CFTC Commitments of Traders

Futures Only 3/25/17


Click On INDEX (user browser back button to return to top)
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                  
MACE SOYBEANS             MGE SPRING WHEAT            
NYCE COTTON NO. 2         NYCE DM/BP XRATE            
NYCE US DOLLAR INDEX      NYME CRUDE OIL              
NYME HEATING OIL #2       NYME NATURAL GAS            
NYME PALLADIUM            NYME PLATINUM               
NYME RBOB GASOLINE        Russell 2000 Mini           
WTI Crude Oil Financial                                                 

CFTC# 1602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 486,477 COMMITMENTS 169,431 242,246 83,003 190,026 121,555 442,460 446,804 44,017 39,673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,291) 7,265 22,338 13,613 11,568 -3,144 32,446 32,807 845 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 49.8 17.1 39.1 25.0 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 435) 144 144 122 101 104 314 316
CFTC# 1612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 223,589 COMMITMENTS 82,145 57,719 28,529 93,238 115,735 203,912 201,983 19,677 21,606 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,640) 911 9,314 388 6,697 -1,739 7,996 7,963 -356 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 25.8 12.8 41.7 51.8 91.2 90.3 8.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 75 49 57 81 84 179 176
CFTC# 1626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 70,661 COMMITMENTS 10,278 6,906 9,881 38,578 44,968 58,737 61,755 11,924 8,906 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,867) -892 -1,719 -289 -900 466 -2,081 -1,542 214 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 9.8 14.0 54.6 63.6 83.1 87.4 16.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 25 10 23 50 45 87 75
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,417,628 COMMITMENTS 409,141 345,492 217,697 636,351 662,535 1263,189 1225,724 154,439 191,904 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41,359) 8,360 57,516 17,906 11,334 -34,334 37,600 41,088 3,759 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 24.4 15.4 44.9 46.7 89.1 86.5 10.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 743) 175 155 176 252 311 530 571
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,355 COMMITMENTS 2,298 1,012 506 1,171 3,898 3,975 5,416 2,380 939 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94) 376 -12 -43 51 209 384 154 -290 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 15.9 8.0 18.4 61.3 62.5 85.2 37.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 20 5 5 9 12 31 20
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,616 COMMITMENTS 183,694 112,737 101,954 366,747 369,159 652,395 583,850 47,221 115,766 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,602) -17,338 17,183 12,265 28,076 -5,235 23,003 24,213 599 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 16.1 14.6 52.4 52.8 93.3 83.5 6.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 617) 138 184 175 160 224 411 500
CFTC# 5603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 20,934 COMMITMENTS 8,255 1,553 45 1,310 3,484 9,610 5,082 11,324 15,852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 38 4 10 8 213 56 227 -4 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 7.4 0.2 6.3 16.6 45.9 24.3 54.1 75.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 2 3 10 10 16
CFTC# 639 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,917 COMMITMENTS 1,614 429 0 6,294 7,482 7,908 7,911 9 6 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 20.4 5.4 0.0 79.5 94.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 0 5 9 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,290 COMMITMENTS 17,040 12,109 600 14,650 19,581 32,290 32,290 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 100 0 0 100 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 37.5 1.9 45.4 60.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 5 3 9 6 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 41,826 COMMITMENTS 15,116 20,263 70 26,640 21,493 41,826 41,826 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 950 -50 50 200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 48.4 0.2 63.7 51.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 9 3 9 6 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 639 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 25,880 COMMITMENTS 3,268 2,589 866 21,681 22,385 25,815 25,840 65 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,289) 755 -50 205 345 1,134 1,305 1,289 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 10.0 3.3 83.8 86.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 9 7 7 9 11 22 21
CFTC# 63 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,177 COMMITMENTS 7,989 2,042 0 30,188 36,125 38,177 38,167 0 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 5.3 0.0 79.1 94.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 5 0 8 11 11 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 33,830 COMMITMENTS 7,105 15,233 275 26,430 18,322 33,810 33,830 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -620 900 0 100 -1,400 -520 -500 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 45.0 0.8 78.1 54.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 6 2 8 5 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 21,395 COMMITMENTS 4,190 8,240 0 17,205 13,155 21,395 21,395 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 300 0 0 -400 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 38.5 0.0 80.4 61.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 8 0 8 4 11 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 14,550 COMMITMENTS 8,650 6,315 0 5,900 8,235 14,550 14,550 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 59.5 43.4 0.0 40.5 56.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 4 0 7 8 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 26,870 COMMITMENTS 8,960 11,950 700 17,210 14,220 26,870 26,870 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 33.3 44.5 2.6 64.0 52.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 6 3 9 6 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 18,420 COMMITMENTS 7,820 5,600 100 10,500 12,720 18,420 18,420 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 42.5 30.4 0.5 57.0 69.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 1 9 3 17 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 63 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 13,000 COMMITMENTS 785 1,700 1,350 10,865 9,950 13,000 13,000 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 0 -125 0 1,150 1,275 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.1 10.4 83.6 76.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 5 3 8 10 13 16
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 401,913 COMMITMENTS 98,099 105,478 68,568 203,848 199,614 370,515 373,660 31,398 28,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,864) -1,253 24,210 2,683 20,605 -6,589 22,035 20,304 -171 1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 26.2 17.1 50.7 49.7 92.2 93.0 7.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 314) 90 94 94 83 74 230 224
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 633,163 COMMITMENTS 88,662 142,674 10,597 399,957 313,888 499,216 467,159 133,947 166,004 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,421) 877 -7,359 954 -20,481 -7,013 -18,650 -13,418 5,229 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 22.5 1.7 63.2 49.6 78.8 73.8 21.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 148) 28 34 19 63 58 99 103
CFTC# 20604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 712,569 COMMITMENTS 56,556 131,332 3,641 533,972 465,971 594,169 600,944 118,400 111,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,497) 2,048 -541 -252 5,180 18,487 6,976 17,694 3,521 -7,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 18.4 0.5 74.9 65.4 83.4 84.3 16.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 8 14 7 57 52 68 70
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,856 COMMITMENTS 7,439 2,092 1,491 39,592 45,108 48,522 48,691 334 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,699) 62 -247 211 1,426 1,735 1,699 1,699 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 4.3 3.1 81.0 92.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 11 5 10 34 44 47 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,046 COMMITMENTS 730 445 803 8,756 9,427 10,289 10,675 757 371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 207) -15 0 15 234 202 234 217 -27 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 4.0 7.3 79.3 85.3 93.1 96.6 6.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 3 9 34 35 43 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,513 COMMITMENTS 2,429 35 1,249 10,197 12,873 13,875 14,157 638 356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 564) 475 0 35 58 622 568 657 -4 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.2 8.6 70.3 88.7 95.6 97.5 4.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 1 8 35 42 43 51
CFTC# 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,401 COMMITMENTS 174 955 158 6,541 5,719 6,873 6,832 528 569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 178) 15 136 6 139 40 160 182 18 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 12.9 2.1 88.4 77.3 92.9 92.3 7.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 6 5 18 17 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,046 COMMITMENTS 200 529 0 1,734 1,317 1,934 1,846 112 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 60 80 0 80 70 140 150 15 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 25.9 0.0 84.8 64.4 94.5 90.2 5.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 4 0 13 12 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,855 COMMITMENTS 218 2,344 300 19,277 17,204 19,795 19,848 60 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) -60 15 60 186 111 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 11.8 1.5 97.1 86.6 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 6 3 26 22 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,942 COMMITMENTS 1,882 2,570 313 6,191 5,876 8,386 8,759 556 183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 361) 213 180 35 60 156 308 371 53 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 28.7 3.5 69.2 65.7 93.8 98.0 6.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 6 9 18 27 29 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,797 COMMITMENTS 869 697 236 5,123 5,747 6,228 6,680 569 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) 55 92 15 269 369 339 476 3 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 10.3 3.5 75.4 84.6 91.6 98.3 8.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 4 5 20 21 30 27
CFTC# 22651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 420,771 COMMITMENTS 80,408 55,042 71,626 227,893 256,431 379,927 383,099 40,844 37,672 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,767) -2,504 3,461 -5,992 5,543 -3,219 -2,953 -5,750 -814 1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 13.1 17.0 54.2 60.9 90.3 91.0 9.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 205) 45 49 69 90 90 184 168
CFTC# 2265 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,499 COMMITMENTS 2,119 0 1,347 12,114 14,237 15,580 15,584 1,919 1,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) -70 0 70 479 462 479 532 201 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 7.7 69.2 81.4 89.0 89.1 11.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 4 13 14 17 18
CFTC# 22 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,202 COMMITMENTS 0 425 0 29,401 32,982 29,401 33,407 9,801 5,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,022) 0 0 0 1,562 1,497 1,562 1,497 -540 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 75.0 84.1 75.0 85.2 25.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 17 26 17 27
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,437,917 COMMITMENTS ******* 56,180 807,916 3494,705 4558,378 5400,861 5422,474 37,056 15,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 97,062) 80,790 -13,664 -8,678 26,857 118,789 98,969 96,447 -1,907 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 1.0 14.9 64.3 83.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 65 11 63 137 130 212 195
CFTC# 23392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 242,075 COMMITMENTS 41,805 45,544 59,092 138,747 136,791 239,644 241,427 2,431 648 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,881) 2,142 8,454 -3,294 5,033 -1,279 3,881 3,881 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 18.8 24.4 57.3 56.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 9 16 15 29 22 47 44
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,616 COMMITMENTS 4,848 1,332 1,295 163,730 180,141 169,873 182,768 19,743 6,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,344) 1,016 274 -104 2,140 -196 3,052 -26 -1,708 1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.7 0.7 86.3 95.0 89.6 96.4 10.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 2 4 31 28 36 33
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,780 COMMITMENTS 0 28 431 101,832 104,902 102,263 105,361 5,517 2,419 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,572) -584 28 63 7,830 7,002 7,309 7,093 -737 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.4 94.5 97.3 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 1 1 27 29 28 30
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,860 COMMITMENTS 0 1,634 1,572 127,428 135,773 129,000 138,979 17,860 7,881 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,035) 0 633 190 5,144 5,872 5,334 6,695 701 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.1 86.8 92.5 87.8 94.6 12.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 2 26 24 28 27
CFTC# 23396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,039,754 COMMITMENTS 106 3,294 7,393 1021,482 1027,113 1028,981 1037,800 10,773 1,954 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,144) 89 1,086 26 31,239 29,852 31,354 30,964 -210 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.7 98.2 98.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 1 3 5 53 39 58 44
CFTC# 23397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,366 COMMITMENTS 6,860 723 648 393,285 407,892 400,793 409,263 15,573 7,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,453) -976 723 246 15,904 15,642 15,174 16,611 279 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.2 0.2 94.5 98.0 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 2 2 2 32 42 35 45
CFTC# 23398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,751 COMMITMENTS 850 321 2,903 307,468 307,809 311,221 311,033 6,530 6,718 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,817) -341 236 281 8,667 7,414 8,607 7,931 210 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 0.9 96.8 96.9 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 2 1 3 36 40 39 43
CFTC# 23399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,975 COMMITMENTS 0 364 1,622 145,395 135,883 147,017 137,869 4,958 14,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,502) 0 -87 213 12,881 13,349 13,094 13,475 408 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.1 95.7 89.4 96.7 90.7 3.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 2 2 28 27 30 29
CFTC# 2339 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,544 COMMITMENTS 6,928 8,962 1,154 100,679 97,067 108,761 107,183 4,783 6,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,674) 1,680 770 149 4,745 1,858 6,574 2,777 -1,900 1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 7.9 1.0 88.7 85.5 95.8 94.4 4.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 3 1 24 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,755 COMMITMENTS 0 0 0 31,835 32,573 31,835 32,573 920 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,314) 0 0 0 4,314 4,194 4,314 4,194 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 99.4 97.2 99.4 2.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 14 15 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 89,706 COMMITMENTS 535 424 838 79,816 82,168 81,189 83,430 8,517 6,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -789) 457 424 -310 -939 -843 -792 -729 3 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.9 89.0 91.6 90.5 93.0 9.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 2 17 16 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 169,686 COMMITMENTS 0 0 0 161,436 167,344 161,436 167,344 8,250 2,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,939) 0 0 0 4,565 5,774 4,565 5,774 374 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 98.6 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 0 0 27 25 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 2339 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 57,719 COMMITMENTS 0 0 0 51,157 52,105 51,157 52,105 6,562 5,614 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 88.6 90.3 88.6 90.3 11.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 14 14 14
CFTC# 233 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 539,204 COMMITMENTS 35,605 8,015 5,734 488,261 513,227 529,600 526,976 9,604 12,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,052) 5,465 3,319 299 2,674 -98 8,438 3,520 -3,386 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 1.1 90.6 95.2 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 9 2 8 53 47 64 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 119,702 COMMITMENTS 182 2,990 2,132 108,863 106,269 111,177 111,391 8,525 8,311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,390) -642 -366 490 11,482 11,078 11,330 11,202 60 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.5 1.8 90.9 88.8 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 4 20 18 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,717 COMMITMENTS 0 372 0 17,768 17,942 17,768 18,314 949 403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 390) 0 0 0 330 514 330 514 60 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 94.9 95.9 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,559 COMMITMENTS 737 0 91 80,323 79,728 81,151 79,819 2,408 3,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,907) -186 0 31 4,427 3,388 4,272 3,419 -365 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.1 96.1 95.4 97.1 95.5 2.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 17 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,277 COMMITMENTS 3,510 0 0 97,577 96,444 101,087 96,444 1,190 5,833 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,994) 2,910 0 0 994 3,660 3,904 3,660 90 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.0 95.4 94.3 98.8 94.3 1.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 12 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,894 COMMITMENTS 41,704 3,441 60 103,543 140,998 145,307 144,499 587 1,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,814) 2,850 0 60 844 3,754 3,754 3,814 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 2.4 0.0 71.0 96.6 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 11 6 1 20 43 31 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 75,420 COMMITMENTS 0 0 0 74,715 70,766 74,715 70,766 705 4,654 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,328) 0 0 0 5,359 4,596 5,359 4,596 -31 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 93.8 99.1 93.8 0.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 15 22 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 270,674 COMMITMENTS 0 956 1,072 262,475 260,112 263,547 262,140 7,127 8,534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,100) 0 640 248 9,441 7,731 9,689 8,619 -1,589 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.4 97.0 96.1 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 2 1 32 31 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 26,244 COMMITMENTS 177 1,008 93 23,469 20,785 23,739 21,886 2,505 4,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.8 0.4 89.4 79.2 90.5 83.4 9.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 13 9 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,030 COMMITMENTS 0 3,450 31 93,835 93,393 93,866 96,874 8,164 5,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,822) 0 1,310 -214 5,105 4,160 4,891 5,256 -1,069 -1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 92.0 91.5 92.0 94.9 8.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 1 18 22 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 144,050 COMMITMENTS 4,462 0 322 130,582 137,997 135,366 138,319 8,684 5,731 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,205) -274 -580 0 5,689 6,327 5,415 5,747 790 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.2 90.7 95.8 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 17 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 105,822 COMMITMENTS 0 0 0 97,143 101,734 97,143 101,734 8,679 4,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,898) 0 0 0 2,832 2,410 2,832 2,410 66 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 96.1 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,458 COMMITMENTS 0 823 240 112,741 114,964 112,981 116,027 5,477 2,431 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 863) 0 -824 11 135 1,685 146 872 717 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.2 95.2 97.1 95.4 97.9 4.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 21 18 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,087 COMMITMENTS 816 192 2,117 131,803 136,101 134,736 138,410 12,351 8,677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,849) 455 -64 34 10,593 8,346 11,082 8,316 -3,233 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 1.4 89.6 92.5 91.6 94.1 8.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 1 2 28 22 30 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,683 COMMITMENTS 0 248 0 25,089 26,249 25,089 26,497 1,594 186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,554) 0 0 0 5,554 5,554 5,554 5,554 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 94.0 98.4 94.0 99.3 6.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 13 15 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,090 COMMITMENTS 682 0 0 26,257 28,346 26,939 28,346 2,151 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -60 0 -60 0 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 90.3 97.4 92.6 97.4 7.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 12 11 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 189,972 COMMITMENTS 14,082 5,399 2,331 165,794 171,603 182,207 179,333 7,765 10,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,093) -984 247 0 -4,120 -6,382 -5,104 -6,135 11 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.8 1.2 87.3 90.3 95.9 94.4 4.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 2 30 28 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 86,246 COMMITMENTS 518 0 270 74,053 77,766 74,841 78,036 11,405 8,210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) -1,926 0 30 3,832 758 1,936 788 -2,086 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.3 85.9 90.2 86.8 90.5 13.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 18 18 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 96,448 COMMITMENTS 0 0 0 87,821 91,988 87,821 91,988 8,627 4,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,301) 0 0 0 2,327 3,301 2,327 3,301 974 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 95.4 91.1 95.4 8.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 121,328 COMMITMENTS 0 0 0 103,467 109,284 103,467 109,284 17,861 12,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,628) 0 0 0 -6,578 -1,240 -6,578 -1,240 1,950 -3,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.3 90.1 85.3 90.1 14.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 18 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 233 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 59,064 COMMITMENTS 3,210 0 0 50,856 57,328 54,066 57,328 4,998 1,736 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 5.4 0.0 0.0 86.1 97.1 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 16 14 16
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,356,374 COMMITMENTS 342,192 359,267 482,932 467,571 474,834 1292,695 1317,033 63,679 39,341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 372) 4,596 -14,826 1,798 -6,718 13,662 -324 634 696 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 26.5 35.6 34.5 35.0 95.3 97.1 4.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321) 139 89 151 70 65 286 243
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 386,015 COMMITMENTS 141,397 138,182 44,056 188,407 194,642 373,860 376,880 12,155 9,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,357) -383 4,421 -1,238 6,020 2,062 4,399 5,245 958 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 35.8 11.4 48.8 50.4 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77) 19 17 28 38 38 71 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 126,902 COMMITMENTS 21,371 36,714 26,049 70,478 55,906 117,898 118,669 9,004 8,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,301) -2,552 7,344 3,898 2,185 -7,903 3,531 3,339 -230 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 28.9 20.5 55.5 44.1 92.9 93.5 7.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 10 19 25 23 22 50 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 23 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,291 COMMITMENTS 6,796 3,654 3,600 21,703 24,767 32,099 32,021 192 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 337) 330 -131 -60 49 527 319 336 18 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 11.3 11.1 67.2 76.7 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 12 5 12 10 10 26 23
CFTC# 24656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 71,450 COMMITMENTS 22,209 28,205 9,096 38,959 32,902 70,264 70,203 1,186 1,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 973) 454 -529 71 529 1,622 1,054 1,164 -81 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 39.5 12.7 54.5 46.0 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 16 13 17 19 19 44 40
CFTC# 24658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,055 COMMITMENTS 8,472 1,950 889 2,986 9,606 12,347 12,445 708 610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 290 30 0 5 280 295 310 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 14.9 6.8 22.9 73.6 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 3 5 9 12 21 18
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,817 COMMITMENTS 3,089 20 564 723 4,084 4,376 4,668 441 149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 358) 49 20 179 8 139 236 338 122 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 0.4 11.7 15.0 84.8 90.8 96.9 9.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 15 1 4 5 11 21 15
CFTC# 25608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,915 COMMITMENTS 225 862 10 3,395 2,914 3,630 3,786 285 129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40) 0 10 10 20 20 30 40 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 22.0 0.3 86.7 74.4 92.7 96.7 7.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 5 1 12 14 15 19
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,601 COMMITMENTS 6,953 3,092 6,921 38,373 42,474 52,247 52,487 354 114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 893) 157 139 -375 1,098 1,144 880 908 13 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 5.9 13.2 73.0 80.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 14 16 16 48 64 73 86
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 368,566 COMMITMENTS 125,522 37,125 38,710 160,236 258,540 324,468 334,375 44,098 34,191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,836) 3,085 4,222 4,748 1,891 80 9,724 9,050 2,112 2,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 10.1 10.5 43.5 70.1 88.0 90.7 12.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 268) 93 54 71 84 90 212 188
CFTC# 3265 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,025 COMMITMENTS 376 463 368 2,823 2,927 3,567 3,758 458 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 616) 42 138 -28 676 544 690 654 -74 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.5 9.1 70.1 72.7 88.6 93.4 11.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 7 23 21 31 31
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 278,130 COMMITMENTS 140,559 19,766 33,544 85,006 212,164 259,109 265,474 19,021 12,656 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,424) -841 3,569 2,154 1,689 -4,287 3,002 1,436 422 1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 7.1 12.1 30.6 76.3 93.2 95.4 6.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 149 59 77 59 62 250 166
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,319,720 COMMITMENTS 683,601 38,050 82,370 523,193 1182,683 1289,164 1303,103 30,556 16,617 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,212) 17,222 2,788 -471 3,796 18,600 20,547 20,917 665 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 2.9 6.2 39.6 89.6 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 19 9 20 47 47 74 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,143 COMMITMENTS 28,779 56,017 27,335 247,051 218,336 303,165 301,688 2,978 4,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,232) -2,436 1,694 1,510 7,489 2,849 6,563 6,053 -331 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 18.3 8.9 80.7 71.3 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 16 13 20 35 29 60 53
CFTC# 37642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,272 COMMITMENTS 3,580 6,108 720 18,892 16,384 23,192 23,212 80 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,152) 20 644 80 1,352 748 1,452 1,472 -300 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 26.2 3.1 81.2 70.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 7 4 8 8 14 18
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,413 COMMITMENTS 2,322 4,809 498 5,737 4,476 8,557 9,783 2,856 1,630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106) 168 -4 169 -197 315 140 480 -34 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 42.1 4.4 50.3 39.2 75.0 85.7 25.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 20 20 8 20 14 42 41
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,460 COMMITMENTS 4,704 918 530 4,112 8,444 9,346 9,892 2,114 1,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 697) 724 -227 7 -416 1,021 315 801 382 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 8.0 4.6 35.9 73.7 81.6 86.3 18.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 25 11 12 20 16 51 35
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,451,991 COMMITMENTS 221,200 379,677 62,694 1059,278 844,449 1343,172 1286,820 108,819 165,171 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,952) 13,920 8,756 -8,239 9,038 12,632 14,719 13,149 2,233 3,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 26.1 4.3 73.0 58.2 92.5 88.6 7.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 45 64 31 113 121 173 201
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,069,674 COMMITMENTS 607,230 707,584 87,400 2057,439 1730,254 2752,069 2525,238 317,605 544,436 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -85,689) -3,709 -97,747 -639 -76,332 8,472 -80,680 -89,914 -5,009 4,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 23.1 2.8 67.0 56.4 89.7 82.3 10.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 395) 70 103 48 136 163 234 286
CFTC# 43607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,751 COMMITMENTS 53,988 51,160 926 207,794 176,468 262,708 228,554 70,043 104,197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,973) -548 -1,723 414 -1,418 3,181 -1,552 1,872 3,525 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 15.4 0.3 62.4 53.0 79.0 68.7 21.0 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 9 7 4 34 35 46 43
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,003,478 COMMITMENTS 369,353 685,147 90,189 2289,723 1872,143 2749,265 2647,479 254,213 355,999 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37,785) 20,540 -20,737 -22,142 -59,746 44,923 -61,348 2,044 23,563 -39,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 22.8 3.0 76.2 62.3 91.5 88.1 8.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 40 83 38 112 154 177 250
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,657,675 COMMITMENTS 159,008 367,175 338,610 1120,785 886,587 1618,403 1592,372 39,272 65,303 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90,298) -409 14,971 10,871 83,296 61,797 93,758 87,639 -3,460 2,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 22.1 20.4 67.6 53.5 97.6 96.1 2.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 32 43 51 62 75 122 145
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,934 COMMITMENTS 1,674 1,181 432 2,940 3,419 5,046 5,032 888 902 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 514) 177 25 -1 240 449 416 473 98 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 19.9 7.3 49.5 57.6 85.0 84.8 15.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 6 8 8 18 20 29 31
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,214 COMMITMENTS 23,138 10,015 1,376 7,917 16,973 32,431 28,364 2,783 6,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,651) 988 1,624 -203 522 319 1,307 1,740 344 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 28.4 3.9 22.5 48.2 92.1 80.5 7.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 16 29 21 16 27 45 64
CFTC# 52642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,483 COMMITMENTS 1,414 869 635 4,761 5,360 6,810 6,864 673 619 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105) -67 90 16 156 -65 105 41 0 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 11.6 8.5 63.6 71.6 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 12 5 8 23 21 37 32
CFTC# 52645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,577 COMMITMENTS 556 5,830 101 4,619 360 5,276 6,291 1,301 286 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 208) 85 248 -25 84 39 144 262 64 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 88.6 1.5 70.2 5.5 80.2 95.7 19.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 3 11 3 18 10
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,286 COMMITMENTS 75,714 41,491 37,526 82,121 103,568 195,361 182,585 21,925 34,701 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 702) 1,093 -2,838 -870 835 3,663 1,058 -45 -356 747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 19.1 17.3 37.8 47.7 89.9 84.0 10.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 96 62 104 65 78 220 202
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,767 COMMITMENTS 145,983 42,807 67,417 123,101 203,364 336,501 313,588 31,266 54,179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,893) 10,015 227 5,154 4,041 10,595 19,210 15,976 -1,317 1,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 11.6 18.3 33.5 55.3 91.5 85.3 8.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 444) 142 81 136 114 161 331 336
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,037 COMMITMENTS 2,547 1,277 502 581 2,225 3,630 4,004 1,407 1,033 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) -172 20 53 125 -20 6 53 74 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 25.4 10.0 11.5 44.2 72.1 79.5 27.9 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 24 11 10 13 20 45 36
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,188 COMMITMENTS 23,213 10,888 9,435 15,938 15,270 48,586 35,593 6,602 19,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,397) 3,214 -559 1,293 1,071 2,314 5,578 3,048 -181 2,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 19.7 17.1 28.9 27.7 88.0 64.5 12.0 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 63 56 56 46 80 150 162
CFTC# 63642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,739 COMMITMENTS 7,986 22,126 312 22,019 6,815 30,317 29,253 422 1,486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,263) 122 1,211 27 1,156 6 1,305 1,244 -42 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 72.0 1.0 71.6 22.2 98.6 95.2 1.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 18 11 6 23 20 41 37
CFTC# 64363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 119,378 COMMITMENTS 22,250 12,180 3,547 93,241 103,371 119,038 119,098 340 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,859) 951 446 -294 1,222 1,747 1,879 1,899 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 10.2 3.0 78.1 86.6 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 11 12 13 43 47 61 65
CFTC# 64391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 48,949 COMMITMENTS 5,309 634 693 42,947 47,622 48,949 48,949 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,306) 2,147 0 -1,519 1,678 3,825 2,306 2,306 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 1.3 1.4 87.7 97.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 3 4 26 29 33 35
CFTC# 64392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 428,134 COMMITMENTS 12,669 8,804 7,076 408,389 412,254 428,134 428,134 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,342) 0 2,888 2,128 26,214 23,326 28,342 28,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.1 1.7 95.4 96.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 1 23 24 26 27
CFTC# 64394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,297,810 COMMITMENTS 27,040 132,901 19,819 1250,951 1145,090 1297,810 1297,810 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,130) 392 784 0 -4,522 -4,914 -4,130 -4,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.2 1.5 96.4 88.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 4 3 36 40 44 45
CFTC# 64395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,133 COMMITMENTS 947 3,914 1,297 61,889 58,922 64,133 64,133 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -270) -154 125 -51 -65 -344 -270 -270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 6.1 2.0 96.5 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 7 7 23 23 32 32
CFTC# 64396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 296,483 COMMITMENTS 1,216 13,370 0 295,267 283,113 296,483 296,483 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,432) -8 0 -320 6,760 6,752 6,432 6,432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.5 0.0 99.6 95.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 0 16 16 17 20
CFTC# 6439 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 310,954 COMMITMENTS 0 6,168 7,872 303,082 296,914 310,954 310,954 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,889) 0 0 0 12,889 12,889 12,889 12,889 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 2.5 97.5 95.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 21 23 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 22,135 COMMITMENTS 280 160 296 21,497 21,061 22,073 21,517 62 618 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 296) 108 0 0 168 296 276 296 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 1.3 97.1 95.1 99.7 97.2 0.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 20 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,831 COMMITMENTS 270 6,050 0 53,287 47,661 53,557 53,711 274 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,370) 0 2,400 0 2,370 -30 2,370 2,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.2 0.0 99.0 88.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 2 0 28 25 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,573 COMMITMENTS 295 6,000 0 69,079 63,368 69,374 69,368 199 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,405) 0 2,400 0 2,420 5 2,420 2,405 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.6 0.0 99.3 91.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 0 30 27 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,845 COMMITMENTS 700 500 0 32,925 33,185 33,625 33,685 220 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,930) 0 0 0 1,930 1,930 1,930 1,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.5 0.0 97.3 98.0 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 22 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 272,872 COMMITMENTS 15,816 0 736 256,320 272,136 272,872 272,872 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,064) 0 0 0 -5,064 -5,064 -5,064 -5,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.3 93.9 99.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 1 20 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6439 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 7,466 COMMITMENTS 426 797 20 6,442 5,961 6,888 6,778 578 688 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -20 20 -40 -45 -20 -45 20 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 10.7 0.3 86.3 79.8 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 17 17 19 19
CFTC# 643 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,273 COMMITMENTS 0 500 0 39,268 38,663 39,268 39,163 5 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,083) 0 0 0 2,083 2,083 2,083 2,083 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 **** 98.4 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 25 22 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,601 COMMITMENTS 1,000 0 0 24,391 25,491 25,391 25,491 210 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 291) 0 0 0 291 291 291 291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 95.3 99.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 21 20 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,048 COMMITMENTS 1,116 0 422 17,189 18,048 18,727 18,470 321 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -477) 85 0 0 -584 -437 -499 -437 22 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 2.2 90.2 94.8 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 2 21 21 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 56,103 COMMITMENTS 330 4,378 380 55,376 51,154 56,086 55,912 17 191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 247) 0 -138 35 212 350 247 247 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.8 0.7 98.7 91.2 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 4 3 31 24 35 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 77,144 COMMITMENTS 811 16,953 1,185 75,102 58,935 77,098 77,073 46 71 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,116) 95 -504 -40 1,038 1,660 1,093 1,116 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 22.0 1.5 97.4 76.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 7 6 33 31 42 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 38,690 COMMITMENTS 1,455 0 0 36,960 38,450 38,415 38,450 275 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845) 600 0 0 245 845 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 95.5 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 20 10 22 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 47,265 COMMITMENTS 2,030 2,400 0 45,020 44,865 47,050 47,265 215 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,035) 600 0 0 435 1,035 1,035 1,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.1 0.0 95.3 94.9 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 24 14 26 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 276,327 COMMITMENTS 52,876 450 1,910 221,541 273,967 276,327 276,327 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,688) 3,136 0 -391 1,943 5,079 4,688 4,688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 0.2 0.7 80.2 99.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 2 23 27 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 24,373 COMMITMENTS 6,649 1,083 1,025 15,911 21,989 23,585 24,097 788 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 305) 275 42 -42 72 305 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 4.4 4.2 65.3 90.2 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 4 4 22 30 27 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 37,615 COMMITMENTS 944 243 179 36,492 37,193 37,615 37,615 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 207) 105 -77 0 102 284 207 207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 0.5 97.0 98.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 1 1 16 16 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 304,077 COMMITMENTS 4,680 15,692 3,108 296,289 285,277 304,077 304,077 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,801) 0 0 0 9,801 9,801 9,801 9,801 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.2 1.0 97.4 93.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 17 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 18,826 COMMITMENTS 945 606 1,102 15,991 16,180 18,038 17,888 788 938 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 296) 0 0 0 296 296 296 296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.2 5.9 84.9 85.9 95.8 95.0 4.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 2 16 15 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 12,932 COMMITMENTS 106 771 256 12,441 11,328 12,803 12,355 129 577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 227) -86 57 86 227 84 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.0 2.0 96.2 87.6 99.0 95.5 1.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 20 20 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 155,821 COMMITMENTS 0 6,280 0 155,821 149,541 155,821 155,821 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,080) 0 0 0 5,080 5,080 5,080 5,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 **** 96.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,533 COMMITMENTS 134 742 1,436 18,963 18,355 20,533 20,533 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 155 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.6 7.0 92.4 89.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 19 15 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 186,472 COMMITMENTS 0 3,232 0 186,472 183,240 186,472 186,472 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 0.0 1.7 0.0 **** 98.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,425 COMMITMENTS 700 0 345 16,610 18,080 17,655 18,425 770 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 0 0 0 -705 -705 -705 -705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 1.9 90.1 98.1 95.8 **** 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 3 19 15 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,675 COMMITMENTS 550 0 500 17,325 18,175 18,375 18,675 300 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 0 0 0 -705 -705 -705 -705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 2.7 92.8 97.3 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 3 22 16 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,110 COMMITMENTS 180 0 0 11,630 12,110 11,810 12,110 300 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 1.5 0.0 0.0 96.0 **** 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 11 12 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,510 COMMITMENTS 325 0 75 32,707 33,405 33,107 33,480 403 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 820) 300 0 0 400 820 700 820 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.2 97.6 99.7 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 16 15 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,165 COMMITMENTS 395 0 90 30,290 31,075 30,775 31,165 390 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 820) 300 0 0 400 820 700 820 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.3 97.2 99.7 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 2 16 14 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,790 COMMITMENTS 0 550 0 15,310 15,180 15,310 15,730 480 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 97.0 96.1 97.0 99.6 3.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,893 COMMITMENTS 0 250 75 19,748 19,563 19,823 19,888 70 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.4 99.3 98.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 1 14 17 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,687 COMMITMENTS 100 150 25 21,467 21,507 21,592 21,682 95 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.1 99.0 99.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 107,554 COMMITMENTS 345 2,867 545 106,469 104,142 107,359 107,554 195 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) 0 0 0 -1,005 -955 -1,005 -955 10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 0.5 99.0 96.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 8 4 35 33 40 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 127,772 COMMITMENTS 470 7,147 715 126,522 119,880 127,707 127,742 65 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 50 0 100 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.6 0.6 99.0 93.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 1 7 5 38 34 43 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 193,459 COMMITMENTS 8,734 24,652 11,829 172,839 156,920 193,402 193,401 57 58 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,767) 457 1,886 -1,239 3,554 2,134 2,772 2,781 -5 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 12.7 6.1 89.3 81.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 9 13 11 43 44 58 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 124,406 COMMITMENTS 415 9,098 2,330 121,604 112,938 124,349 124,366 57 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,433) 0 55 0 2,433 2,378 2,433 2,433 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.3 1.9 97.7 90.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 8 2 36 34 38 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,095 COMMITMENTS 1,015 475 30 47,930 48,565 48,975 49,070 120 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 50 300 0 950 700 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.0 0.1 97.6 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 1 24 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,090 COMMITMENTS 645 550 0 45,350 45,470 45,995 46,020 95 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,100) 0 300 0 1,100 800 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.2 0.0 98.4 98.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 0 23 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 mwh OPEN INTEREST: 30,177 COMMITMENTS 950 0 250 28,812 29,867 30,012 30,117 165 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.8 95.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 1 26 25 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 643 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 Mwh OPEN INTEREST: 21,205 COMMITMENTS 2,000 0 0 19,205 21,085 21,205 21,085 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 0.0 90.6 99.4 **** 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 20 17 22 17
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 151,445 COMMITMENTS 7,160 3,410 10,960 133,325 137,075 151,445 151,445 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,730) 0 0 0 2,730 2,730 2,730 2,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.3 7.2 88.0 90.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 20 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,467 COMMITMENTS 0 0 0 29,272 29,302 29,272 29,302 1,195 1,165 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 96.1 96.2 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 14 15 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,525 COMMITMENTS 0 0 0 26,335 26,255 26,335 26,255 1,190 1,270 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 95.7 95.4 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 16 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,841 COMMITMENTS 1,464 2,075 0 26,655 26,490 28,119 28,565 722 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 448) 0 0 0 448 448 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.2 0.0 92.4 91.8 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 0 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,940 COMMITMENTS 1,152 0 7 16,121 17,638 17,280 17,645 660 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 89.9 98.3 96.3 98.4 3.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 17 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,852 COMMITMENTS 1,567 4,112 420 31,661 29,248 33,648 33,780 204 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) 35 -45 -35 892 972 892 892 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 12.1 1.2 93.5 86.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 4 2 29 23 33 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,971 COMMITMENTS 45 0 5 20,676 20,851 20,726 20,856 245 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 0 0 0 705 705 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.6 99.4 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 23 18 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,190 COMMITMENTS 0 1,605 85 20,584 19,500 20,669 21,190 521 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 175 0 100 -75 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.4 97.1 92.0 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 3 1 22 16 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,641 COMMITMENTS 50 525 0 35,331 34,741 35,381 35,266 260 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) 50 0 0 -260 -210 -210 -210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.0 99.1 97.5 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 0 27 23 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 18,640 COMMITMENTS 505 0 8 17,688 18,268 18,201 18,276 439 364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16) 0 0 0 -16 -16 -16 -16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 94.9 98.0 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 1 20 16 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 13,970 COMMITMENTS 695 0 0 12,665 13,385 13,360 13,385 610 585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 365) 0 0 0 485 -175 485 -175 -120 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 90.7 95.8 95.6 95.8 4.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 19 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,320 COMMITMENTS 0 725 0 35,052 34,177 35,052 34,902 4,268 4,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 89.1 86.9 89.1 88.8 10.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 13 19 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,816 COMMITMENTS 0 725 0 32,643 31,768 32,643 32,493 4,173 4,323 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 88.7 86.3 88.7 88.3 11.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 11 19 11 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,540 COMMITMENTS 175 24,870 405 38,145 13,800 38,725 39,075 1,815 1,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,955) 0 -320 0 -2,000 -1,680 -2,000 -2,000 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 61.3 1.0 94.1 34.0 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 2 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,870 COMMITMENTS 75 20,370 510 35,930 15,885 36,515 36,765 1,355 1,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,200) 0 -320 0 -2,200 -1,880 -2,200 -2,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 53.8 1.3 94.9 41.9 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 2 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,308 COMMITMENTS 2,765 1,905 435 33,810 34,778 37,010 37,118 1,298 1,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,510) -50 -180 0 1,685 1,815 1,635 1,635 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 5.0 1.1 88.3 90.8 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 18 12 22 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,060 COMMITMENTS 2,815 2,080 435 31,620 32,500 34,870 35,015 1,190 1,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,575) -50 -380 0 1,825 2,155 1,775 1,775 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 5.8 1.2 87.7 90.1 96.7 97.1 3.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 2 3 17 12 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,040 COMMITMENTS 0 14,455 0 36,675 22,330 36,675 36,785 365 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 0 0 0 10 10 10 10 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.0 0.0 99.0 60.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 0 16 11 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,030 COMMITMENTS 0 12,755 0 32,445 19,800 32,445 32,555 585 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.6 0.0 98.2 59.9 98.2 98.6 1.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 14 10 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 1,185 130 270 25,185 26,225 26,640 26,625 1,830 1,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 700) 50 0 0 650 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.5 0.9 88.5 92.1 93.6 93.5 6.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 16 8 21 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,805 COMMITMENTS 1,555 130 420 24,415 25,825 26,390 26,375 1,415 1,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,100) -150 0 0 1,400 1,250 1,250 1,250 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.5 1.5 87.8 92.9 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 3 17 7 23 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,452 COMMITMENTS 5,745 1,600 600 27,595 31,765 33,940 33,965 1,512 1,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 113) 50 100 0 100 50 150 150 -37 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 4.5 1.7 77.8 89.6 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 2 17 11 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,655 COMMITMENTS 1,170 1,490 110 23,255 23,290 24,535 24,890 2,120 1,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -570) 0 100 0 -600 -700 -600 -600 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 5.6 0.4 87.2 87.4 92.0 93.4 8.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 1 16 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 124,058 COMMITMENTS 31,505 150 330 84,618 115,948 116,453 116,428 7,605 7,630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) 80 0 50 620 700 750 750 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.1 0.3 68.2 93.5 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 1 2 21 25 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 110,210 COMMITMENTS 30,125 0 425 73,745 103,725 104,295 104,150 5,915 6,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -465) 130 0 50 -1,005 -875 -825 -825 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 0.0 0.4 66.9 94.1 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 0 1 19 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,585 COMMITMENTS 0 625 25 18,245 17,650 18,270 18,300 2,315 2,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 -50 25 150 200 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.1 88.6 85.7 88.8 88.9 11.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,500 COMMITMENTS 900 75 0 17,730 18,710 18,630 18,785 870 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 405 405 405 405 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.4 0.0 90.9 95.9 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 12 19 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,395 COMMITMENTS 0 3,615 25 33,220 29,605 33,245 33,245 6,150 6,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 25 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 0.1 84.3 75.1 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 1 16 17 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 64 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,845 COMMITMENTS 0 2,225 0 25,665 23,440 25,665 25,665 4,180 4,180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) 0 0 0 -250 -250 -250 -250 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 86.0 78.5 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 17 18 17 19
CFTC# 6665 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,685 COMMITMENTS 132 21 161 889 1,028 1,182 1,210 503 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.2 9.6 52.8 61.0 70.1 71.8 29.9 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 3 5 12 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,948 COMMITMENTS 1,108 2,102 286 28,353 27,113 29,747 29,501 201 447 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,418) 0 208 1 1,418 1,338 1,419 1,547 -1 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 7.0 1.0 94.7 90.5 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 3 2 23 28 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,372 COMMITMENTS 9,861 2,259 1,592 95,045 103,204 106,498 107,055 874 317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,060) -227 104 210 1,055 701 1,038 1,015 22 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 1.5 88.5 96.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 16 10 12 61 59 82 77 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 86,616 COMMITMENTS 16,841 4,205 0 69,709 81,503 86,550 85,708 66 908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -383) 360 0 0 -743 -383 -383 -383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 4.9 0.0 80.5 94.1 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 5 0 26 31 32 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,640 COMMITMENTS 1,073 1,158 805 33,684 32,834 35,562 34,797 78 843 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,095) 35 20 -363 1,468 1,473 1,140 1,130 -45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.2 2.3 94.5 92.1 99.8 97.6 0.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 5 5 6 33 35 42 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,364 COMMITMENTS 1,677 85 282 10,377 10,972 12,336 11,339 28 1,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) 225 0 0 182 677 407 677 0 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.7 2.3 83.9 88.7 99.8 91.7 0.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 2 3 23 22 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6665 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,036 COMMITMENTS 462 548 177 12,904 12,995 13,543 13,720 493 316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 75 31 -43 440 401 472 389 -162 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.9 1.3 91.9 92.6 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 3 3 25 20 30 25
CFTC# 67411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 602,603 COMMITMENTS 86,812 70,338 169,449 331,567 348,391 587,828 588,178 14,775 14,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,474) -5,029 1,656 -2,280 -9,497 -17,337 -16,806 -17,961 -4,668 -3,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 11.7 28.1 55.0 57.8 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162) 36 42 61 69 71 143 143
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,194,206 COMMITMENTS 659,029 240,512 652,678 776,277 1209,714 2087,984 2102,904 106,222 91,302 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -46,055) -27,997 -12,714 -12,368 935 -13,034 -39,430 -38,116 -6,625 -7,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 11.0 29.7 35.4 55.1 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 441) 176 113 185 101 116 367 349
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,310 COMMITMENTS 57,939 19,735 1,008 47,659 56,793 106,606 77,536 19,704 48,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,537) 173 8 372 336 944 881 1,324 656 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 15.6 0.8 37.7 45.0 84.4 61.4 15.6 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 4 4 16 17 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 6765 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,205 COMMITMENTS 21,519 58,042 44,056 55,905 22,652 121,480 124,750 12,725 9,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,277) -475 1,688 -213 2,548 1,069 1,860 2,544 -583 -1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 43.2 32.8 41.7 16.9 90.5 93.0 9.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 14 20 27 16 20 48 51
CFTC# 67 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,961 COMMITMENTS 150 0 0 10,775 10,709 10,925 10,709 36 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,148) 0 0 0 -1,130 -1,193 -1,130 -1,193 -18 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.3 97.7 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 21 19 22 19
CFTC# 73732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,932 COMMITMENTS 68,433 80,826 43,293 151,679 146,372 263,405 270,491 18,527 11,441 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,034) -5,563 -12,637 2,949 321 6,638 -2,293 -3,050 -741 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.7 15.4 53.8 51.9 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244) 93 72 66 61 42 189 153
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,594 COMMITMENTS 22,859 4,694 254 4,487 23,289 27,600 28,237 1,994 1,357 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,757) 1,922 335 -110 -268 1,503 1,544 1,728 213 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 15.9 0.9 15.2 78.7 93.3 95.4 6.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162) 68 40 11 22 36 95 84
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,455 COMMITMENTS 41,071 12,116 6,092 12,970 46,480 60,133 64,688 7,322 2,767 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,416) 430 1,650 480 378 -304 1,288 1,826 128 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 18.0 9.0 19.2 68.9 89.1 95.9 10.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 119 41 26 32 40 167 94
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 788,422 COMMITMENTS 215,749 89,633 121,206 385,029 511,405 721,984 722,244 66,438 66,178 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,822) -4,316 12,844 8,625 18,267 -5,761 22,576 15,708 -3,754 3,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 11.4 15.4 48.8 64.9 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239) 75 61 81 81 75 197 183
CFTC# 83731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 187,689 COMMITMENTS 61,442 37,497 25,674 90,192 116,670 177,308 179,841 10,381 7,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,906) 1,592 40 1,502 538 2,199 3,632 3,741 274 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 20.0 13.7 48.1 62.2 94.5 95.8 5.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 411) 143 90 112 134 112 346 267
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 190,819 COMMITMENTS 100,337 21,225 17,362 48,468 142,202 166,167 180,789 24,652 10,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,883) -2,338 1,428 4,444 1,721 -2,544 3,827 3,328 56 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 11.1 9.1 25.4 74.5 87.1 94.7 12.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 98 41 46 28 36 146 109
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 269,323 COMMITMENTS 111,829 90,159 42,546 96,185 122,042 250,560 254,747 18,763 14,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,267) 1,251 2,020 2,712 3,810 3,049 7,773 7,781 1,494 1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 33.5 15.8 35.7 45.3 93.0 94.6 7.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 124 78 76 49 52 218 176
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 446,880 COMMITMENTS 219,719 103,467 82,582 101,282 230,279 403,583 416,328 43,297 30,552 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,710) 9,404 -810 13,494 -1,253 4,457 21,645 17,141 -935 3,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 23.2 18.5 22.7 51.5 90.3 93.2 9.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 326) 161 95 90 46 50 245 202
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,263 COMMITMENTS 19,800 1,157 0 7,136 26,366 26,936 27,523 1,327 740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,683) 1,631 407 -101 -6,597 -5,908 -5,067 -5,602 -616 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 4.1 0.0 25.2 93.3 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 0 7 9 18 15
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,123 COMMITMENTS 30,293 54,696 3,640 60,428 27,964 94,361 86,300 24,762 32,823 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -57,256) -44,327 1,534 1,522 -13,054 -58,304 -55,859 -55,248 -1,397 -2,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 45.9 3.1 50.7 23.5 79.2 72.4 20.8 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 27 30 15 21 22 53 62
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,613 COMMITMENTS 9,089 21,068 1,166 24,622 3,265 34,877 25,499 7,736 17,114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,010) -3,861 -879 479 -554 -343 -3,936 -743 926 -2,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 49.4 2.7 57.8 7.7 81.8 59.8 18.2 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 11 16 9 10 5 26 25
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 176,764 COMMITMENTS 57,730 61,011 1,338 109,415 110,203 168,483 172,552 8,281 4,212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,864) 6,459 4,273 417 -1,405 1,529 5,471 6,219 1,393 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 34.5 0.8 61.9 62.3 95.3 97.6 4.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 134) 60 36 7 16 26 81 64
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,480 COMMITMENTS 32,586 140,430 7,115 187,036 67,165 226,737 214,710 25,743 37,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,465) -9,781 -9,054 3,568 -644 1,604 -6,857 -3,882 -608 -3,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 55.6 2.8 74.1 26.6 89.8 85.0 10.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 126) 25 50 20 27 39 65 96
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 191,626 COMMITMENTS 35,039 102,026 2,653 135,159 45,684 172,851 150,363 18,775 41,263 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,021) -524 -4,834 107 -12,973 -2,706 -13,390 -7,433 2,369 -3,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 53.2 1.4 70.5 23.8 90.2 78.5 9.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 34 36 11 27 32 66 74
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,753 COMMITMENTS 52,787 6,522 1,487 9,276 62,288 63,550 70,297 9,203 2,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,699) -1,917 -439 393 -88 -1,390 -1,612 -1,436 -87 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 9.0 2.0 12.7 85.6 87.4 96.6 12.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145) 102 26 14 13 8 120 44
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 406,717 COMMITMENTS 159,590 179,252 10,076 176,574 160,480 346,240 349,808 60,477 56,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,243) 11,318 -10,047 667 10,253 31,772 22,238 22,392 3,005 2,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 44.1 2.5 43.4 39.5 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 78 82 34 60 62 152 164
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,221 COMMITMENTS 19,019 3,111 301 6,965 24,134 26,285 27,546 1,936 675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -644) -610 -673 70 -3 -44 -543 -647 -101 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 11.0 1.1 24.7 85.5 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 13 11 2 4 6 18 18
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 397,562 COMMITMENTS 112,039 59,956 73,186 189,340 243,060 374,565 376,202 22,997 21,360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,506) -2,294 106 -2,899 -1,447 -5,543 -6,640 -8,336 134 1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 15.1 18.4 47.6 61.1 94.2 94.6 5.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 75 57 80 100 111 218 213
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,103 COMMITMENTS 576 1,203 833 5,667 5,553 7,076 7,589 2,027 1,514 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 6.3 13.2 9.2 62.3 61.0 77.7 83.4 22.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 4 10 11 15 16
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 17,478 COMMITMENTS 6,354 195 1,991 8,551 14,662 16,896 16,848 582 630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 465) 164 -100 -50 351 615 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 1.1 11.4 48.9 83.9 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 5 14 17 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,871 COMMITMENTS 1,745 350 0 16,880 18,766 18,625 19,116 1,246 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) 200 350 -50 945 510 1,095 810 -325 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.8 0.0 84.9 94.4 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 0 18 16 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 111 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 11,530 COMMITMENTS 1,860 70 2,464 5,790 6,985 10,114 9,519 1,416 2,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 800) -26 0 302 366 389 642 691 158 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.6 21.4 50.2 60.6 87.7 82.6 12.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 7 18 18 25 25
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,898 COMMITMENTS 16,599 29,209 235 17,942 4,442 34,776 33,886 3,122 4,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,912) -2,910 4,095 175 6,612 -1,485 3,877 2,785 -965 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 77.1 0.6 47.3 11.7 91.8 89.4 8.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 21 27 5 10 9 34 38
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 601,319 COMMITMENTS 178,325 291,771 159,540 230,767 112,387 568,632 563,698 32,687 37,621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,701) 6,616 19,501 4,904 -8,435 -23,732 3,085 673 -384 2,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 48.5 26.5 38.4 18.7 94.6 93.7 5.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 95 98 95 37 32 181 187
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,017 COMMITMENTS 5,838 1,726 4,464 15,489 19,965 25,791 26,155 1,226 862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 182 239 46 185 202 413 487 -24 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 6.4 16.5 57.3 73.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 13 6 2 7 6 20 14
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 66,701 COMMITMENTS 39,718 5,425 3,482 13,293 50,309 56,493 59,215 10,208 7,486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,354) -3,460 -1,197 -534 -16,072 -18,380 -20,065 -20,111 -1,289 -1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 8.1 5.2 19.9 75.4 84.7 88.8 15.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 49 23 9 25 28 75 59
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 133,401 COMMITMENTS 79,436 10,849 6,963 26,586 100,618 112,985 118,430 20,416 14,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42,707) -6,919 -2,394 -1,068 -32,143 -36,759 -40,130 -40,221 -2,577 -2,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 8.1 5.2 19.9 75.4 84.7 88.8 15.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 49 23 9 25 28 75 59
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 396,578 3405,660 2084,608 9386,122 5768,140 ******** ******** 625,2011234,101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161,028) 65,386 94,246 -215,839 260,872 272,224 110,419 150,631 50,609 10,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 27.3 16.7 75.1 46.2 95.0 90.1 5.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 298) 22 128 117 107 129 228 289
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 622,785 COMMITMENTS 116,503 88,730 18,007 411,726 443,323 546,235 550,060 76,549 72,725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -178,978) -21,872 -8,921 -25,280 -118,700 -136,130 -165,851 -170,331 -13,127 -8,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 14.2 2.9 66.1 71.2 87.7 88.3 12.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 605) 127 141 67 221 240 377 419
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 49,191 COMMITMENTS 13,983 4,040 0 13,105 29,468 27,088 33,508 22,103 15,683 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -44,095) -5,054 -6,647 -1,039 -31,465 -31,343 -37,558 -39,029 -6,537 -5,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 8.2 0.0 26.6 59.9 55.1 68.1 44.9 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 7 0 10 17 15 24
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 2,867,968 COMMITMENTS 523,742 434,594 78,892 1993,103 2069,273 2595,737 2582,759 272,231 285,209 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -674,415) ******* -52,759 -79,817 -436,173 -523,936 -641,466 -656,512 -32,949 -17,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 15.2 2.8 69.5 72.2 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 598) 127 139 63 218 233 371 409
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 34,336 COMMITMENTS 16,261 508 0 17,684 32,988 33,945 33,496 391 840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 289) -150 0 0 283 277 133 277 156 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 1.5 0.0 51.5 96.1 98.9 97.6 1.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 0 12 18 17 19
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,575 COMMITMENTS 6,367 12,434 380 6,640 663 13,387 13,477 188 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) 305 294 -92 105 140 318 342 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 91.6 2.8 48.9 4.9 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 7 4 10 5 21 12
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,616 COMMITMENTS 5,773 5,970 5,692 5,571 5,531 17,036 17,193 580 423 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 754) -103 199 452 412 341 761 992 -7 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 33.9 32.3 31.6 31.4 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 21 18 27 13 11 48 44
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,727 COMMITMENTS 23,834 8,608 1,396 16,027 32,284 41,257 42,288 6,470 5,439 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,194) -204 -608 -300 -11,581 -10,545 -12,085 -11,452 -1,109 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 18.0 2.9 33.6 67.6 86.4 88.6 13.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 68 57 24 55 76 138 142
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,636 COMMITMENTS 119,170 43,038 6,981 80,134 161,421 206,285 211,440 32,351 27,196 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -65,972) -1,022 -3,038 -1,498 -57,907 -52,725 -60,427 -57,261 -5,545 -8,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 18.0 2.9 33.6 67.6 86.4 88.6 13.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236) 68 57 24 55 76 138 142
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 35,150 COMMITMENTS 31,445 34,732 369 3,211 0 35,025 35,101 125 49 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,535) -19,320 -19,284 -9,562 0 0 -28,882 -28,846 -6,653 -6,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.5 98.8 1.0 9.1 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 24 9 1 2 0 27 9
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,004 COMMITMENTS 85,397 40,442 3,489 12,908 68,591 101,794 112,522 32,210 21,482 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,996) 11,844 10,154 612 1,055 11,250 13,511 22,016 6,485 -2,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 30.2 2.6 9.6 51.2 76.0 84.0 24.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102) 36 32 11 19 22 62 58
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 549,826 COMMITMENTS 134,947 177,166 22,496 365,513 325,734 522,956 525,396 26,870 24,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -77,514) -6,454 11,095 -2,940 -63,689 -84,052 -73,083 -75,897 -4,431 -1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 32.2 4.1 66.5 59.2 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 79 68 25 124 108 216 188
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,346 COMMITMENTS 11,024 7,059 0 12,996 18,184 24,020 25,243 9,326 8,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -653) -1,600 191 0 -37 5 -1,637 196 984 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 21.2 0.0 39.0 54.5 72.0 75.7 28.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 13 9 0 15 9 28 18
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,910 COMMITMENTS 23,480 7,188 1,197 21,919 18,443 46,596 26,828 10,314 30,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,124) 3,769 948 122 -2,002 6,546 1,889 7,616 -765 -6,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 12.6 2.1 38.5 32.4 81.9 47.1 18.1 52.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 23 13 4 23 21 48 36
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 271,013 COMMITMENTS 56,455 8,977 2,695 202,959 219,540 262,109 231,212 8,904 39,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50,914) -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246 -901 39,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 3.3 1.0 74.9 81.0 96.7 85.3 3.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 29 11 7 65 53 95 70
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 892,884 COMMITMENTS 272,305 73,130 12,280 582,121 796,269 866,706 881,679 26,178 11,205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -51,852) 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003 -8,380 -4,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 8.2 1.4 65.2 89.2 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 124 39 25 129 81 262 136
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,797 COMMITMENTS 18,029 6,466 52 13,663 25,144 31,744 31,662 53 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 171) -1,036 -1 -4 1,221 161 181 156 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 20.3 0.2 43.0 79.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 14 1 8 20 17 35
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,704 COMMITMENTS 20,196 4,491 136 7,366 23,016 27,698 27,643 6 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,001) -177 919 -20 1,217 102 1,020 1,001 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 16.2 0.5 26.6 83.1 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 12 11 1 6 11 18 23
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,725 COMMITMENTS 16,303 5,570 314 6,000 23,835 22,617 29,719 12,108 5,006 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 931) 748 247 -68 81 48 761 227 170 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 16.0 0.9 17.3 68.6 65.1 85.6 34.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 8 6 2 8 8 17 15
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 92,451 COMMITMENTS 22,556 2,704 1,533 56,108 84,359 80,197 88,596 12,254 3,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,300) 1,031 -374 387 -10,087 -11,032 -8,669 -11,019 -1,631 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.9 1.7 60.7 91.2 86.7 95.8 13.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 15 4 6 49 32 65 41
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,796 COMMITMENTS 1,986 415 375 34,281 36,006 36,642 36,796 154 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,541) 60 -400 0 2,642 2,941 2,702 2,541 -161 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.1 1.0 93.2 97.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 3 2 28 14 35 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,685 COMMITMENTS 400 2,105 730 5,430 3,825 6,560 6,660 125 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 25 -50 425 400 375 375 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 31.5 10.9 81.2 57.2 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 7 6 15 12 24 20
CFTC# 86565 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,101 COMMITMENTS 1,281 792 50 3,760 4,144 5,091 4,986 10 115 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 25.1 15.5 1.0 73.7 81.2 99.8 97.7 0.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 3 9 9 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,953 COMMITMENTS 2,500 3,037 368 15,355 15,266 18,223 18,671 730 282 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,495) -345 -96 0 1,899 1,625 1,554 1,529 -59 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 16.0 1.9 81.0 80.5 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 7 4 5 26 25 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86565 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,052 COMMITMENTS 0 1,510 51 3,241 2,597 3,292 4,158 1,760 894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 102) 0 45 15 104 161 119 221 -17 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.9 1.0 64.2 51.4 65.2 82.3 34.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 5 1 15 15 16 20
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,942 COMMITMENTS 882 1,817 1,231 7,578 6,645 9,691 9,693 251 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 799) 492 386 -1 344 475 835 860 -36 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 18.3 12.4 76.2 66.8 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 10 9 23 24 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC# 86665 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,864 COMMITMENTS 249 67 523 941 1,124 1,713 1,714 151 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 55) -48 12 3 110 40 65 55 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.6 28.1 50.5 60.3 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 6 2 5 13 14 20 20
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,918 COMMITMENTS 1,101 8,271 3,787 18,201 10,627 23,089 22,685 4,829 5,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 491) 0 301 118 15 140 133 559 358 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 29.6 13.6 65.2 38.1 82.7 81.3 17.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 6 13 14 19 21