CFTC Commitments of Traders

Futures Only 2/17/18


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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: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 505,464 COMMITMENTS 164,326 180,761 118,849 181,579 159,015 464,754 458,625 40,710 46,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -31,290) 2,639 -29,634 -9,051 -22,968 2,768 -29,380 -35,917 -1,910 4,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 35.8 23.5 35.9 31.5 91.9 90.7 8.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 419) 134 141 141 85 106 308 316
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 309,170 COMMITMENTS 94,043 58,663 60,324 128,804 165,252 283,171 284,239 25,999 24,931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -372) -9,389 -7,517 5,691 652 352 -3,046 -1,474 2,674 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 19.0 19.5 41.7 53.5 91.6 91.9 8.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 89 59 83 73 83 208 196
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 62,609 COMMITMENTS 13,276 12,036 2,727 31,681 33,617 47,684 48,380 14,925 14,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,340) 398 -407 -508 -1,529 -227 -1,639 -1,142 299 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 19.2 4.4 50.6 53.7 76.2 77.3 23.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 17 20 13 45 38 71 63
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,661,360 COMMITMENTS 477,510 343,538 279,931 725,429 838,202 1482,870 1461,671 178,490 199,689 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50,544) 24,291 -61,611 -25,879 -36,997 29,071 -38,585 -58,419 -11,959 7,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 20.7 16.8 43.7 50.5 89.3 88.0 10.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 793) 188 151 176 299 343 588 595
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,216 COMMITMENTS 2,323 127 464 1,174 4,495 3,961 5,086 2,255 1,130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11) 248 -106 -249 108 212 107 -143 -118 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 2.0 7.5 18.9 72.3 63.7 81.8 36.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 3 5 8 11 20 17
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 757,288 COMMITMENTS 167,012 115,849 122,008 420,706 419,680 709,726 657,537 47,562 99,751 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,934) 16,212 -33,058 -18,306 -20,073 20,937 -22,167 -30,427 -4,767 3,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 15.3 16.1 55.6 55.4 93.7 86.8 6.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 585) 154 137 174 169 227 417 468
CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,914 COMMITMENTS 11,715 21,933 0 34,199 23,981 45,914 45,914 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,400) -1,400 160 0 0 -1,560 -1,400 -1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 47.8 0.0 74.5 52.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 11 0 10 6 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 40,385 COMMITMENTS 460 8,700 209 39,698 31,476 40,367 40,385 18 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 21.5 0.5 98.3 77.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 6 2 10 12 14 19
CFTC# 63 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 46,323 COMMITMENTS 4,980 6,101 1,305 40,021 38,917 46,306 46,323 17 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 439) 860 350 50 -435 89 475 489 -36 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 13.2 2.8 86.4 84.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 10 6 3 10 11 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 43,597 COMMITMENTS 10,643 23,788 762 32,192 19,047 43,597 43,597 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,450) 2,400 400 0 50 2,050 2,450 2,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 54.6 1.7 73.8 43.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 8 1 8 6 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 31,907 COMMITMENTS 7,557 18,070 0 24,350 13,822 31,907 31,892 0 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 590) 50 85 0 540 490 590 575 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 56.6 0.0 76.3 43.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 8 0 9 7 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,680 COMMITMENTS 12,600 11,100 200 14,880 16,380 27,680 27,680 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -100 0 0 100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 40.1 0.7 53.8 59.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 5 1 9 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 23,088 COMMITMENTS 11,560 6,400 100 11,428 16,588 23,088 23,088 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 200 700 0 300 -200 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 27.7 0.4 49.5 71.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 6 1 7 7 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,450 COMMITMENTS 8,975 2,400 0 8,475 15,050 17,450 17,450 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) -100 150 0 650 400 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 13.8 0.0 48.6 86.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 7 3 0 5 5 12 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,622 COMMITMENTS 5,597 5,225 0 22,025 22,397 27,622 27,622 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 385) 0 0 0 385 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 18.9 0.0 79.7 81.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 1 0 11 6 16 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 11,190 COMMITMENTS 6,580 2,140 0 4,610 9,050 11,190 11,190 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 600 300 0 -100 200 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 19.1 0.0 41.2 80.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 7 0 5 6 9 13
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 507,511 COMMITMENTS 138,822 104,113 104,574 224,689 264,727 468,085 473,414 39,426 34,097 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,159) 7,163 6,247 -9,293 4,918 2,089 2,788 -957 2,371 6,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 20.5 20.6 44.3 52.2 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 344) 105 90 112 92 76 264 239
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 829,841 COMMITMENTS 160,245 156,396 21,144 520,197 462,993 701,586 640,533 128,255 189,308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 39,061) -13,488 5,811 1,627 58,517 15,612 46,656 23,050 -7,595 16,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 18.8 2.5 62.7 55.8 84.5 77.2 15.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184) 30 50 26 79 76 124 137
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 937,996 COMMITMENTS 45,143 209,662 35,895 740,756 580,780 821,794 826,337 116,202 111,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,236) -12,748 6,227 19,987 20,935 -3,403 28,174 22,811 -2,938 2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 22.4 3.8 79.0 61.9 87.6 88.1 12.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 13 19 20 68 71 95 98
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,122 COMMITMENTS 6,680 1,185 4,990 30,365 35,947 42,035 42,122 87 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,721) 508 -68 504 699 1,307 1,711 1,743 10 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.8 11.8 72.1 85.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 10 5 8 37 42 49 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,623 COMMITMENTS 307 509 409 9,172 9,146 9,888 10,064 735 559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 464) -4 0 11 435 442 442 453 22 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.8 3.9 86.3 86.1 93.1 94.7 6.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 1 6 28 29 34 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,150 COMMITMENTS 506 65 382 6,618 7,287 7,506 7,734 644 416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) -8 60 8 129 69 129 137 75 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.8 4.7 81.2 89.4 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 7 29 31 36 39
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,955 COMMITMENTS 531 9,189 1,820 23,604 14,829 25,955 25,838 0 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 443) 0 -60 110 378 393 488 443 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 35.4 7.0 90.9 57.1 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 7 4 19 20 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,150 COMMITMENTS 1,232 3,354 145 5,051 3,348 6,428 6,847 722 303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 836) 210 350 36 458 465 704 851 132 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 46.9 2.0 70.6 46.8 89.9 95.8 10.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 10 7 7 28 23 42 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 7,194 COMMITMENTS 649 288 371 5,644 6,138 6,664 6,797 530 397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 374) 135 -75 39 308 391 482 355 -108 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 4.0 5.2 78.5 85.3 92.6 94.5 7.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 3 3 18 16 24 20
CFTC# 22651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 427,932 COMMITMENTS 112,593 84,267 104,425 162,042 207,265 379,060 395,957 48,872 31,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,823) -26,388 -6,930 17,589 -16,425 -40,967 -25,224 -30,308 -3,599 1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 19.7 24.4 37.9 48.4 88.6 92.5 11.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 221) 63 52 86 80 91 193 186
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,131 COMMITMENTS 2,814 0 300 20,607 25,812 23,721 26,112 9,410 7,019 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) 475 0 -741 501 1,196 235 455 217 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.9 62.2 77.9 71.6 78.8 28.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 1 15 18 18 19
CFTC# 23391 NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,202,081 COMMITMENTS 562,944 121,777 769,395 3827,385 4298,441 5159,724 5189,613 42,357 12,468 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,635) ******* 14,612 -12,519 146,648 13,975 19,438 16,068 -4,803 -1,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 2.3 14.8 73.6 82.6 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 208) 40 27 55 131 107 193 168
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 377,876 COMMITMENTS 108,497 199,660 70,208 197,002 107,388 375,707 377,256 2,169 620 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,686) -2,359 -10,627 28,444 2,601 10,869 28,686 28,686 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 52.8 18.6 52.1 28.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 19 7 15 26 21 50 38
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,892 COMMITMENTS 8,841 11,516 3,680 260,300 263,456 272,821 278,652 10,071 4,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,972) 914 570 954 14,487 16,015 16,355 17,539 -383 -1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.1 1.3 92.0 93.1 96.4 98.5 3.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 4 4 4 29 28 34 35
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,341 COMMITMENTS 5,295 0 3,148 92,395 96,661 100,838 99,809 3,503 4,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -496) -1,241 0 -639 1,304 -1,149 -576 -1,788 80 1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 3.0 88.6 92.6 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 0 1 29 26 30 27
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,268 COMMITMENTS 120 2,441 1,552 265,861 269,459 267,533 273,452 12,735 6,816 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,427) -399 588 -540 10,496 12,744 9,557 12,792 -130 -3,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.6 94.9 96.1 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 2 3 30 29 33 32
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 800,387 COMMITMENTS 902 12,047 5,739 784,313 778,916 790,954 796,702 9,433 3,685 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,880) 160 249 181 4,926 5,236 5,267 5,666 613 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.7 98.0 97.3 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 1 2 3 44 28 47 31
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 461,194 COMMITMENTS 4,406 299 1,053 434,479 450,259 439,938 451,611 21,256 9,583 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,750) -861 299 387 4,906 6,637 4,432 7,323 2,318 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.1 0.2 94.2 97.6 95.4 97.9 4.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 1 1 36 39 39 40
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,105 COMMITMENTS 1,294 3,347 588 360,704 362,399 362,586 366,334 10,519 6,771 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,489) 302 -257 163 8,884 9,897 9,349 9,803 -860 -1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.9 0.2 96.7 97.1 97.2 98.2 2.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 1 1 37 37 39 39
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,302 COMMITMENTS 5,154 8,645 2,608 254,012 257,617 261,774 268,870 12,528 5,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,589) 1,367 194 -21 7,363 9,583 8,709 9,756 -120 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.2 1.0 92.6 93.9 95.4 98.0 4.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 5 3 5 32 31 37 39
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 80,990 COMMITMENTS 534 0 482 76,107 75,824 77,123 76,306 3,867 4,684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,763) -883 0 129 2,485 1,083 1,731 1,212 32 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.6 94.0 93.6 95.2 94.2 4.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 21 22 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 38,628 COMMITMENTS 448 0 0 34,173 37,004 34,621 37,004 4,007 1,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,084) 0 0 0 2,084 1,228 2,084 1,228 0 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 88.5 95.8 89.6 95.8 10.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 0 14 14 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 160,263 COMMITMENTS 958 0 1,245 151,029 155,995 153,232 157,240 7,031 3,023 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,625) -90 -921 357 6,007 7,845 6,274 7,281 351 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 94.2 97.3 95.6 98.1 4.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 2 18 18 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 182,006 COMMITMENTS 1,409 5,075 0 171,221 174,279 172,630 179,354 9,376 2,652 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,979) 1,409 0 0 2,751 4,099 4,160 4,099 -181 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.8 0.0 94.1 95.8 94.8 98.5 5.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 1 0 21 25 22 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 116,756 COMMITMENTS 0 204 589 112,253 111,078 112,842 111,871 3,914 4,885 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,914) 0 0 0 5,580 5,886 5,580 5,886 334 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 96.1 95.1 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 15 17 16 18
CFTC# 233 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 20,478 COMMITMENTS 1,120 280 0 19,106 19,778 20,226 20,058 252 420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.4 0.0 93.3 96.6 98.8 97.9 1.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 1 0 15 15 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 550,039 COMMITMENTS 9,156 4,258 4,389 528,625 533,420 542,170 542,067 7,869 7,972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,901) -459 614 -916 12,703 13,176 11,328 12,874 573 -973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.8 0.8 96.1 97.0 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 6 3 5 50 45 58 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 176,870 COMMITMENTS 0 3,684 2,129 171,542 166,637 173,671 172,450 3,199 4,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,641) 0 -888 197 6,023 5,409 6,220 4,718 -579 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 1.2 97.0 94.2 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 5 4 27 26 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,673 COMMITMENTS 0 1,482 976 79,018 74,848 79,994 77,306 3,679 6,367 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,526) 0 1,482 976 1,749 -26 2,725 2,432 -1,199 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 1.2 94.4 89.5 95.6 92.4 4.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 2 17 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,449 COMMITMENTS 24,332 8,092 0 85,733 102,237 110,065 110,329 1,384 1,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -124) 0 0 0 -360 -12 -360 -12 236 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.3 0.0 76.9 91.7 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 4 6 0 25 33 29 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 127,131 COMMITMENTS 868 1,064 0 125,623 123,721 126,491 124,785 640 2,346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,737) 0 0 0 20,305 19,737 20,305 19,737 -568 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.8 0.0 98.8 97.3 99.5 98.2 0.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 0 25 20 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MMBTU OPEN INTEREST: 19,877 COMMITMENTS 0 0 0 19,051 18,851 19,051 18,851 826 1,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,147) 0 0 0 1,147 1,147 1,147 1,147 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 94.8 95.8 94.8 4.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,158 COMMITMENTS 1,358 769 1,120 253,567 248,669 256,045 250,558 5,113 10,600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,405) -111 428 210 217 1,355 316 1,993 2,089 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.3 0.4 97.1 95.2 98.0 95.9 2.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 1 31 28 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 99,520 COMMITMENTS 1,300 196 1,174 84,540 89,327 87,014 90,697 12,506 8,823 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,896) 988 -210 -92 3,211 4,210 4,107 3,908 -211 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 1.2 84.9 89.8 87.4 91.1 12.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 2 16 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 124,235 COMMITMENTS 778 0 1,005 118,264 122,277 120,047 123,282 4,188 953 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,224) 454 0 -61 4,990 5,905 5,383 5,844 841 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 95.2 98.4 96.6 99.2 3.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 1 22 27 23 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 50,644 COMMITMENTS 0 0 0 48,286 49,588 48,286 49,588 2,358 1,056 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 95.3 97.9 95.3 97.9 4.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 14 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 144,894 COMMITMENTS 9,655 0 670 129,538 139,703 139,863 140,373 5,031 4,521 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,892) 978 -620 0 15,212 17,512 16,190 16,892 702 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.5 89.4 96.4 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 0 1 24 21 26 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 112,489 COMMITMENTS 0 0 0 102,889 107,474 102,889 107,474 9,600 5,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,514) 0 0 0 1,135 548 1,135 548 379 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 95.5 91.5 95.5 8.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 19 17 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 54,917 COMMITMENTS 0 0 0 54,233 54,401 54,233 54,401 684 516 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 217) 0 0 0 217 217 217 217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.1 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 12 15 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 168,236 COMMITMENTS 98 0 429 158,225 161,435 158,752 161,864 9,484 6,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,461) -277 -1,101 153 6,496 6,560 6,372 5,612 89 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.3 94.0 96.0 94.4 96.2 5.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 1 23 19 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 181,594 COMMITMENTS 80 5,526 8,087 162,740 163,498 170,907 177,111 10,687 4,483 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 807) 80 1,413 351 -841 -483 -410 1,281 1,217 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 4.5 89.6 90.0 94.1 97.5 5.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 2 3 31 26 34 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 23,654 COMMITMENTS 0 0 0 22,160 23,094 22,160 23,094 1,494 560 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 97.6 93.7 97.6 6.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 14 11 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 238,762 COMMITMENTS 4,982 1,619 1,767 227,546 229,264 234,295 232,650 4,467 6,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,476) 0 -668 491 7,512 7,166 8,003 6,989 473 1,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.7 0.7 95.3 96.0 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 1 2 1 36 36 38 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 9,885 COMMITMENTS 0 0 0 9,269 9,105 9,269 9,105 616 780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -168 0 -168 0 168 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 92.1 93.8 92.1 6.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 10 12 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 102,000 COMMITMENTS 271 0 676 96,749 96,588 97,696 97,264 4,304 4,736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 961) 183 0 -211 1,076 2,399 1,048 2,188 -87 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.7 94.9 94.7 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 1 21 26 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 97,014 COMMITMENTS 0 0 0 91,214 93,166 91,214 93,166 5,800 3,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,375) 0 0 0 680 187 680 187 695 1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 96.0 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 19 18 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 69,049 COMMITMENTS 1,498 0 0 63,350 64,470 64,848 64,470 4,201 4,579 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,631) 1,498 0 0 1,437 1,863 2,935 1,863 -304 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 91.7 93.4 93.9 93.4 6.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 16 13 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 29,485 COMMITMENTS 0 504 0 28,353 28,049 28,353 28,553 1,132 932 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 496) 0 0 0 580 310 580 310 -84 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 96.2 95.1 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 165,245 COMMITMENTS 2,900 0 0 150,684 161,650 153,584 161,650 11,661 3,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,878) 62 0 0 1,357 1,692 1,419 1,692 459 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 91.2 97.8 92.9 97.8 7.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 0 0 25 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 65,258 COMMITMENTS 775 0 0 52,556 64,306 53,331 64,306 11,927 952 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,775) 0 0 0 920 1,775 920 1,775 855 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 80.5 98.5 81.7 98.5 18.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 17 17 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 123,043 COMMITMENTS 3,659 0 0 114,140 118,550 117,799 118,550 5,244 4,493 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,286) 0 0 0 2,256 2,838 2,256 2,838 30 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 92.8 96.3 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 12 17 13 17
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,371,331 COMMITMENTS 346,477 447,907 408,334 539,408 469,613 1294,219 1325,854 77,112 45,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,914) -14,444 33,455 -63,327 37,227 -11,939 -40,544 -41,811 6,630 7,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 32.7 29.8 39.3 34.2 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332) 111 113 149 80 71 285 260
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 414,420 COMMITMENTS 225,514 150,924 48,492 126,596 206,351 400,602 405,767 13,818 8,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,192) 617 -6,216 9,825 10,344 20,173 20,786 23,782 -594 -3,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 36.4 11.7 30.5 49.8 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 22 16 25 39 37 74 65 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 137,221 COMMITMENTS 49,200 41,490 21,162 58,132 68,807 128,494 131,459 8,727 5,762 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,754) 8,607 1,990 2,434 3,448 11,327 14,489 15,751 1,265 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 30.2 15.4 42.4 50.1 93.6 95.8 6.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 11 15 23 24 24 47 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,303 COMMITMENTS 15,268 12,366 4,320 29,715 32,617 49,303 49,303 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 244) -2,268 164 378 2,134 62 244 604 0 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 25.1 8.8 60.3 66.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 12 7 12 12 12 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,654 COMMITMENTS 7,831 15,823 4,053 45,434 36,923 57,318 56,799 1,336 1,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,764) 375 -131 743 1,676 2,026 2,794 2,638 -30 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 27.0 6.9 77.5 63.0 97.7 96.8 2.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 7 7 11 11 19 21
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 42,757 COMMITMENTS 14,401 7,534 7,392 19,803 26,839 41,596 41,765 1,161 992 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 382) -3,936 1,694 2,433 2,024 -3,769 521 358 -139 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 17.6 17.3 46.3 62.8 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 11 12 10 18 15 36 30
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,475 COMMITMENTS 2,636 1,042 579 1,458 3,472 4,673 5,093 802 382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 534) 30 240 0 394 249 424 489 110 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 19.0 10.6 26.6 63.4 85.4 93.0 14.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 4 7 6 8 17 16
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,140 COMMITMENTS 693 647 278 813 934 1,784 1,859 356 281 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 62 10 37 -32 6 67 53 -57 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 30.2 13.0 38.0 43.6 83.4 86.9 16.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 5 4 6 6 15 15
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,419 COMMITMENTS 790 120 70 4,246 4,915 5,106 5,105 313 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15) 90 -30 -25 -123 12 -58 -43 73 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 2.2 1.3 78.4 90.7 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 3 15 15 20 18
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 58,373 COMMITMENTS 10,310 3,577 6,900 40,665 47,584 57,875 58,061 498 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,468) 175 -268 336 2,997 3,378 3,508 3,446 -40 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 6.1 11.8 69.7 81.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 19 14 16 50 59 78 84
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 478,654 COMMITMENTS 138,918 26,905 77,945 216,902 346,667 433,765 451,517 44,889 27,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,739) 20,479 -6,204 1,020 6,181 35,859 27,680 30,675 59 -2,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 5.6 16.3 45.3 72.4 90.6 94.3 9.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304) 118 45 100 92 90 256 207
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,630 COMMITMENTS 183 444 201 2,730 2,204 3,114 2,849 516 781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 259) 6 -47 -10 189 293 185 236 74 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 12.2 5.5 75.2 60.7 85.8 78.5 14.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 4 5 18 18 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,201 COMMITMENTS 176 41 297 1,350 1,496 1,823 1,834 378 367 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.9 13.5 61.3 68.0 82.8 83.3 17.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 2 4 15 15 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,268 COMMITMENTS 1,299 905 294 1,565 1,897 3,158 3,096 110 172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 417) 200 149 -3 220 321 417 467 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 27.7 9.0 47.9 58.0 96.6 94.7 3.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 7 7 7 17 16 28 26
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 266,641 COMMITMENTS 101,892 17,200 30,637 115,692 207,005 248,221 254,842 18,420 11,799 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,923) -9,718 -9,479 -3,443 -13,965 -15,174 -27,126 -28,096 203 1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 6.5 11.5 43.4 77.6 93.1 95.6 6.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288) 143 42 89 71 77 247 187
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,162,406 COMMITMENTS 595,600 38,990 37,084 494,321 1073,653 1127,005 1149,727 35,401 12,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,129) 8,220 10,632 -5,190 9,293 6,687 12,323 12,129 -194 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 3.4 3.2 42.5 92.4 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 18 5 15 44 43 66 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,498 COMMITMENTS 16,535 29,459 16,380 138,299 124,578 171,214 170,417 6,284 7,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,576) 447 -9,239 3,354 -2,173 7,625 1,628 1,740 -52 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 16.6 9.2 77.9 70.2 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 10 11 15 28 25 46 43
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,876 COMMITMENTS 2,360 3,760 640 14,716 13,316 17,716 17,716 160 160 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 13.2 21.0 3.6 82.3 74.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 10 3 6 8 10 19
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,648 COMMITMENTS 1,379 1,880 430 5,740 5,678 7,549 7,988 2,099 1,660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4) -30 -204 39 21 44 30 -121 -34 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 19.5 4.5 59.5 58.9 78.2 82.8 21.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 16 16 9 19 12 38 35
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,973 COMMITMENTS 959 3,024 511 7,834 5,726 9,304 9,261 1,669 1,712 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) 14 -316 -21 486 700 479 363 -25 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 27.6 4.7 71.4 52.2 84.8 84.4 15.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 8 14 9 22 9 36 26
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,032,285 COMMITMENTS 411,175 545,161 131,256 1361,184 1168,834 1903,615 1845,251 128,670 187,034 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,775) -13,233 -90,005 42,955 -4,023 59,819 25,699 12,769 8,076 21,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 26.8 6.5 67.0 57.5 93.7 90.8 6.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 51 77 34 141 140 211 232
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,681,797 COMMITMENTS 658,659 955,594 206,397 2493,636 1949,037 3358,692 3111,028 323,105 570,769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,979) 46,848 16,243 14,223 -27,705 5,873 33,366 36,339 -11,387 -14,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 26.0 5.6 67.7 52.9 91.2 84.5 8.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 443) 84 112 76 170 191 298 335
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 562,786 COMMITMENTS 81,612 68,318 11,278 381,257 321,584 474,147 401,180 88,639 161,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,786) -14,095 16,877 6 6,111 -25,163 -7,978 -8,280 -1,808 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 12.1 2.0 67.7 57.1 84.2 71.3 15.8 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 12 12 12 53 53 72 70
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,429,213 COMMITMENTS 628,595 981,102 148,684 2376,075 1885,624 3153,354 3015,410 275,859 413,803 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,467) 11,556 -89,542 29,750 -52,685 52,719 -11,379 -7,073 -10,088 -14,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 28.6 4.3 69.3 55.0 92.0 87.9 8.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 336) 60 76 42 133 168 217 262
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,876,680 COMMITMENTS 263,281 343,050 388,944 1191,693 1083,002 1843,918 1814,996 32,762 61,684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 245,974) ******* 91,519 14,998 96,578 147,237 241,961 253,754 4,013 -7,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 18.3 20.7 63.5 57.7 98.3 96.7 1.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 31 52 51 63 75 123 153
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,830 COMMITMENTS 518 1,548 214 6,078 5,198 6,810 6,960 1,020 870 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 616) -21 -157 -18 603 821 564 646 52 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 19.8 2.7 77.6 66.4 87.0 88.9 13.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 12 6 16 18 24 31
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,143 COMMITMENTS 11,349 9,781 515 10,383 9,091 22,247 19,387 1,896 4,756 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 568) 167 695 -60 525 135 632 770 -64 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 40.5 2.1 43.0 37.7 92.1 80.3 7.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 18 25 16 22 20 50 51
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,426 COMMITMENTS 844 1,818 282 5,679 4,507 6,805 6,607 621 819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 258) 0 69 9 191 147 200 225 58 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 24.5 3.8 76.5 60.7 91.6 89.0 8.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 12 6 20 17 29 29
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,917 COMMITMENTS 133 2,847 68 2,639 694 2,840 3,609 1,077 308 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) 2 14 28 -5 3 25 45 60 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 72.7 1.7 67.4 17.7 72.5 92.1 27.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 6 3 11 5 16 12
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,782 COMMITMENTS 69,355 49,180 50,793 96,006 98,834 216,154 198,807 19,628 36,975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,809) -11,134 3,096 9,700 554 -12,092 -880 704 -929 -2,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 20.9 21.5 40.7 41.9 91.7 84.3 8.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 92 84 109 60 89 216 239
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,150 COMMITMENTS 144,242 43,928 53,282 143,208 221,880 340,732 319,090 26,418 48,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,090) -246 1,427 1,135 -4,309 -4,896 -3,420 -2,334 330 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 12.0 14.5 39.0 60.4 92.8 86.9 7.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 429) 133 86 112 106 168 295 328
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,519 COMMITMENTS 4,066 1,963 576 1,112 3,732 5,754 6,271 1,765 1,248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 166) -167 -54 60 117 42 10 48 156 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.1 26.1 7.7 14.8 49.6 76.5 83.4 23.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 33 12 8 17 23 56 41
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,397 COMMITMENTS 24,407 12,929 9,062 14,353 15,683 47,822 37,674 7,575 17,723 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -917) -2,168 -1,007 426 160 -262 -1,582 -843 665 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 23.3 16.4 25.9 28.3 86.3 68.0 13.7 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 219) 56 53 61 37 71 137 161
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,054 COMMITMENTS 1,989 13,712 522 24,971 12,156 27,482 26,390 572 1,664 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 493) 12 215 50 406 182 468 447 25 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 48.9 1.9 89.0 43.3 98.0 94.1 2.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 10 19 9 20 25 38 45
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 59,605 COMMITMENTS 11,809 4,342 171 46,644 54,755 58,624 59,268 981 337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -44) 0 20 0 -44 -44 -44 -24 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 7.3 0.3 78.3 91.9 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 11 7 3 31 27 44 35
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 40,892 COMMITMENTS 3,750 825 1,175 35,905 38,892 40,830 40,892 62 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,195) 275 375 150 3,830 3,910 4,255 4,435 -60 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.0 2.9 87.8 95.1 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 8 4 5 22 20 30 29
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 26,287 COMMITMENTS 1,325 1,585 1,225 23,737 23,477 26,287 26,287 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 395) -75 50 75 395 270 395 395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 6.0 4.7 90.3 89.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 4 19 19 24 23
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,130 COMMITMENTS 8,299 18,511 6,822 160,632 150,695 175,753 176,028 377 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,382) 260 915 -320 2,442 1,787 2,382 2,382 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.5 3.9 91.2 85.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 7 5 39 35 46 44
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,081 COMMITMENTS 2,875 9,284 1,175 55,031 48,502 59,081 58,961 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 432) 219 -341 156 57 557 432 372 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 15.7 2.0 93.1 82.1 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 7 6 7 16 19 25 30
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,740 COMMITMENTS 0 900 0 37,740 36,840 37,740 37,740 0 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 0.0 2.4 0.0 **** 97.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 9 12 9 14
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 53,016 COMMITMENTS 1,675 5,015 760 50,446 47,104 52,881 52,879 135 137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,132) 340 15 10 787 1,140 1,137 1,165 -5 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 9.5 1.4 95.2 88.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 5 3 29 26 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 63,403 COMMITMENTS 2,215 2,425 630 60,345 60,152 63,190 63,207 213 196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,285) 435 -155 160 1,690 2,210 2,285 2,215 0 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.8 1.0 95.2 94.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 5 4 33 29 41 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 73,102 COMMITMENTS 1,230 1,100 440 71,292 71,202 72,962 72,742 140 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,035) 60 600 0 1,965 1,315 2,025 1,915 10 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.5 0.6 97.5 97.4 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 2 2 21 24 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 101,603 COMMITMENTS 1,980 600 580 99,043 100,278 101,603 101,458 0 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,550) 70 600 0 2,480 1,950 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.6 0.6 97.5 98.7 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 1 2 26 26 30 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 30,203 COMMITMENTS 315 0 0 29,883 29,978 30,198 29,978 5 225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,385) -25 0 0 -1,360 -1,375 -1,385 -1,375 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.9 99.3 **** 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 0 24 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 34,845 COMMITMENTS 400 410 70 34,315 34,360 34,785 34,840 60 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 295) -50 20 -20 370 300 300 300 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.2 0.2 98.5 98.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 23 16 25 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 26,669 COMMITMENTS 9,702 895 2,622 13,946 22,872 26,270 26,389 399 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -305) 453 -612 242 -940 70 -245 -300 -60 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 3.4 9.8 52.3 85.8 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 8 5 6 19 21 30 29
CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,251 COMMITMENTS 25 175 0 37,226 36,991 37,251 37,166 0 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,495) 0 -255 0 -2,495 -2,225 -2,495 -2,480 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 99.9 99.3 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 0 26 23 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 43,461 COMMITMENTS 400 1,495 325 41,791 41,631 42,516 43,451 945 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,055) -105 935 -30 -875 -1,960 -1,010 -1,055 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.4 0.7 96.2 95.8 97.8 **** 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 5 3 25 21 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,819 COMMITMENTS 1,265 0 0 40,304 41,659 41,569 41,659 250 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 270) 0 0 0 255 270 255 270 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 96.4 99.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 0 22 16 24 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,028 COMMITMENTS 1,555 1,600 0 46,473 46,278 48,028 47,878 0 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 540) 0 0 0 545 550 545 550 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.3 0.0 96.8 96.4 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 1 0 24 18 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 78,924 COMMITMENTS 0 1,501 691 78,018 76,526 78,709 78,718 215 206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -256) 0 759 -610 351 -405 -259 -256 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.9 98.9 97.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 2 1 27 25 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 109,376 COMMITMENTS 1,545 6,490 865 106,577 101,741 108,987 109,096 389 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,241) 145 1,714 -432 2,465 961 2,178 2,243 63 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.9 0.8 97.4 93.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 7 7 5 29 26 38 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 33,895 COMMITMENTS 400 175 175 33,298 33,545 33,873 33,895 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,099) 0 125 175 2,924 2,799 3,099 3,099 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.5 0.5 98.2 99.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 2 12 13 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 34,270 COMMITMENTS 2,390 1,975 740 30,885 31,380 34,015 34,095 255 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,245) -290 0 365 1,600 900 1,675 1,265 -430 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 5.8 2.2 90.1 91.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 2 20 19 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 37,419 COMMITMENTS 6,615 1,200 735 29,634 35,479 36,984 37,414 435 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 674) 100 0 10 564 664 674 674 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 3.2 2.0 79.2 94.8 98.8 **** 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 1 4 25 22 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,474 COMMITMENTS 96 2,695 65 43,241 40,582 43,402 43,342 72 132 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 765) 0 -40 65 705 705 770 730 -5 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.2 0.1 99.5 93.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 3 2 18 14 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 35,736 COMMITMENTS 50 2,225 0 35,676 33,441 35,726 35,666 10 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 470) 50 135 0 415 445 465 580 5 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.2 0.0 99.8 93.6 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 15 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,311 COMMITMENTS 2,375 1,500 60 27,189 28,751 29,624 30,311 687 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 713) 492 325 60 161 328 713 713 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 4.9 0.2 89.7 94.9 97.7 **** 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 2 24 20 30 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,812 COMMITMENTS 980 210 320 20,940 22,167 22,240 22,697 572 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -20 -10 -20 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.9 1.4 91.8 97.2 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 1 17 16 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,377 COMMITMENTS 743 6,513 390 49,069 43,474 50,202 50,377 175 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,029) 10 550 65 961 449 1,036 1,064 -7 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.9 0.8 97.4 86.3 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 6 2 27 23 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 37,324 COMMITMENTS 135 2,483 617 36,312 34,204 37,064 37,304 260 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 68) 135 75 -25 58 18 168 68 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.7 1.7 97.3 91.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 2 24 19 27 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 21,324 COMMITMENTS 0 875 0 21,154 20,449 21,154 21,324 170 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 0.0 4.1 0.0 99.2 95.9 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 12 16 12 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,750 COMMITMENTS 1,360 0 0 11,370 12,740 12,730 12,740 20 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 40 0 40 0 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.0 89.2 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 0 0 19 11 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,815 COMMITMENTS 1,030 0 0 11,655 12,805 12,685 12,805 130 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.0 90.9 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 19 11 22 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,890 COMMITMENTS 340 0 0 17,330 17,310 17,670 17,310 220 580 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 0 120 0 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 96.9 96.8 98.8 96.8 1.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 11 11 12 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,415 COMMITMENTS 150 480 75 21,007 20,860 21,232 21,415 183 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 100 0 0 590 640 690 640 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.2 0.4 98.1 97.4 99.1 **** 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 3 1 19 15 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,600 COMMITMENTS 150 280 75 19,097 19,245 19,322 19,600 278 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 650) 100 0 0 1,108 650 1,208 650 -558 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.4 0.4 97.4 98.2 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 16 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,770 COMMITMENTS 660 50 0 6,100 6,655 6,760 6,705 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 40 0 40 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.7 0.0 90.1 98.3 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 16 14 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,015 COMMITMENTS 0 50 0 6,005 5,900 6,005 5,950 10 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 40 0 40 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.8 98.1 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 16 14 16 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,947 COMMITMENTS 372 3,010 0 24,175 21,892 24,547 24,902 400 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5) 0 75 0 -5 -80 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.1 0.0 96.9 87.8 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 17 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,380 COMMITMENTS 372 2,960 45 24,614 22,330 25,031 25,335 349 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3) 0 75 0 113 -78 113 -3 -116 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.7 0.2 97.0 88.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 18 19 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 118,263 COMMITMENTS 3,547 1,280 2,733 111,705 114,150 117,985 118,163 278 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,759) 50 100 25 3,684 3,634 3,759 3,759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.1 2.3 94.5 96.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 6 5 6 31 35 39 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 131,175 COMMITMENTS 4,107 3,451 2,368 124,445 125,346 130,920 131,165 255 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,479) 247 222 -72 3,304 3,760 3,479 3,910 0 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.6 1.8 94.9 95.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 8 8 7 36 34 47 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 257,904 COMMITMENTS 30,942 12,578 13,537 213,072 231,719 257,551 257,834 353 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,584) 803 1,806 884 4,906 3,829 6,593 6,519 -9 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 4.9 5.2 82.6 89.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 22 16 22 45 46 78 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,779 COMMITMENTS 3,153 275 540 31,795 34,944 35,488 35,759 291 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11) 148 100 0 -137 -89 11 11 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.8 1.5 88.9 97.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 3 1 21 15 26 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,942 COMMITMENTS 2,868 250 460 30,323 33,212 33,651 33,922 291 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -345) -317 100 0 -28 -445 -345 -345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.7 1.4 89.3 97.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 3 1 21 14 26 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,110 COMMITMENTS 600 0 0 11,510 12,110 12,110 12,110 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 95.0 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 10 16 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,870 COMMITMENTS 600 0 0 11,270 11,870 11,870 11,870 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 94.9 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 15 10 16 10
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 134,394 COMMITMENTS 20,931 9,240 836 112,627 124,318 134,394 134,394 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 15.6 6.9 0.6 83.8 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 1 14 13 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,602 COMMITMENTS 135 3,450 100 26,467 23,252 26,702 26,802 3,900 3,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 675) 60 650 0 615 265 675 915 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 11.3 0.3 86.5 76.0 87.3 87.6 12.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 13 16 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 135 3,450 100 25,096 21,761 25,331 25,311 3,139 3,159 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 710) 60 650 0 650 300 710 950 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 12.1 0.4 88.1 76.4 89.0 88.9 11.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 1 1 12 16 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,435 COMMITMENTS 0 11,000 15 22,945 12,105 22,960 23,120 2,475 2,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 755) 0 500 0 755 255 755 755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.2 0.1 90.2 47.6 90.3 90.9 9.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 6 1 20 13 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 0 10,525 15 23,545 13,180 23,560 23,720 2,480 2,320 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725) 0 500 0 725 225 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.4 0.1 90.4 50.6 90.5 91.1 9.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 1 20 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,610 COMMITMENTS 400 480 400 31,595 31,535 32,395 32,415 4,215 4,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -100 0 100 150 50 150 150 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 1.1 86.3 86.1 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 4 15 12 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 625 505 250 30,025 30,185 30,900 30,940 3,530 3,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) -100 0 100 150 50 150 150 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.5 0.7 87.2 87.7 89.7 89.9 10.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 2 3 14 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,150 COMMITMENTS 0 4,895 25 16,195 11,640 16,220 16,560 1,930 1,590 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 -5 0 -5 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.0 0.1 89.2 64.1 89.4 91.2 10.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 1 17 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,525 COMMITMENTS 0 4,335 25 15,145 11,150 15,170 15,510 2,355 2,015 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 -5 0 -5 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.7 0.1 86.4 63.6 86.6 88.5 13.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 1 17 11 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,025 COMMITMENTS 350 405 280 18,025 18,735 18,655 19,420 3,370 2,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -150 0 100 300 150 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.8 1.3 81.8 85.1 84.7 88.2 15.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 1 3 16 12 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,035 COMMITMENTS 340 455 200 16,100 17,000 16,640 17,655 3,395 2,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -150 0 100 275 125 225 225 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 1.0 80.4 84.9 83.1 88.1 16.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 3 16 10 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,860 COMMITMENTS 12,440 350 0 26,900 39,010 39,340 39,360 1,520 1,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 775) 340 0 0 125 465 465 465 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 0.9 0.0 65.8 95.5 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 1 0 18 12 23 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,400 COMMITMENTS 11,055 350 75 23,330 34,055 34,460 34,480 1,940 1,920 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 430) 40 0 0 80 120 120 120 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 1.0 0.2 64.1 93.6 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 1 1 18 12 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 97,405 COMMITMENTS 11,095 2,185 2,480 76,255 85,135 89,830 89,800 7,575 7,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -710) 795 85 105 -1,610 -900 -710 -710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.2 2.5 78.3 87.4 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 3 23 27 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 90,115 COMMITMENTS 10,735 2,175 2,020 67,995 76,525 80,750 80,720 9,365 9,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -700) 1,085 75 -60 -1,590 -580 -565 -565 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.4 2.2 75.5 84.9 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 3 3 20 26 25 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,680 COMMITMENTS 700 1,900 75 14,700 13,680 15,475 15,655 2,205 2,025 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 4.0 10.7 0.4 83.1 77.4 87.5 88.5 12.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 16 15 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 16,780 COMMITMENTS 1,575 175 0 14,270 15,885 15,845 16,060 935 720 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 9.4 1.0 0.0 85.0 94.7 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 15 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,895 COMMITMENTS 0 2,825 925 39,260 36,435 40,185 40,185 7,710 7,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 1.9 82.0 76.1 83.9 83.9 16.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 2 18 22 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,410 COMMITMENTS 475 600 325 20,330 20,325 21,130 21,250 9,280 9,160 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 2.0 1.1 66.9 66.8 69.5 69.9 30.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 1 1 17 21 19 23
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,744 COMMITMENTS 1,063 293 126 1,987 2,844 3,176 3,263 568 481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 188) 11 -13 -37 161 222 135 172 53 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 7.8 3.4 53.1 76.0 84.8 87.2 15.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 6 3 7 23 24 31 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,759 COMMITMENTS 290 4,431 55 29,249 25,187 29,594 29,673 165 86 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,010) 20 439 30 960 541 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.9 0.2 98.3 84.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 7 1 16 22 18 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 106,200 COMMITMENTS 10,765 4,235 6,032 88,712 95,745 105,509 106,012 691 188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,107) 81 -113 -560 2,522 2,768 2,043 2,095 64 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 4.0 5.7 83.5 90.2 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 24 15 21 67 64 98 93 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,017 COMMITMENTS 8,863 2,586 243 40,911 46,566 50,017 49,395 0 622 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109) 0 85 0 129 24 129 109 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 5.2 0.5 81.8 93.1 **** 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 7 3 25 32 33 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,771 COMMITMENTS 2,525 554 414 25,343 27,097 28,282 28,065 489 706 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 132) 3 40 155 34 -13 192 182 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.9 1.4 88.1 94.2 98.3 97.5 1.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 7 7 32 43 44 56 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,156 COMMITMENTS 2,599 713 8 14,139 15,766 16,746 16,487 410 669 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) 74 4 8 483 553 565 565 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 4.2 0.0 82.4 91.9 97.6 96.1 2.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 3 1 18 24 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,819 COMMITMENTS 2,170 4,156 829 13,503 11,535 16,502 16,520 317 299 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 362) 97 174 12 259 171 368 357 -6 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 24.7 4.9 80.3 68.6 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 7 8 6 29 21 40 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,895 COMMITMENTS 155 282 95 1,645 1,465 1,895 1,842 0 53 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 693) -40 15 40 693 585 693 640 0 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 14.9 5.0 86.8 77.3 **** 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 1 10 17 14 20
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 579,742 COMMITMENTS 121,715 51,807 148,199 277,593 354,215 547,507 554,221 32,235 25,521 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,543) 11,146 -7,164 -7,555 -7,232 11,115 -3,641 -3,604 14,184 14,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 8.9 25.6 47.9 61.1 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 39 42 67 61 64 138 137
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,530,604 COMMITMENTS 837,456 125,195 889,842 691,555 1427,468 2418,853 2442,505 111,751 88,099 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,666) -24,646 2,190 -2,015 -32,673 -58,184 -59,334 -58,009 668 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 4.9 35.2 27.3 56.4 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 411) 178 96 190 99 107 365 325
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,728 COMMITMENTS 65,938 24,391 557 67,942 75,396 134,437 100,344 23,291 57,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,139) 630 222 0 1,029 1,098 1,659 1,320 480 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 15.5 0.4 43.1 47.8 85.2 63.6 14.8 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 3 3 13 17 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,317 COMMITMENTS 59,365 108,622 60,759 73,535 32,950 193,659 202,331 14,658 5,986 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,005) 333 9,955 9,481 1,153 -6,463 10,967 12,973 2,038 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 52.1 29.2 35.3 15.8 93.0 97.1 7.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 21 21 28 22 23 57 59
CFTC# 676 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,095 COMMITMENTS 152 11,600 390 95,538 93,395 96,080 105,385 15,015 5,710 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,078) 0 300 0 7,948 7,288 7,948 7,588 1,130 1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.4 0.4 86.0 84.1 86.5 94.9 13.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 1 17 13 18 16
CFTC# 67 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 26,450 COMMITMENTS 5,669 870 383 20,030 25,125 26,082 26,378 368 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,549) 234 100 278 959 1,119 1,471 1,497 78 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 3.3 1.4 75.7 95.0 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 2 2 22 23 29 26
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 254,458 COMMITMENTS 75,400 57,533 36,056 126,408 151,746 237,864 245,335 16,594 9,123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,583) -2,375 -1,868 -7,058 -4,939 -6,159 -14,372 -15,085 -211 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 22.6 14.2 49.7 59.6 93.5 96.4 6.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232) 89 64 58 61 47 181 144
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,638 COMMITMENTS 18,954 3,063 1,854 6,023 22,655 26,831 27,572 1,807 1,066 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,692) -4,231 -595 -133 766 -2,838 -3,598 -3,566 -94 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.2 10.7 6.5 21.0 79.1 93.7 96.3 6.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 73 31 18 28 32 110 74
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 84,126 COMMITMENTS 58,265 19,894 2,761 14,874 59,285 75,900 81,940 8,226 2,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,806) -5,923 -2,475 -218 -797 -3,414 -6,938 -6,107 132 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 23.6 3.3 17.7 70.5 90.2 97.4 9.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 129 44 28 26 39 170 101
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 893,480 COMMITMENTS 196,114 282,845 130,855 489,913 403,728 816,882 817,428 76,598 76,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,890) -7,653 -20,500 10,824 -43,371 -26,373 -40,200 -36,049 5,310 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 31.7 14.6 54.8 45.2 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249) 64 78 82 81 82 193 204
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 231,499 COMMITMENTS 48,256 85,454 45,020 123,375 92,979 216,651 223,453 14,848 8,046 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,759) -3,743 -10,527 -4,191 -9,591 -3,714 -17,525 -18,432 -1,234 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 36.9 19.4 53.3 40.2 93.6 96.5 6.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 443) 134 129 111 139 117 342 311
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 194,056 COMMITMENTS 64,816 56,105 20,939 80,026 101,974 165,781 179,018 28,275 15,038 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,414) 1,087 8,916 -17,793 4,771 -3,922 -11,935 -12,799 521 1,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 28.9 10.8 41.2 52.5 85.4 92.3 14.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 98 60 50 45 36 168 126
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 255,708 COMMITMENTS 112,722 67,974 51,739 73,463 122,331 237,924 242,044 17,784 13,664 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,256) -11,394 -3,187 -12,045 -7,189 -16,843 -30,628 -32,075 372 1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 26.6 20.2 28.7 47.8 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 299) 143 69 101 48 50 250 185
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 511,745 COMMITMENTS 251,860 76,254 64,242 150,847 345,383 466,949 485,879 44,796 25,866 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,576) -21,968 -6,697 3,685 -7,803 -18,718 -26,086 -21,730 2,510 -1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 14.9 12.6 29.5 67.5 91.2 94.9 8.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 331) 172 79 74 44 61 251 183
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,422 COMMITMENTS 18,376 586 0 29,400 47,935 47,776 48,521 1,646 901 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,024) -3,804 -593 0 1,342 -2,522 -2,462 -3,115 -562 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 1.2 0.0 59.5 97.0 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 16 3 0 6 7 22 10
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,262 COMMITMENTS 62,535 30,006 3,725 52,333 102,577 118,593 136,308 36,669 18,954 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,628) -6,957 678 102 -3,580 -13,898 -10,435 -13,118 -2,193 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 19.3 2.4 33.7 66.1 76.4 87.8 23.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 31 21 14 27 24 63 54
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,651 COMMITMENTS 17,763 37,688 1,090 41,948 23,165 60,801 61,943 13,850 12,708 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 683) 865 549 265 234 -224 1,364 590 -681 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 50.5 1.5 56.2 31.0 81.4 83.0 18.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 11 13 4 10 13 22 29
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,517 COMMITMENTS 122,762 25,984 689 66,644 165,749 190,095 192,422 6,422 4,095 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,799) -4,888 -8,811 -466 679 4,301 -4,675 -4,976 -124 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.5 13.2 0.4 33.9 84.3 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 132) 71 30 4 15 18 87 51
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,326 COMMITMENTS 64,164 49,224 6,681 85,580 115,995 156,425 171,900 36,901 21,426 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,076) -17,534 -4,607 1,896 -4,728 -20,821 -20,366 -23,532 -2,710 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 25.5 3.5 44.3 60.0 80.9 88.9 19.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 42 27 15 29 33 78 70
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 260,170 COMMITMENTS 42,299 157,808 3,099 180,507 73,346 225,905 234,253 34,265 25,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,692) 3,191 5,824 175 1,491 6,629 4,857 12,628 5,835 -1,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 60.7 1.2 69.4 28.2 86.8 90.0 13.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 123) 36 36 16 36 33 82 75
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,422 COMMITMENTS 24,117 26,970 3,735 5,655 5,855 33,507 36,560 6,915 3,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,372) -3,437 -4,162 560 -312 -163 -3,189 -3,765 -183 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 66.7 9.2 14.0 14.5 82.9 90.4 17.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 65 56 14 7 10 79 75
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 564,233 COMMITMENTS 230,785 103,496 13,523 235,656 411,639 479,964 528,658 84,269 35,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,704) -20,584 -7,050 63 -9,725 -13,178 -30,246 -20,165 -2,458 -12,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 18.3 2.4 41.8 73.0 85.1 93.7 14.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 118 48 47 74 57 202 142
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,571 COMMITMENTS 17,667 7,339 131 8,359 19,305 26,157 26,775 1,414 796 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,276) 2,155 4,844 125 334 -2,739 2,614 2,230 -338 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 26.6 0.5 30.3 70.0 94.9 97.1 5.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 16 7 4 5 5 23 14
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 434,119 COMMITMENTS 166,547 80,112 71,836 170,143 263,660 408,526 415,608 25,593 18,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,677) -18,381 -16,488 4,158 2,437 -4,581 -11,786 -16,911 -2,891 2,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 18.5 16.5 39.2 60.7 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 277) 105 48 103 86 105 231 225
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,865 COMMITMENTS 3,195 700 664 3,736 6,470 7,595 7,834 3,270 3,031 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 454) -93 0 33 200 380 140 413 314 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.4 6.1 34.4 59.5 69.9 72.1 30.1 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 1 5 9 11 14 17
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 16,303 COMMITMENTS 2,011 0 1,374 12,347 14,054 15,732 15,428 571 875 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 722) 150 0 132 415 615 697 747 25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 8.4 75.7 86.2 96.5 94.6 3.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 2 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,210 COMMITMENTS 0 700 600 16,483 15,838 17,083 17,138 1,127 1,072 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,017) 0 150 -100 2,117 1,612 2,017 1,662 0 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 3.3 90.5 87.0 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 18 19 19 20
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,739 COMMITMENTS 28,648 26,428 233 20,176 22,882 49,057 49,543 4,682 4,196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,824) -668 444 -66 -804 -2,356 -1,538 -1,978 -286 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 49.2 0.4 37.5 42.6 91.3 92.2 8.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 38 18 4 10 15 50 36
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 509,458 COMMITMENTS 187,208 112,645 141,654 149,719 223,678 478,581 477,977 30,877 31,481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -104,977) -71,050 -59,795 -2,771 -12,160 18,979 -85,981 -43,587 -18,996 -61,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 22.1 27.8 29.4 43.9 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 105 79 121 42 40 211 191
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,352 COMMITMENTS 10,385 2,272 2,245 203 8,901 12,833 13,418 1,519 934 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -621) -937 -611 332 -110 -255 -715 -534 94 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 15.8 15.6 1.4 62.0 89.4 93.5 10.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 12 4 2 1 5 13 11
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 63,084 COMMITMENTS 25,694 15,037 1,001 27,571 40,207 54,265 56,245 8,819 6,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,158) -6,948 4,499 -445 5,477 -8,269 -1,916 -4,216 -1,242 1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 23.8 1.6 43.7 63.7 86.0 89.2 14.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 38 14 7 30 24 70 43
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 126,167 COMMITMENTS 51,387 30,074 2,002 55,141 80,413 108,530 112,489 17,637 13,678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,315) -13,895 8,997 -890 10,953 -16,538 -3,832 -8,431 -2,483 2,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 23.8 1.6 43.7 63.7 86.0 89.2 14.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 38 14 7 30 24 70 43
CFTC#124606 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,631 COMMITMENTS 500 663 0 22,189 23,533 22,689 24,196 1,942 435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.7 0.0 90.1 95.5 92.1 98.2 7.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 8 12 9 13
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 954,880 4359,865 2965,390 ******** 6729,694 ******** ******** 573,5601386,634 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 330,257) ******* 384,206 -2,563 164,013 -8,929 295,680 372,714 34,577 -42,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 28.2 19.2 70.9 43.6 96.3 91.0 3.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 293) 39 106 117 115 128 237 286
CFTC# 1330 BITCOIN-USD - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1 Bitcoin) OPEN INTEREST: 5,704 COMMITMENTS 2,765 4,640 170 0 0 2,935 4,810 2,769 894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,228) -870 -1,035 17 0 0 -853 -1,018 -375 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 81.3 3.0 0.0 0.0 51.5 84.3 48.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 25 21 8 0 0 32 23
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 745,984 COMMITMENTS 118,641 94,110 36,789 502,197 536,727 657,627 667,626 88,356 78,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,150) -14,528 -2,869 -12,289 11,055 -2,286 -15,762 -17,444 -2,388 -706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 12.6 4.9 67.3 71.9 88.2 89.5 11.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 629) 156 120 91 242 260 437 436
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,641 COMMITMENTS 6,137 17,406 1,000 53,049 31,314 60,186 49,720 17,455 27,921 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -731) 1,040 -8,744 -35 11,033 -7,783 12,038 -16,562 -12,769 15,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 22.4 1.3 68.3 40.3 77.5 64.0 22.5 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 8 12 1 25 21 34 34
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 24,457 COMMITMENTS 226 1,620 0 22,627 22,302 22,853 23,922 1,604 535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,404) 2 1,620 0 3,488 1,920 3,490 3,540 -86 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 6.6 0.0 92.5 91.2 93.4 97.8 6.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 9 14 10 16
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,134 COMMITMENTS 1,767 0 0 10,033 13,542 11,800 13,542 2,334 592 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 189) 738 -283 0 100 546 838 263 -649 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 0.0 71.0 95.8 83.5 95.8 16.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 0 11 9 14 9
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,341,713 COMMITMENTS 623,274 444,274 118,191 2245,742 2527,065 2987,207 3089,530 354,506 252,183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -87,097) ******* -25,277 -6,619 108 27,486 -139,002 -4,410 51,905 -82,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 13.3 3.5 67.2 75.6 89.4 92.5 10.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 620) 156 119 85 233 253 423 424 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,447 COMMITMENTS 12,053 0 0 13,994 29,065 26,047 29,065 3,400 382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -230) -528 0 0 611 -428 83 -428 -313 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 0.0 0.0 47.5 98.7 88.5 98.7 11.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 0 0 10 11 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 13874 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 26,571 COMMITMENTS 0 2,042 0 23,710 23,682 23,710 25,724 2,861 847 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,388) -177 1,371 -23 996 1,248 796 2,596 1,592 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 89.2 89.1 89.2 96.8 10.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 3 0 10 11 10 14
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 31,428 COMMITMENTS 14,364 2,868 440 16,534 27,885 31,338 31,193 90 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,025) 2,739 0 -83 369 3,073 3,025 2,990 0 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 9.1 1.4 52.6 88.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 5 4 12 16 23 23
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,408 COMMITMENTS 5,087 5,863 2,205 4,962 4,319 12,254 12,387 154 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 408) -258 2 229 504 193 475 424 -67 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 47.3 17.8 40.0 34.8 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 11 3 6 10 7 23 14
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,368 COMMITMENTS 4,894 4,381 2,738 2,327 2,388 9,959 9,507 409 861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 422) 70 90 331 0 0 401 421 21 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 42.3 26.4 22.4 23.0 96.1 91.7 3.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 9 8 5 5 15 19
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,006 COMMITMENTS 13,682 15,765 1,195 25,268 23,411 40,145 40,371 5,860 5,634 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,137) -2,953 1,629 -240 1,330 -4,196 -1,863 -2,807 -1,274 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 34.3 2.6 54.9 50.9 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 65 65 27 80 74 160 151
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,028 COMMITMENTS 68,408 78,824 5,976 126,342 117,056 200,726 201,856 29,302 28,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,686) -14,765 8,143 -1,198 6,649 -20,979 -9,314 -14,034 -6,372 -1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 34.3 2.6 54.9 50.9 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 65 65 27 80 74 160 151
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 47,042 COMMITMENTS 30,203 46,771 251 16,353 0 46,807 47,022 235 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,263) -18,395 -18,260 0 175 0 -18,220 -18,260 -43 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 99.4 0.5 34.8 0.0 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 33 10 2 3 0 37 11
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,967 COMMITMENTS 49,208 40,127 2,895 32,965 48,963 85,068 91,985 28,899 21,982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,843) -19,065 -14,398 628 -1,573 -11,339 -20,010 -25,109 -5,833 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 35.2 2.5 28.9 43.0 74.6 80.7 25.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 31 22 15 24 21 63 50
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 543,388 COMMITMENTS 109,501 118,269 8,019 409,303 402,685 526,823 528,973 16,565 14,415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,965) -25,224 -2,613 -3,364 18,835 -3,797 -9,753 -9,774 -2,212 -2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 21.8 1.5 75.3 74.1 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 282) 55 46 25 114 108 180 168
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 22,990 COMMITMENTS 2,831 2,408 13 15,024 16,198 17,868 18,619 5,122 4,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -55) 620 -139 13 -209 350 424 224 -479 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 10.5 0.1 65.4 70.5 77.7 81.0 22.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 5 1 17 16 23 21
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,737 COMMITMENTS 22,685 17,733 73 23,994 33,684 46,752 51,490 7,985 3,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,146) 724 -639 -20 554 1,822 1,258 1,163 -112 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 32.4 0.1 43.8 61.5 85.4 94.1 14.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 17 9 2 20 11 38 21
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,146 COMMITMENTS 25,895 11,953 2,161 43,572 30,181 71,628 44,295 10,518 37,851 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,535) 2,705 891 386 5,483 1,190 8,574 2,467 961 7,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 14.6 2.6 53.0 36.7 87.2 53.9 12.8 46.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 27 14 5 33 26 62 43
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 274,985 COMMITMENTS 44,589 8,350 2,067 218,906 259,754 265,562 270,171 9,423 4,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,856) -10,047 -76 -136 -131 -9,808 -10,314 -10,020 458 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.0 0.8 79.6 94.5 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 32 14 8 78 53 113 72
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,041,853 COMMITMENTS 297,097 117,232 23,663 690,431 888,183 1011,191 1029,078 30,662 12,775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42,432) -2,001 -2,859 1,693 -42,793 -43,992 -43,101 -45,158 669 2,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 11.3 2.3 66.3 85.3 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 390) 142 46 33 165 95 320 161
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,391 COMMITMENTS 10,370 6,755 98 19,875 23,431 30,343 30,284 48 107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 979) -428 -221 98 1,285 1,146 955 1,023 24 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 22.2 0.3 65.4 77.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 5 16 1 8 20 13 37
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,647 COMMITMENTS 22,752 5,730 6 2,839 19,874 25,597 25,610 50 37 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,653) 2,293 445 -7 -634 1,293 1,652 1,731 1 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.7 22.3 0.0 11.1 77.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 12 1 4 14 9 26
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,429 COMMITMENTS 11,860 6,942 50 8,338 24,248 20,248 31,240 15,181 4,189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -780) -1,028 1,686 5 -303 -2,624 -1,326 -933 546 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 19.6 0.1 23.5 68.4 57.2 88.2 42.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 7 3 9 9 19 17
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 76,435 COMMITMENTS 15,406 1,782 452 48,783 70,342 64,641 72,576 11,794 3,859 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,679) -5,854 -273 -581 -1,104 -7,949 -7,539 -8,803 -1,140 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.3 0.6 63.8 92.0 84.6 95.0 15.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 9 5 4 45 32 55 40
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,056 COMMITMENTS 10,771 6,484 359 7,152 15,115 18,282 21,958 7,774 4,098 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 41.3 24.9 1.4 27.4 58.0 70.2 84.3 29.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 6 3 9 8 16 16
CFTC# 43874 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 102,504 COMMITMENTS 21,096 2,940 23,878 57,290 75,485 102,264 102,303 240 201 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,222) 1,927 0 -379 -420 1,520 1,128 1,141 94 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 2.9 23.3 55.9 73.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 1 1 15 16 24 18
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,339 COMMITMENTS 3,920 401 170 24,163 27,768 28,253 28,339 86 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,290) 915 -175 -475 850 1,940 1,290 1,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 1.4 0.6 85.3 98.0 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 2 2 27 14 34 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,480 COMMITMENTS 980 1,123 600 7,900 7,757 9,480 9,480 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 675) -50 25 50 675 600 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 11.8 6.3 83.3 81.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 2 4 10 9 17 14
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,332 COMMITMENTS 441 1,702 594 10,724 9,608 11,759 11,904 573 428 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -231) -50 -59 -34 -244 -84 -328 -177 97 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 13.8 4.8 87.0 77.9 95.4 96.5 4.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 5 7 19 19 26 28
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,676 COMMITMENTS 1,452 5,415 1,875 9,961 6,220 13,288 13,510 388 166 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -233) -258 -595 314 -307 57 -251 -224 18 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 39.6 13.7 72.8 45.5 97.2 98.8 2.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 12 13 25 25 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,466 COMMITMENTS 471 1,049 329 1,316 908 2,116 2,286 350 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 40 352 -45 341 -31 336 276 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 42.5 13.3 53.4 36.8 85.8 92.7 14.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 6 4 16 11 25 20
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 2/13/18 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,994 COMMITMENTS 8,821 996 3,163 11,084 19,718 23,068 23,877 3,926 3,117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 895) -381 121 597 971 1,300 1,187 2,018 -292 -1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 3.7 11.7 41.1 73.0 85.5 88.5 14.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 2 4 17 18 23 22