4 94.3 97.2 5.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 2 22 18 26 22
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 589,773 COMMITMENTS 91,698 52,828 158,690 323,924 363,306 574,312 574,824 15,461 14,949 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,810) -7,505 4,647 11,565 -21,402 -30,556 -17,342 -14,344 2,532 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 9.0 26.9 54.9 61.6 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 42 34 60 70 72 139 140
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,337,124 COMMITMENTS 646,041 317,089 717,545 863,704 1197,211 2227,290 2231,845 109,834 105,279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60,711) -9,155 -9,356 39,010 30,874 24,587 60,729 54,241 -18 6,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 13.6 30.7 37.0 51.2 95.3 95.5 4.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 477) 186 132 194 111 124 389 380
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,823 COMMITMENTS 55,006 16,238 3,284 50,209 57,907 108,499 77,429 15,324 46,394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 472) -87 -204 430 2,120 334 2,463 560 -1,991 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 13.1 2.7 40.5 46.8 87.6 62.5 12.4 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 4 7 16 19 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,955 COMMITMENTS 16,740 46,757 42,708 51,524 24,750 110,972 114,215 12,983 9,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,419) 299 -2,299 3,864 -1,331 -205 2,832 1,360 -413 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 37.7 34.5 41.6 20.0 89.5 92.1 10.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 15 19 27 16 21 47 52
CFTC# 67 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,103 COMMITMENTS 225 0 0 8,860 8,926 9,085 8,926 18 177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.3 98.1 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 0 20 17 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 5,270 COMMITMENTS 540 0 0 4,730 5,150 5,270 5,150 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,080) 285 0 0 795 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 89.8 97.7 **** 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 13 14 15 14
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 292,663 COMMITMENTS 66,758 92,434 48,276 160,248 140,152 275,282 280,862 17,381 11,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,309) -6,704 -11,775 529 -2,495 699 -8,670 -10,547 -1,639 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 31.6 16.5 54.8 47.9 94.1 96.0 5.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 85 81 69 60 45 190 166
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,379 COMMITMENTS 25,909 6,008 3,213 6,176 26,403 35,298 35,624 2,081 1,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -471 237 -44 593 -115 78 78 -28 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 16.1 8.6 16.5 70.6 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 180) 73 48 18 23 41 107 101
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 74,421 COMMITMENTS 46,746 34,577 2,123 17,122 34,378 65,991 71,078 8,430 3,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,683) -52 -1,981 90 -1,269 826 -1,231 -1,065 -452 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 46.5 2.9 23.0 46.2 88.7 95.5 11.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 142 65 22 31 30 182 110
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 792,922 COMMITMENTS 220,319 176,987 111,307 393,514 430,364 725,140 718,658 67,782 74,264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,014) -3,463 8,153 9,087 6,446 -1,201 12,070 16,039 2,944 -1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 22.3 14.0 49.6 54.3 91.5 90.6 8.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 83 57 76 82 72 195 183
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 211,577 COMMITMENTS 52,578 54,791 39,204 109,294 108,353 201,076 202,348 10,501 9,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,754) -503 602 3,823 -152 -881 3,168 3,544 586 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 25.9 18.5 51.7 51.2 95.0 95.6 5.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 409) 117 121 105 141 117 321 294
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 215,127 COMMITMENTS 100,142 57,138 30,333 55,612 112,949 186,087 200,420 29,040 14,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,044) 5,160 15,811 7,378 7,212 -4,720 19,750 18,469 -706 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 26.6 14.1 25.9 52.5 86.5 93.2 13.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 222) 110 56 52 37 34 167 127
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 250,251 COMMITMENTS 96,922 88,276 37,306 100,625 107,913 234,853 233,495 15,398 16,756 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,128) -1,679 -2,244 2,002 7,924 6,912 8,247 6,670 -1,119 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 35.3 14.9 40.2 43.1 93.8 93.3 6.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 115 82 65 51 46 203 169
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 435,021 COMMITMENTS 221,532 94,808 54,659 113,719 256,578 389,910 406,045 45,111 28,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,988) -14,583 8,699 7,800 8,759 -12,804 1,976 3,695 12 -1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 21.8 12.6 26.1 59.0 89.6 93.3 10.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 343) 167 96 95 50 55 256 214
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,954 COMMITMENTS 11,976 1,983 0 22,711 33,110 34,687 35,093 1,267 861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -474) -672 330 0 388 -715 -284 -385 -190 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 5.5 0.0 63.2 92.1 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 14 7 0 10 8 24 15
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 219,483 COMMITMENTS 39,130 137,130 4,139 145,253 36,569 188,522 177,838 30,961 41,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,537) -8,282 3,503 -349 13,111 3,703 4,480 6,857 57 -2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 62.5 1.9 66.2 16.7 85.9 81.0 14.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117) 25 49 13 29 30 60 86
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,928 COMMITMENTS 3,946 25,108 1,061 35,259 4,950 40,266 31,119 8,662 17,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 518) -4,534 1,432 71 4,026 36 -437 1,539 955 -1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 51.3 2.2 72.1 10.1 82.3 63.6 17.7 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 19 7 12 8 22 29
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,857 COMMITMENTS 92,686 22,632 1,784 81,075 156,495 175,545 180,911 8,312 2,946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,971) 172 21 1,010 2,133 2,784 3,315 3,815 656 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 12.3 1.0 44.1 85.1 95.5 98.4 4.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 81 31 9 12 27 97 64
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 256,035 COMMITMENTS 48,369 81,364 6,963 170,287 138,282 225,619 226,609 30,416 29,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,190) 3,459 -10,344 362 -3,865 8,020 -44 -1,962 -1,146 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 31.8 2.7 66.5 54.0 88.1 88.5 11.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 125) 33 38 19 29 44 73 90
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 222,510 COMMITMENTS 41,963 101,971 4,387 155,071 72,713 201,421 179,071 21,089 43,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,370) -672 23,029 10 21,079 -3,386 20,417 19,653 -1,047 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 45.8 2.0 69.7 32.7 90.5 80.5 9.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 31 42 16 29 34 69 83
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 78,050 COMMITMENTS 51,495 17,220 2,382 15,403 55,803 69,280 75,405 8,770 2,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,246) 2,777 4,251 -261 1,582 13 4,098 4,003 -852 -757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 22.1 3.1 19.7 71.5 88.8 96.6 11.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145) 84 40 18 13 8 109 58
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,659 COMMITMENTS 164,234 126,630 14,322 186,406 236,357 364,962 377,309 66,697 54,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,358) 8,653 -6,552 1,043 2,546 19,298 12,242 13,789 1,116 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 29.3 3.3 43.2 54.8 84.5 87.4 15.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 89 75 46 62 65 170 167
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,033 COMMITMENTS 11,542 3,970 34 9,475 18,345 21,051 22,349 1,982 684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -449) 546 -1,051 32 -832 321 -254 -698 -195 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 17.2 0.1 41.1 79.6 91.4 97.0 8.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 13 13 1 5 6 18 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,205 COMMITMENTS 109,813 77,494 85,646 189,446 217,712 384,905 380,852 19,300 23,353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,144) -1,605 -4,118 1,928 -9,681 -5,250 -9,358 -7,440 -786 -2,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 19.2 21.2 46.9 53.9 95.2 94.2 4.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 82 65 87 95 109 224 227
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,441 COMMITMENTS 0 1,813 389 5,316 3,265 5,705 5,467 1,736 1,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) 0 167 0 0 -20 0 147 180 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.4 5.2 71.4 43.9 76.7 73.5 23.3 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 4 2 10 10 12 14
CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,107 COMMITMENTS 200 825 650 14,861 14,907 15,711 16,382 1,396 725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 0 400 -100 325 0 225 300 125 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.8 3.8 86.9 87.1 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 2 18 17 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,912 COMMITMENTS 929 0 1,359 6,887 7,208 9,175 8,567 1,737 2,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,140) -63 0 0 829 823 766 823 374 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 12.5 63.1 66.1 84.1 78.5 15.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 3 17 20 20 23
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,187 COMMITMENTS 11,918 23,872 336 29,921 15,501 42,175 39,709 3,012 5,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,130) -152 1,016 120 1,155 -157 1,123 979 7 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 52.8 0.7 66.2 34.3 93.3 87.9 6.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 22 31 8 15 14 41 49
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 620,266 COMMITMENTS 173,700 316,060 160,852 246,552 105,210 581,104 582,122 39,162 38,144 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,324) 12,261 38,947 422 9,885 -16,198 22,568 23,171 -244 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 51.0 25.9 39.7 17.0 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 86 114 103 39 35 185 204
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,685 COMMITMENTS 4,484 2,858 2,648 9,480 11,336 16,612 16,842 1,073 843 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -690) 241 -187 -648 -210 74 -617 -761 -73 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 16.2 15.0 53.6 64.1 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 5 1 9 6 16 12
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 60,726 COMMITMENTS 28,703 5,873 3,163 18,972 43,365 50,837 52,401 9,890 8,326 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) -1,215 424 -59 1,623 -922 350 -557 -275 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 9.7 5.2 31.2 71.4 83.7 86.3 16.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 38 15 7 31 27 71 47
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 121,452 COMMITMENTS 57,405 11,746 6,325 37,943 86,730 101,673 104,801 19,779 16,651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -2,429 847 -117 3,245 -1,844 699 -1,114 -549 1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 9.7 5.2 31.2 71.4 83.7 86.3 16.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 38 15 7 31 27 71 47
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 667,771 3359,261 2753,044 9245,485 6014,743 ******** ******** 584,7661124,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -185,136) ******* -324,766 2,024 -380,047 145,909 -229,959 -176,833 44,823 -8,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 25.4 20.8 69.8 45.4 95.6 91.5 4.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 302) 36 116 117 107 131 233 291
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 684,563 COMMITMENTS 101,566 99,713 29,269 469,953 470,193 600,788 599,174 83,776 85,389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,408) -4,182 5,576 -293 8,506 -1,948 4,032 3,335 376 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 14.6 4.3 68.7 68.7 87.8 87.5 12.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 605) 123 143 77 227 235 386 419
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 71,457 COMMITMENTS 4,597 9,168 920 43,370 37,614 48,887 47,702 22,570 23,755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,097) 282 -547 -1,075 -729 420 -1,522 -1,202 425 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.8 1.3 60.7 52.6 68.4 66.8 31.6 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 7 8 2 25 21 34 29
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,065,532 COMMITMENTS 532,258 500,138 94,330 2132,916 2162,893 2759,504 2757,361 306,028 308,171 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,526) -22,084 30,847 3,678 46,176 -11,841 27,770 22,684 -244 4,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 16.3 3.1 69.6 70.6 90.0 89.9 10.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 599) 120 144 72 222 227 377 408
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 32,609 COMMITMENTS 8,916 810 549 22,947 30,389 32,412 31,748 197 861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 559) 60 0 0 493 413 553 413 6 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 2.5 1.7 70.4 93.2 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 1 1 15 20 21 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,761 COMMITMENTS 6,734 11,210 604 5,286 904 12,624 12,718 137 43 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 295 90 85 15 165 395 340 -45 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 87.8 4.7 41.4 7.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 6 5 10 3 23 10
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,165 COMMITMENTS 6,280 5,737 5,126 5,931 6,797 17,337 17,660 828 505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 199 42 36 153 410 388 488 -28 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 31.6 28.2 32.7 37.4 95.4 97.2 4.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 18 15 20 12 14 40 41
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,992 COMMITMENTS 25,254 9,547 1,205 20,997 36,035 47,456 46,786 6,536 7,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 128) -1,907 1,282 319 1,534 -1,801 -55 -200 183 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 17.7 2.2 38.9 66.7 87.9 86.7 12.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 75 66 24 72 72 160 149
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,961 COMMITMENTS 126,272 47,734 6,025 104,984 180,173 237,281 233,932 32,680 36,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 642) -9,537 6,412 1,594 7,668 -9,007 -275 -1,001 917 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 17.7 2.2 38.9 66.7 87.9 86.7 12.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 75 66 24 72 72 160 149
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 42,126 COMMITMENTS 37,891 39,616 1,885 2,275 544 42,051 42,045 75 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 523) -250 -225 759 0 0 509 534 14 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.9 94.0 4.5 5.4 1.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 25 16 2 2 1 29 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,755 COMMITMENTS 52,244 45,900 3,354 63,428 54,442 119,026 103,696 19,729 35,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,716) -4,227 15,213 1,204 24,774 -269 21,751 16,148 -3,035 2,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 33.1 2.4 45.7 39.2 85.8 74.7 14.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 26 29 10 18 20 47 56
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 574,376 COMMITMENTS 139,424 183,363 13,241 390,068 354,269 542,733 550,873 31,643 23,503 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,839) -4,932 -1,092 610 -736 -6,748 -5,058 -7,230 219 2,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 31.9 2.3 67.9 61.7 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 82 54 31 120 116 214 189
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,054 COMMITMENTS 17,392 12,949 23 12,637 24,618 30,052 37,590 11,002 3,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 455) -991 414 23 -373 300 -1,341 737 1,796 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 31.5 0.1 30.8 60.0 73.2 91.6 26.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 8 2 15 12 35 22
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,086 COMMITMENTS 29,671 16,234 927 39,084 37,931 69,682 55,092 9,404 23,994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,790) -1,249 292 97 -5,159 882 -6,311 1,271 521 -7,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 20.5 1.2 49.4 48.0 88.1 69.7 11.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 28 19 5 31 26 61 48
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 297,056 COMMITMENTS 54,877 8,408 2,582 231,211 281,183 288,670 292,173 8,386 4,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,158) 772 1,675 -372 4,605 2,180 5,005 3,483 -847 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 2.8 0.9 77.8 94.7 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 147) 38 8 7 73 55 111 70
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 957,928 COMMITMENTS 289,966 105,000 12,580 627,808 833,328 930,354 950,908 27,574 7,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,966) 5,741 4,006 42 9,311 14,182 15,094 18,230 -128 -3,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 11.0 1.3 65.5 87.0 97.1 99.3 2.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 133 48 28 135 88 281 151
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,071 COMMITMENTS 6,701 6,581 92 24,189 24,275 30,982 30,948 89 123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 778) 712 31 0 24 735 736 766 42 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 21.2 0.3 77.9 78.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 9 13 1 7 19 16 33
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,165 COMMITMENTS 11,098 5,003 0 15,026 21,017 26,124 26,020 41 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 495) -1,125 596 0 1,644 -163 519 433 -24 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 19.1 0.0 57.4 80.3 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 10 0 6 12 15 22
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,925 COMMITMENTS 14,753 4,910 397 5,805 23,212 20,955 28,519 11,970 4,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 338) 995 328 50 -147 119 898 497 -560 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 14.9 1.2 17.6 70.5 63.6 86.6 36.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 5 2 6 6 16 12
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 96,060 COMMITMENTS 21,720 3,512 1,418 60,522 87,879 83,660 92,809 12,400 3,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -127) -1,163 150 40 1,203 31 80 221 -207 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 3.7 1.5 63.0 91.5 87.1 96.6 12.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 12 8 5 47 31 61 42
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,990 COMMITMENTS 1,512 287 211 30,007 31,492 31,730 31,990 260 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 709) 177 0 0 532 709 709 709 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.9 0.7 93.8 98.4 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 2 2 31 18 38 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,400 COMMITMENTS 650 1,550 405 4,345 3,445 5,400 5,400 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 100 -75 75 -40 35 135 35 -125 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 28.7 7.5 80.5 63.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 4 14 16 21 23
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,748 COMMITMENTS 2,083 3,056 676 16,090 15,724 18,849 19,456 899 292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) -91 63 148 122 -39 179 172 0 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.5 3.4 81.5 79.6 95.4 98.5 4.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 7 6 24 23 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,095 COMMITMENTS 83 1,326 54 3,521 2,843 3,658 4,223 1,437 872 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 1.6 26.0 1.1 69.1 55.8 71.8 82.9 28.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 16 14 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,187 COMMITMENTS 309 218 504 3,039 3,450 3,852 4,172 335 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 552) -7 73 109 210 370 312 552 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 5.2 12.0 72.6 82.4 92.0 99.6 8.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 4 4 11 11 16 17
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,082 COMMITMENTS 1,303 2,036 1,553 6,904 6,153 9,760 9,742 322 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 891) 512 840 -382 803 412 933 870 -42 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 20.2 15.4 68.5 61.0 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 8 8 21 23 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,877 COMMITMENTS 490 170 265 962 1,312 1,717 1,747 160 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) -10 20 75 150 140 215 235 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 9.1 14.1 51.3 69.9 91.5 93.1 8.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 10 3 7 14 14 25 23
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,161 COMMITMENTS 2,610 8,852 3,589 20,166 14,685 26,365 27,126 4,796 4,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,227) 334 83 219 890 1,045 1,443 1,347 -216 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 28.4 11.5 64.7 47.1 84.6 87.1 15.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 6 6 15 14 22 21